CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 15,753
COMMITMENTS
4,807 2,701 4,606 6,296 8,413 15,709 15,720 44 33
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -346)
310 156 -200 -468 -303 -357 -347 11 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 17.1 29.2 40.0 53.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 6 10 6 21 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,573
COMMITMENTS
10,260 5,494 1,385 13,928 18,694 25,573 25,573 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -8)
-12 0 12 -8 -20 -8 -8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 21.5 5.4 54.5 73.1 100.0 100.0 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 14,359
COMMITMENTS
2,327 1,817 1,939 10,093 10,603 14,359 14,359 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 395)
-487 -98 260 622 233 395 395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.7 13.5 70.3 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 4 11 10 17 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,282,882
COMMITMENTS
553,476 346,218 961,426 2741981 2963301 4256883 4270945 25,999 11,937
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 40,481)
-16,649 33,685 -3,824 63,247 9,489 42,774 39,350 -2,293 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.1 22.4 64.0 69.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
41 28 59 144 118 210 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,039,222
COMMITMENTS
83,354 74,727 912,896 1042383 1051076 2038633 2038699 589 523
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 46,613)
9,722 4,355 37,063 -57 5,715 46,727 47,132 -114 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.7 44.8 51.1 51.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
23 22 41 54 56 97 99
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,692
COMMITMENTS
21,050 1,740 6,710 168,475 196,400 196,235 204,850 19,457 10,842
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,418)
132 -632 38 2,390 3,448 2,560 2,854 858 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.8 3.1 78.1 91.1 91.0 95.0 9.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 1 4 28 25 35 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,673
COMMITMENTS
3,286 821 1,025 97,571 101,141 101,882 102,987 3,791 2,686
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,454)
267 -656 176 1,045 1,860 1,488 1,380 -34 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 1.0 92.3 95.7 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 27 28 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,469
COMMITMENTS
14,135 12,775 1,010 172,907 172,029 188,052 185,814 5,417 7,655
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,330)
-96 -868 -2 4,225 5,271 4,127 4,401 203 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.6 0.5 89.4 88.9 97.2 96.0 2.8 4.0
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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 699,455
COMMITMENTS
62,964 3,295 10,767 623,657 683,680 697,388 697,742 2,067 1,713
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 11,212)
-1,511 -315 518 12,263 11,071 11,270 11,274 -58 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.5 1.5 89.2 97.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 3 4 54 42 59 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,070
COMMITMENTS
18,017 14,480 1,322 204,868 207,938 224,207 223,740 6,863 7,330
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,904)
1,770 -62 -58 1,949 4,567 3,661 4,447 243 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.3 0.6 88.7 90.0 97.0 96.8 3.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 1 3 25 25 32 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,887
COMMITMENTS
0 2,912 3,001 224,031 217,116 227,032 223,029 2,855 6,858
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,003)
-274 743 -271 4,635 4,013 4,090 4,485 -87 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.3 97.5 94.4 98.8 97.0 1.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 3 2 38 39 40 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,858
COMMITMENTS
6,151 1,734 2,242 74,344 75,022 82,737 78,998 5,121 8,860
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 318)
389 0 -279 -89 576 21 297 297 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.0 2.6 84.6 85.4 94.2 89.9 5.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 22 22 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,087
COMMITMENTS
465 5,762 10,432 83,601 83,586 94,498 99,780 9,589 4,307
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5,569)
62 -2,681 2,480 4,919 5,799 7,461 5,598 -1,892 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.5 10.0 80.3 80.3 90.8 95.9 9.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 28 23 32 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,239
COMMITMENTS
1,685 217 1,370 66,693 67,928 69,748 69,515 7,491 7,724
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,375)
592 -310 -212 1,931 2,513 2,311 1,991 64 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.3 1.8 86.3 87.9 90.3 90.0 9.7 10.0
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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 199,491
COMMITMENTS
434 0 0 190,630 193,681 191,064 193,681 8,427 5,810
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,818)
0 0 0 1,320 2,790 1,320 2,790 1,498 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 95.6 97.1 95.8 97.1 4.2 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,041
COMMITMENTS
0 0 0 82,172 87,447 82,172 87,447 6,869 1,594
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,032)
0 0 0 1,938 1,094 1,938 1,094 -906 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 98.2 92.3 98.2 7.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 26 25 26
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 290,799
COMMITMENTS
0 7,796 450 279,391 277,178 279,841 285,424 10,958 5,375
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,871)
