CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 16,099
COMMITMENTS
4,497 2,545 4,806 6,764 8,716 16,066 16,067 33 32
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 2,998)
460 398 760 1,797 1,840 3,018 2,998 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 15.8 29.9 42.0 54.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 7 6 11 6 22 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,580
COMMITMENTS
10,272 5,494 1,373 13,935 18,714 25,580 25,580 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 2,351)
-8 0 8 2,366 2,343 2,366 2,351 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 21.5 5.4 54.5 73.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 3 9 8 18 14
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 13,964
COMMITMENTS
2,814 1,916 1,679 9,471 10,370 13,964 13,964 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -78)
38 117 -108 -8 -88 -78 -78 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 13.7 12.0 67.8 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 2 10 10 15 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,242,401
COMMITMENTS
570,125 312,533 965,250 2678734 2953812 4214109 4231595 28,292 10,806
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 90,508)
-26,077 48,035 30,623 86,486 12,193 91,032 90,851 -524 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 7.4 22.8 63.1 69.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
42 24 55 146 120 211 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,992,609
COMMITMENTS
73,633 70,373 875,833 1042440 1045361 1991906 1991567 703 1,042
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 45,674)
14,846 15,741 26,239 4,613 3,456 45,697 45,436 -23 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.5 44.0 52.3 52.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 22 39 52 55 93 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,274
COMMITMENTS
20,918 2,372 6,672 166,085 192,952 193,675 201,996 18,599 10,278
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -15,210)
-5,213 -59 -1,113 -9,540 -13,724 -15,866 -14,896 656 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.1 3.1 78.2 90.9 91.2 95.2 8.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 4 28 25 35 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,219
COMMITMENTS
3,019 1,477 849 96,526 99,281 100,394 101,607 3,825 2,612
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -15,364)
-1,381 43 96 -13,362 -14,221 -14,647 -14,082 -717 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.4 0.8 92.6 95.3 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 27 28 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,139
COMMITMENTS
14,231 13,643 1,012 168,682 166,758 183,925 181,413 5,214 7,726
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -10,394)
-1,292 -419 -377 -7,121 -7,831 -8,790 -8,627 -1,604 -1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.2 0.5 89.2 88.2 97.2 95.9 2.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 27 30 31 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 688,243
COMMITMENTS
64,475 3,610 10,249 611,394 672,609 686,118 686,468 2,125 1,775
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -46,907)
-8,592 566 204 -37,948 -47,267 -46,336 -46,497 -571 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.5 1.5 88.8 97.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 3 4 53 39 58 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,166
COMMITMENTS
16,247 14,542 1,380 202,919 203,371 220,546 219,293 6,620 7,873
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,775)
-3,807 -432 71 -3,657 -6,109 -7,393 -6,470 618 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.4 0.6 89.3 89.5 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 1 4 25 24 32 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,884
COMMITMENTS
274 2,169 3,272 219,396 213,103 222,942 218,544 2,942 7,340
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -21,188)
-1,648 202 460 -19,946 -21,699 -21,134 -21,037 -54 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 1.4 97.1 94.3 98.7 96.8 1.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 2 38 38 40 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,540
COMMITMENTS
5,762 1,734 2,521 74,433 74,446 82,716 78,701 4,824 8,839
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,616)
3,559 -646 -1,909 -13,799 -11,585 -12,149 -14,140 533 2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.0 2.9 85.0 85.0 94.5 89.9 5.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 19 21 21 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,518
COMMITMENTS
403 8,443 7,952 78,682 77,787 87,037 94,182 11,481 4,336
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,163)
-217 -5,594 2,420 -9,247 -3,311 -7,044 -6,485 1,881 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.6 8.1 79.9 79.0 88.3 95.6 11.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 23 23 27 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,864
COMMITMENTS
1,093 527 1,582 64,762 65,415 67,437 67,524 7,427 7,340
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,984)
-38 -642 32 -3,309 -3,946 -3,315 -4,556 -669 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 2.1 86.5 87.4 90.1 90.2 9.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 17 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 196,673
COMMITMENTS
434 0 0 189,310 190,891 189,744 190,891 6,929 5,782
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -9,737)
-420 0 0 -8,971 -10,508 -9,391 -10,508 -346 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.3 97.1 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 30 29 31 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,009
COMMITMENTS
0 0 0 80,234 86,353 80,234 86,353 7,775 1,656
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,264)
0 0 0 -855 -566 -855 -566 -409 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 98.1 91.2 98.1 8.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 24 23 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,928
COMMITMENTS
0 7,796 450 277,168 274,772 277,618 283,018 10,310 4,910
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,341)