0 0 0 2,223 2,406 2,223 2,406 648 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.2 96.1 95.3 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 3 1 43 36 44 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,640
COMMITMENTS
1,429 536 4,459 48,149 45,323 54,037 50,318 3,603 7,322
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -920)
189 -688 886 -2,103 -2,962 -1,028 -2,764 108 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 7.7 83.5 78.6 93.7 87.3 6.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 20 19 23 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,313
COMMITMENTS
2,976 0 3,247 66,269 63,655 72,492 66,902 3,821 9,411
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 904)
-1,762 0 844 2,953 124 2,035 968 -1,131 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 4.3 86.8 83.4 95.0 87.7 5.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 15 18 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,584
COMMITMENTS
12,318 1,626 806 82,001 88,898 95,125 91,330 1,459 5,254
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,064)
2,480 0 0 584 3,064 3,064 3,064 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.7 0.8 84.9 92.0 98.5 94.6 1.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 14 18 17 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,437
COMMITMENTS
12,800 6,234 1,538 48,649 53,972 62,987 61,744 450 1,693
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 6,954)
2,480 0 0 4,534 6,954 7,014 6,954 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 9.8 2.4 76.7 85.1 99.3 97.3 0.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 3 26 23 32 27
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,520
COMMITMENTS
0 210 0 36,676 36,976 36,676 37,186 844 334
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,012)
0 0 0 3,888 4,012 3,888 4,012 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 97.8 98.6 97.8 99.1 2.2 0.9
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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,947
COMMITMENTS
313 341 854 131,318 132,489 132,485 133,684 10,462 9,263
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,013)
-510 0 267 3,357 2,620 3,114 2,887 -1,101 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.6 91.9 92.7 92.7 93.5 7.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 32 28 33 30
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,642
COMMITMENTS
314 4,450 120 17,815 13,434 18,249 18,004 393 638
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -1,367)
314 -1,957 120 -1,180 563 -746 -1,274 -621 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 23.9 0.6 95.6 72.1 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 11 10 12 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,277
COMMITMENTS
334 2,579 1,053 52,256 50,187 53,643 53,819 2,634 2,458
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 260)
-151 365 -131 573 26 291 260 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.6 1.9 92.9 89.2 95.3 95.6 4.7 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,675
COMMITMENTS
46 1,000 2,370 95,669 91,852 98,085 95,222 3,590 6,453
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 7,692)
-810 -720 958 6,386 7,655 6,534 7,893 1,158 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 2.3 94.1 90.3 96.5 93.7 3.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 21 23 23 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,660
COMMITMENTS
3,047 1,266 527 67,242 73,256 70,816 75,049 8,844 4,611
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5,549)
178 866 -59 5,011 4,689 5,130 5,496 419 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.6 0.7 84.4 92.0 88.9 94.2 11.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 17 19 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,291
COMMITMENTS
0 24,837 1,088 111,360 90,775 112,448 116,700 5,843 1,591
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,218)
0 155 -178 3,754 4,027 3,576 4,004 642 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.0 0.9 94.1 76.7 95.1 98.7 4.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 19 18 20 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 225,471
COMMITMENTS
2,932 17,158 2,645 210,037 198,324 215,614 218,127 9,857 7,344
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -165)
360 -1,452 -459 -189 2,115 -288 204 123 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.6 1.2 93.2 88.0 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 3 35 29 38 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,565
COMMITMENTS
3,939 957 0 20,736 25,098 24,675 26,055 1,890 510
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,821)
62 279 0 2,697 2,662 2,759 2,941 62 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 3.6 0.0 78.1 94.5 92.9 98.1 7.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 14 14 17 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 251,179
COMMITMENTS
4,391 30,693 4,667 234,391 209,818 243,449 245,178 7,730 6,001
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 6,623)
-2,390 -337 2,009 7,123 5,381 6,742 7,053 -119 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 12.2 1.9 93.3 83.5 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 6 4 44 32 49 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 57,862
COMMITMENTS
5,652 0 0 47,782 56,158 53,434 56,158 4,428 1,704
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5,369)
2,128 0 0 3,000 6,038 5,128 6,038 241 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 82.6 97.1 92.3 97.1 7.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 17 21 18 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,574
COMMITMENTS
0 248 0 74,660 76,881 74,660 77,129 3,914 1,445
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,532)
0 0 0 1,198 1,135 1,198 1,135 334 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 95.0 97.8 95.0 98.2 5.0 1.8