0 2,072 0 -11,903 -12,383 -11,903 -10,311 562 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.2 96.3 95.4 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 3 1 44 37 45 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,560
COMMITMENTS
1,240 1,224 3,573 50,252 48,285 55,065 53,082 3,495 5,478
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -7,595)
-1,033 -198 475 -7,358 -5,389 -7,916 -5,112 321 -2,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 6.1 85.8 82.5 94.0 90.6 6.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 20 18 23 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,409
COMMITMENTS
4,738 0 2,403 63,316 63,531 70,457 65,934 4,952 9,475
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -4,634)
1,744 0 -1,197 -4,959 -7,460 -4,412 -8,657 -222 4,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 3.2 84.0 84.2 93.4 87.4 6.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 15 17 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,520
COMMITMENTS
9,838 1,626 806 81,417 85,834 92,061 88,266 1,459 5,254
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -29,939)
-2,072 -4,608 -732 -26,753 -24,393 -29,557 -29,733 -382 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.7 0.9 87.1 91.8 98.4 94.4 1.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 13 16 15 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,483
COMMITMENTS
10,320 6,234 1,538 44,115 47,018 55,973 54,790 510 1,693
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -22,599)
-5,339 -445 -1,074 -16,115 -20,299 -22,528 -21,818 -71 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 11.0 2.7 78.1 83.2 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 27 22 33 26
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,508
COMMITMENTS
0 210 0 32,788 32,964 32,788 33,174 720 334
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -15,159)
-7 210 -210 -15,086 -14,482 -15,303 -14,482 144 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 97.9 98.4 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 14 23 14 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,934
COMMITMENTS
823 341 587 127,961 129,869 129,371 130,797 11,563 10,137
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,250)
257 -330 -130 -3,858 -2,504 -3,731 -2,964 481 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.4 90.8 92.1 91.8 92.8 8.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 29 26 30 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,017
COMMITMENTS
485 2,214 1,184 51,683 50,161 53,352 53,559 2,665 2,458
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,599)
485 1,127 16 -1,932 728 -1,431 1,871 -1,168 -4,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.0 2.1 92.3 89.5 95.2 95.6 4.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 15 16 17 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,983
COMMITMENTS
856 1,720 1,412 89,283 84,197 91,551 87,329 2,432 6,654
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,105)
856 -1,584 -35 -5,843 -4,039 -5,022 -5,658 -1,083 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 1.5 95.0 89.6 97.4 92.9 2.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 22 23 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,111
COMMITMENTS
2,869 400 586 62,231 68,567 65,686 69,553 8,425 4,558
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -4,978)
-2,595 -174 -261 -2,181 -4,188 -5,037 -4,623 59 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.8 84.0 92.5 88.6 93.8 11.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 15 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,073
COMMITMENTS
0 24,682 1,266 107,606 86,748 108,872 112,696 5,201 1,377
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,792)
-412 495 -449 -5,421 -7,118 -6,282 -7,072 -510 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.6 1.1 94.3 76.0 95.4 98.8 4.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 18 17 19 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 225,636
COMMITMENTS
2,572 18,610 3,104 210,226 196,209 215,902 217,923 9,734 7,713
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -17,285)
1,127 -6,831 -1,868 -16,180 -7,855 -16,921 -16,554 -364 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.2 1.4 93.2 87.0 95.7 96.6 4.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 4 34 28 38 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,744
COMMITMENTS
3,877 678 0 18,039 22,436 21,916 23,114 1,828 630
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,656)
-1,087 186 0 -10,621 -11,709 -11,708 -11,523 52 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.9 0.0 76.0 94.5 92.3 97.3 7.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 12 13 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,905
COMMITMENTS
1,790 0 0 37,999 40,393 39,789 40,393 1,116 512
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -9,827)
-248 0 0 -9,176 -9,145 -9,424 -9,145 -403 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 92.9 98.7 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 15 19 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 244,556
COMMITMENTS
6,781 31,030 2,658 227,268 204,437 236,707 238,125 7,849 6,431
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -20,840)
-1,119 -169 -675 -18,333 -20,344 -20,127 -21,188 -713 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.7 1.1 92.9 83.6 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 6 4 43 32 49 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 52,493
COMMITMENTS
3,524 0 0 44,782 50,120 48,306 50,120 4,187 2,373
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,154)
-1,384 0 0 -3,712 -4,553 -5,096 -4,553 -58 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 85.3 95.5 92.0 95.5 8.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 16 20 17 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,042
COMMITMENTS
0 248 0 73,462 75,746 73,462 75,994 3,580 1,048
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -906)
0 -240 0 147 -516 147 -756 -1,053 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 95.4 98.3 95.4 98.6 4.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 17 23 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 53,445