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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 53,939
COMMITMENTS
0 1,012 279 45,754 49,637 46,033 50,928 7,906 3,011
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 494)
0 0 0 463 463 463 463 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.5 84.8 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,939
COMMITMENTS
24,355 7,667 17,328 118,236 134,819 159,919 159,814 1,020 1,125
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,579)
-415 -389 582 2,095 2,368 2,261 2,560 318 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.8 10.8 73.5 83.8 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 7 14 51 56 67 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 47,838
COMMITMENTS
5,089 539 2,010 40,739 45,289 47,838 47,838 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -8)
-373 0 -5 370 -3 -8 -8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.1 4.2 85.2 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 4 25 21 29 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 367,272
COMMITMENTS
33,831 0 19,713 313,728 347,559 367,272 367,272 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 7,882)
-344 -328 -608 8,834 8,818 7,882 7,882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 5.4 85.4 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 20 19 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,472,593
COMMITMENTS
63,120 22,997 43,168 1366305 1406428 1472593 1472593 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 21,605)
-2,640 -2,962 1,961 22,284 22,606 21,605 21,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.6 2.9 92.8 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 2 5 44 45 52 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,389
COMMITMENTS
2,197 4,659 5,204 39,988 37,526 47,389 47,389 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -2,918)
-149 -320 326 -3,096 -2,717 -2,918 -2,710 0 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.8 11.0 84.4 79.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 7 5 22 22 27 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 282,154
COMMITMENTS
8 61,375 11,910 270,236 208,869 282,154 282,154 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -23,056)
0 -376 -2,576 -20,480 -20,104 -23,056 -23,056 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.8 4.2 95.8 74.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 15 15 18 18
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 634,639
COMMITMENTS
39,142 0 18,989 576,508 615,650 634,639 634,639 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 16,500)
72 0 7,832 8,596 8,668 16,500 16,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 3.0 90.8 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 2 24 30 29 32
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,784
COMMITMENTS
4,444 4,584 2,890 43,898 43,926 51,232 51,400 552 384
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 652)
-152 -255 344 776 1,373 968 1,462 -316 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.9 5.6 84.8 84.8 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 26 28 32 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,620
COMMITMENTS
150 0 0 43,700 44,525 43,850 44,525 770 95
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 97.9 99.8 98.3 99.8 1.7 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,256
COMMITMENTS
150 300 0 55,866 55,896 56,016 56,196 240 60
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 850)
0 0 0 910 850 910 850 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 99.3 99.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 32 18 33 19
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,270
COMMITMENTS
50 260 0 12,220 12,010 12,270 12,270 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 450)
-50 60 0 500 400 450 460 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 0.0 99.6 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 19 19 20 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 270,552
COMMITMENTS
8,888 328 3,592 258,072 266,632 270,552 270,552 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,864)
-392 -784 392 3,864 4,256 3,864 3,864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.1 1.3 95.4 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 25 18 27 20
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,260
COMMITMENTS
2,885 148 44 6,221 9,024 9,150 9,216 110 44
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 134)
0 23 0 111 111 111 134 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 1.6 0.5 67.2 97.5 98.8 99.5 1.2 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 09/16/14 |
--------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,960
COMMITMENTS
620 200 130 16,970 17,630 17,720 17,960 240 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 445)
-150 0 100 495 345 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.1 0.7 94.5 98.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 21 23 23 25
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,568
COMMITMENTS
0 635 375 12,938 12,118 13,313 13,128 255 440
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -440)
0 -240 0 -460 -200 -460 -440 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 2.8 95.4 89.3 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 18 21 19
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,387
COMMITMENTS
1,487 0 538 14,576 15,849 16,601 16,387 786 1,000
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 533)
44 0 0 744 619 788 619 -255 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 3.1 83.8 91.2 95.5 94.2 4.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 24 25 26 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,458
COMMITMENTS
0 8,215 1,625 33,484 25,558 35,109 35,398 349 60
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,164)