COMMITMENTS
0 1,012 279 45,291 49,174 45,570 50,465 7,875 2,980
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,478)
0 -3,203 155 -7,496 -4,385 -7,341 -7,433 863 955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.5 84.7 92.0 85.3 94.4 14.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 17 22 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,360
COMMITMENTS
24,770 8,056 16,747 116,141 132,451 157,658 157,254 702 1,106
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 456)
-591 939 655 485 -1,128 549 466 -93 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 5.1 10.6 73.3 83.6 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 6 14 51 55 67 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 47,846
COMMITMENTS
5,462 539 2,015 40,369 45,292 47,846 47,846 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 502)
-163 231 86 579 185 502 502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.1 4.2 84.4 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 24 20 28 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 359,390
COMMITMENTS
34,175 328 20,321 304,894 338,741 359,390 359,390 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 4,392)
-566 0 1,904 3,054 2,488 4,392 4,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.1 5.7 84.8 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 17 19 19 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,450,988
COMMITMENTS
65,760 25,959 41,207 1344021 1383822 1450988 1450988 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -96,055)
-4,277 -3,048 -9,160 -82,618 -83,847 -96,055 -96,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.8 2.8 92.6 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 2 5 43 44 51 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,307
COMMITMENTS
2,346 4,979 4,878 43,084 40,243 50,307 50,099 -0 208
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 3,115)
218 249 -68 2,966 2,726 3,115 2,907 -0 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 9.9 9.7 85.6 80.0 100.0 99.6 -0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 6 4 24 22 29 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 305,210
COMMITMENTS
8 61,751 14,486 290,716 228,973 305,210 305,210 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 0)
0 -624 624 -624 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.2 4.7 95.3 75.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 15 16 18 19
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 618,139
COMMITMENTS
39,070 0 11,157 567,912 606,982 618,139 618,139 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -28,543)
-2,728 0 1,128 -26,943 -29,671 -28,543 -28,543 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 1.8 91.9 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 23 29 27 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,132
COMMITMENTS
4,596 4,839 2,546 43,122 42,553 50,264 49,938 868 1,194
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,537)
11 -258 153 -2,681 -2,712 -2,517 -2,817 -20 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.5 5.0 84.3 83.2 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 25 28 31 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,870
COMMITMENTS
150 0 0 42,950 43,775 43,100 43,775 770 95
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5)
50 0 0 295 -55 345 -55 -350 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 97.9 99.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 23 18 24 18
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,406
COMMITMENTS
150 300 0 54,956 55,046 55,106 55,346 300 60
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,015)
0 50 -50 -1,365 -2,075 -1,415 -2,075 -600 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 99.2 99.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 31 17 32 18
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,820
COMMITMENTS
100 200 0 11,720 11,610 11,820 11,810 0 10
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -885)
-200 50 -50 -635 -895 -885 -895 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.0 99.2 98.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 18 19 20 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 266,688
COMMITMENTS
9,280 1,112 3,200 254,208 262,376 266,688 266,688 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -19,704)
-408 -1,288 -752 -18,544 -17,664 -19,704 -19,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 1.2 95.3 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 24 19 26 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,126
COMMITMENTS
2,885 125 44 6,110 8,913 9,039 9,082 87 44
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,514)
246 -609 -84 -1,696 -802 -1,534 -1,495 20 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 1.4 0.5 67.0 97.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 13 15 17 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,800
COMMITMENTS
4,050 250 200 13,550 17,350 17,800 17,800 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -850)
-100 0 0 -750 -850 -850 -850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.4 1.1 76.1 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 11 17 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,515
COMMITMENTS
770 200 30 16,475 17,285 17,275 17,515 240 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,335)
-260 0 10 -2,085 -2,345 -2,335 -2,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.1 0.2 94.1 98.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 20 23 23 25
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,008
COMMITMENTS
0 875 375 13,398 12,318 13,773 13,568 235 440
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -392)
0 -135 0 -377 -677 -377 -812 -15 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 2.7 95.6 87.9 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 18 22 19
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,854
COMMITMENTS
1,443 0 538 13,832 15,230 15,813 15,768 1,041 1,086
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,246)