0 1,427 -242 1,112 -21 870 1,164 294 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.2 4.6 94.4 72.1 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 3 33 32 36 36
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,419
COMMITMENTS
400 6,363 3,165 39,724 33,890 43,289 43,418 130 1
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,250)
-40 919 -160 1,450 531 1,250 1,290 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 14.7 7.3 91.5 78.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 4 35 37 41 42
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,395
COMMITMENTS
0 1,535 0 33,035 31,860 33,035 33,395 360 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 900)
-400 0 0 1,300 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 98.9 95.4 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 26 14 26 15
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,390
COMMITMENTS
0 1,545 0 42,970 41,800 42,970 43,345 420 45
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 100)
-1,000 0 0 1,100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.0 96.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 27 15 27 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 426,087
COMMITMENTS
70,533 6,492 29,758 325,796 389,837 426,087 426,087 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,169)
-6,886 -1,083 301 8,754 2,951 2,169 2,169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.5 7.0 76.5 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 26 29 30 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,564
COMMITMENTS
5,933 253 1,637 21,272 27,290 28,842 29,180 722 384
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -534)
-337 -534 -336 139 381 -534 -489 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 0.9 5.5 72.0 92.3 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 2 7 27 33 36 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,758
COMMITMENTS
788 115 1,476 14,494 15,167 16,758 16,758 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -1,070)
50 -467 -64 -1,056 -539 -1,070 -1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.7 8.8 86.5 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 12 23 13
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 221,923
COMMITMENTS
55,323 0 7,712 158,888 214,211 221,923 221,923 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -11,552)
-7,544 0 0 -4,008 -11,552 -11,552 -11,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 0.0 3.5 71.6 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 13 6 17 7
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 473,068
COMMITMENTS
1,569 3,199 20,641 450,858 449,228 473,068 473,068 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 6,832)
-1,120 -3,145 2,761 5,191 7,216 6,832 6,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 4.4 95.3 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 17 24 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,801
COMMITMENTS
12,069 0 953 34,939 46,618 47,961 47,571 840 1,230
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 255)
-122 0 255 186 0 319 255 -64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.0 2.0 71.6 95.5 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 19 17 23 18
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,581
COMMITMENTS
287 1,678 0 5,893 4,433 6,180 6,111 401 470
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -382)
164 59 0 -608 -528 -444 -469 62 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 25.5 0.0 89.5 67.4 93.9 92.9 6.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 0 11 9 13 12
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 66,627
COMMITMENTS
0 3,904 0 66,627 62,723 66,627 66,627 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 809)
0 0 0 809 809 809 809 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,659
COMMITMENTS
3,464 248 498 10,632 14,274 14,594 15,020 1,065 639
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 951)
256 92 69 647 809 972 970 -21 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 1.6 3.2 67.9 91.2 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 21 22 25
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 198,654
COMMITMENTS
37,697 465 5,425 155,532 192,764 198,654 198,654 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 7,849)
3,909 465 1,137 2,803 6,247 7,849 7,849 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.2 2.7 78.3 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 19 21 23 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,297
COMMITMENTS
1,147 218 703 10,165 11,250 12,015 12,171 282 126
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -27)
68 118 -53 -65 -92 -50 -27 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.8 5.7 82.7 91.5 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 20 22 25 25
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 131,526
COMMITMENTS
11,040 0 4,020 116,466 127,506 131,526 131,526 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,808)
1,185 0 0 2,623 3,808 3,808 3,808 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 3.1 88.5 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,365
COMMITMENTS
0 1,576 1,861 20,504 18,928 22,365 22,365 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2)
0 81 -27 29 -52 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 8.3 91.7 84.6 100.0 100.0 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 217,730
COMMITMENTS
3,856 0 4,168 209,706 213,562 217,730 217,730 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 312)
-312 0 312 312 0 312 312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.9 96.3 98.1 100.0 100.0 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 107,919
COMMITMENTS
644 1,248 2,056 9,734 9,138 12,435 12,442 95,484 95,477
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,542)
-76 17 104 125 34 153 154 2,389 2,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.2 1.9 9.0 8.5 11.5 11.5 88.5 88.5