25 -105 -66 -1,716 -1,117 -1,757 -1,288 511 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 3.2 82.1 90.4 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 23 23 25 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,294
COMMITMENTS
0 6,788 1,867 32,372 25,579 34,239 34,234 55 60
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,480)
0 -755 0 -1,470 -690 -1,470 -1,445 -10 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.8 5.4 94.4 74.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 4 33 32 37 36
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,169
COMMITMENTS
440 5,444 3,325 38,274 33,359 42,039 42,128 130 41
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,973)
-300 -1,073 160 -1,818 -1,061 -1,958 -1,974 -15 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 12.9 7.9 90.8 79.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 5 34 34 41 39
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,495
COMMITMENTS
400 1,535 0 31,735 30,960 32,135 32,495 360 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,175)
-450 1,535 0 -1,650 -3,710 -2,100 -2,175 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.7 0.0 97.7 95.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 25 13 26 14
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,290
COMMITMENTS
1,000 1,545 0 41,870 41,700 42,870 43,245 420 45
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,805)
200 1,545 0 -2,185 -3,395 -1,985 -1,850 180 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.6 0.0 96.7 96.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 26 15 27 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 423,918
COMMITMENTS
77,419 7,575 29,457 317,042 386,886 423,918 423,918 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -31,235)
1,192 776 -4,080 -28,347 -27,931 -31,235 -31,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 1.8 6.9 74.8 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 26 29 30 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,098
COMMITMENTS
6,270 787 1,973 21,133 26,909 29,376 29,669 722 429
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,038)
242 -190 -296 -1,964 -1,875 -2,018 -2,361 -20 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.6 6.6 70.2 89.4 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 1 6 27 30 35 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,828
COMMITMENTS
738 582 1,540 15,550 15,706 17,828 17,828 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 1,121)
608 383 -149 662 887 1,121 1,121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.3 8.6 87.2 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 19 11 22 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 233,475
COMMITMENTS
62,867 0 7,712 162,896 225,763 233,475 233,475 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,767)
0 0 0 -5,767 -5,767 -5,767 -5,767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 0.0 3.3 69.8 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 14 6 18 7
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 466,236
COMMITMENTS
2,689 6,344 17,880 445,667 442,012 466,236 466,236 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,905)
712 -2,016 384 -7,001 -4,273 -5,905 -5,905 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 3.8 95.6 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 22 16 25 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,546
COMMITMENTS
12,191 0 698 34,753 46,618 47,642 47,316 904 1,230
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 3,112)
1,096 0 253 1,682 2,432 3,031 2,685 81 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 1.4 71.6 96.0 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 1 18 16 22 17
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 65,818
COMMITMENTS
0 3,904 0 65,818 61,914 65,818 65,818 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,120)
0 0 0 -6,120 -6,120 -6,120 -6,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 100.0 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 13 11 14
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,708
COMMITMENTS
3,208 156 429 9,985 13,465 13,622 14,050 1,086 658
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,092)
-152 77 -145 -928 -941 -1,225 -1,009 133 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 1.1 2.9 67.9 91.5 92.6 95.5 7.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 16 19 21 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 190,805
COMMITMENTS
33,788 0 4,288 152,729 186,517 190,805 190,805 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -14,232)
-887 -23 39 -13,384 -14,248 -14,232 -14,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 2.2 80.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 18 20 22 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,324
COMMITMENTS
1,079 100 756 10,230 11,342 12,065 12,198 259 126
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -734)
-114 100 52 -607 -865 -669 -713 -65 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.8 6.1 83.0 92.0 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 3 20 22 25 25
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 127,718
COMMITMENTS
9,855 0 4,020 113,843 123,698 127,718 127,718 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,471)
-1,233 0 417 -10,655 -11,888 -11,471 -11,471 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 3.1 89.1 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 17 16 20 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,363
COMMITMENTS
0 1,495 1,888 20,475 18,980 22,363 22,363 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 51)
0 27 -27 78 51 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 8.4 91.6 84.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 13 19 14
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 217,418
COMMITMENTS
4,168 0 3,856 209,394 213,562 217,418 217,418 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 3,848)
3,848 0 0 0 3,848 3,848 3,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.8 96.3 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 10 19 11
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 105,377
COMMITMENTS
720 1,231 1,953 9,609 9,104 12,282 12,288 93,096 93,090