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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,425
COMMITMENTS
0 875 75 20,785 20,475 20,860 21,425 565 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,960
COMMITMENTS
0 900 0 17,155 17,060 17,155 17,960 805 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,240
COMMITMENTS
0 0 0 16,240 16,195 16,240 16,195 0 45
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,125)
0 0 0 1,190 1,125 1,190 1,125 -65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 10 23 10
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,645
COMMITMENTS
0 0 0 11,345 11,605 11,345 11,605 300 40
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,050)
0 0 0 3,115 3,050 3,115 3,050 -65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.7 97.4 99.7 2.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 9 17 9
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,280
COMMITMENTS
50 50 0 18,935 19,230 18,985 19,280 295 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 345)
0 50 0 325 295 325 345 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 98.2 99.7 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 12 17 13
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,995
COMMITMENTS
0 0 0 20,045 20,995 20,045 20,995 950 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,850)
0 0 0 2,730 2,850 2,730 2,850 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 100.0 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 10 18 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,075
COMMITMENTS
2,365 555 215 112,495 114,305 115,075 115,075 0 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,580)
-165 85 215 1,530 1,280 1,580 1,580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.2 97.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 40 34 44 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 139,076
COMMITMENTS
3,975 480 250 134,850 138,346 139,075 139,076 1 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 246)
100 0 200 -55 46 245 246 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.2 97.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 1 2 42 35 47 38
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 156,147
COMMITMENTS
22,385 6,433 8,275 125,253 140,875 155,913 155,584 234 563
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,431)
-19 183 673 1,790 1,340 2,445 2,196 -14 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 4.1 5.3 80.2 90.2 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 5 9 43 38 55 48
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,035
COMMITMENTS
2,705 2,270 1,920 91,185 91,845 95,810 96,035 225 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5)
-25 0 25 -130 -20 -130 5 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.4 2.0 94.9 95.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
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 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,330
COMMITMENTS
400 1,590 0 22,220 21,740 22,620 23,330 710 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,525)
400 50 0 1,005 1,475 1,405 1,525 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.8 0.0 95.2 93.2 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 23 11 24 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,325
COMMITMENTS
300 515 0 20,500 20,810 20,800 21,325 525 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,660)
300 50 0 1,240 1,610 1,540 1,660 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.4 0.0 96.1 97.6 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 23 13 24 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 6,425
COMMITMENTS
0 0 0 5,925 5,775 5,925 5,775 500 650
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 605)
0 -30 -50 660 700 610 620 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 89.9 92.2 89.9 7.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,937
COMMITMENTS
4,963 200 305 14,203 19,329 19,471 19,834 466 103
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,789)
540 0 80 1,339 1,949 1,959 2,029 -170 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 1.0 1.5 71.2 97.0 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 2 26 22 30 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,103
COMMITMENTS
4,235 0 180 7,744 12,851 12,159 13,031 944 72
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 200)
360 0 -15 -185 215 160 200 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 0.0 1.4 59.1 98.1 92.8 99.5 7.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 18 18 21 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,977
COMMITMENTS
125 2,694 575 16,740 14,653 17,440 17,922 537 55
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 244)
50 634 0 391 -380 441 254 -197 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 15.0 3.2 93.1 81.5 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 1 25 19 27 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,200
COMMITMENTS
970 205 55 11,706 12,940 12,731 13,200 469 0
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 424)
125 0 0 264 429 389 429 35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.6 0.4 88.7 98.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 22 21 24 23
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,870
COMMITMENTS
300 1,410 290 8,165 6,555 8,755 8,255 115 615
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,410)
0 400 -300 1,710 1,385 1,410 1,485 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 15.9 3.3 92.1 73.9 98.7 93.1 1.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 19 17 21 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,348
COMMITMENTS
1,180 200 370 6,318 7,655 7,868 8,225 480 123
CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 395)
0 100 0 440 280 440 380 -45 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.4 4.4 75.7 91.7 94.3 98.5 5.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 16 11 18 13
Updated September 19, 2014