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 6,646)
-338 -234 148 -125 -226 -314 -312 6,960 6,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.2 1.9 9.1 8.6 11.7 11.7 88.3 88.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,365
COMMITMENTS
0 875 75 20,725 20,415 20,800 21,365 565 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,320)
0 0 0 -1,305 -1,320 -1,305 -1,320 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.4 97.0 95.6 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 12 19 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,900
COMMITMENTS
0 900 0 17,095 17,000 17,095 17,900 805 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -950)
0 0 0 -935 -950 -935 -950 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 95.5 95.0 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 9 16 10
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,115
COMMITMENTS
0 0 0 15,050 15,070 15,050 15,070 65 45
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -135)
0 0 0 -125 -125 -125 -125 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 10 22 10
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,595
COMMITMENTS
0 0 0 8,230 8,555 8,230 8,555 365 40
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 99.5 95.8 99.5 4.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 9 16 9
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,935
COMMITMENTS
50 0 0 18,610 18,935 18,660 18,935 275 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,540)
50 -100 -50 -2,520 -2,390 -2,520 -2,540 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.3 100.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 12 17 12
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,145
COMMITMENTS
0 0 0 17,315 18,145 17,315 18,145 830 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,080)
0 0 0 -3,040 -3,080 -3,040 -3,080 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 100.0 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 12 18 12
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,495
COMMITMENTS
2,530 470 0 110,965 113,025 113,495 113,495 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,995)
265 420 0 -4,080 -4,415 -3,815 -3,995 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.4 0.0 97.8 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 0 40 32 43 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 138,830
COMMITMENTS
3,875 480 50 134,905 138,300 138,830 138,830 0 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,438)
-95 480 -100 -5,243 -5,818 -5,438 -5,438 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 0.0 97.2 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 1 1 42 33 47 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 153,715
COMMITMENTS
22,403 6,250 7,602 123,463 139,535 153,468 153,387 247 328
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,257)
865 1,207 -945 -3,190 -3,489 -3,270 -3,227 13 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.1 4.9 80.3 90.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 5 9 41 37 53 47
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,030
COMMITMENTS
2,730 2,270 1,895 91,315 91,865 95,940 96,030 90 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -326)
625 -75 -150 -791 -101 -316 -326 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.4 2.0 95.1 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 4 33 36 39 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,805
COMMITMENTS
0 1,540 0 21,215 20,265 21,215 21,805 590 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,025)
0 0 0 -2,025 -2,025 -2,025 -2,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 97.3 92.9 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 11 22 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,665
COMMITMENTS
0 465 0 19,260 19,200 19,260 19,665 405 0
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,320)
0 -50 0 -1,320 -1,270 -1,320 -1,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.9 97.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 12 22 13
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,148
COMMITMENTS
4,423 200 225 12,864 17,380 17,512 17,805 636 343
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 873)
910 -50 -75 -2 813 833 688 40 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.1 1.2 70.9 95.8 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 25 22 29 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,903
COMMITMENTS
3,875 0 195 7,929 12,636 11,999 12,831 904 72
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 5)
215 0 -25 -285 30 -95 5 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 0.0 1.5 61.5 97.9 93.0 99.4 7.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 17 18 20 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,733
COMMITMENTS
75 2,060 575 16,349 15,033 16,999 17,668 734 65
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -14)
75 -130 0 -355 51 -280 -79 266 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.6 3.2 92.2 84.8 95.9 99.6 4.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 1 24 18 26 22
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,776
COMMITMENTS
845 205 55 11,442 12,511 12,342 12,771 434 5
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 313)
-5 180 5 324 128 324 313 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.6 0.4 89.6 97.9 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 22 21 23 23
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,460
COMMITMENTS
300 1,010 590 6,455 5,170 7,345 6,770 115 690
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -125)
0 -50 25 -150 -215 -125 -240 0 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 13.5 7.9 86.5 69.3 98.5 90.8 1.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 16 21 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 7,953
COMMITMENTS
1,180 100 370 5,878 7,375 7,428 7,845 525 108
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -127)
-270 0 270 -127 -375 -127 -105 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 1.3 4.7 73.9 92.7 93.4 98.6 6.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 15 11 17 13
Updated September 12, 2014