CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 12,827
COMMITMENTS
5,404 4,257 2,005 5,359 6,533 12,768 12,795 59 32
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -3,551)
594 1,121 -2,611 -1,550 -2,061 -3,566 -3,551 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 33.2 15.6 41.8 50.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 4 9 7 17 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,950
COMMITMENTS
10,253 5,494 1,392 12,305 17,065 23,950 23,950 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -1,491)
-5 0 5 -1,491 -1,495 -1,491 -1,491 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 22.9 5.8 51.4 71.2 100.0 100.0 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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 13,910
COMMITMENTS
2,366 1,750 1,700 9,843 10,460 13,910 13,910 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -569)
31 -271 -133 -368 -165 -469 -569 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 12.6 12.2 70.8 75.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 3 10 10 15 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,251,025
COMMITMENTS
536,245 269,236 975,759 2658617 2944361 4170621 4189356 80,404 61,669
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -75,851)
23,779 -78,502 -23,252 -132,390 -25,983 -131,863 -127,737 56,012 51,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.3 23.0 62.5 69.3 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
37 30 57 142 119 206 179
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,915,845
COMMITMENTS
81,963 67,733 860,071 972,593 985,168 1914627 1912972 1,218 2,872
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -241,640)
-4,250 -6,077 -137,521 -100,250 -100,233 -242,020 -243,830 380 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.5 44.9 50.8 51.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 16 37 46 49 85 89
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,291
COMMITMENTS
20,320 2,882 6,043 180,616 205,679 206,979 214,604 17,312 9,687
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 4,127)
-521 496 -641 5,191 6,153 4,029 6,008 98 -1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.3 2.7 80.5 91.7 92.3 95.7 7.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 4 30 29 37 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,507
COMMITMENTS
3,226 665 959 97,818 100,501 102,003 102,125 4,504 4,382
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 636)
436 -243 101 -279 -225 258 -367 378 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.6 0.9 91.8 94.4 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 27 28 30 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,892
COMMITMENTS
13,799 11,162 2,725 184,122 186,373 200,646 200,260 7,246 7,632
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 5,603)
78 0 961 4,417 4,304 5,456 5,265 147 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.4 1.3 88.6 89.6 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 1 28 30 32 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 715,377
COMMITMENTS
64,595 3,543 11,545 636,153 697,261 712,293 712,349 3,084 3,028
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 11,672)
2,497 275 342 8,304 10,737 11,143 11,354 529 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.5 1.6 88.9 97.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 3 4 55 42 60 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,825
COMMITMENTS
18,038 14,356 1,694 221,037 223,556 240,769 239,606 6,056 7,219
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 9,206)
-482 0 280 9,960 9,013 9,758 9,293 -552 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.8 0.7 89.6 90.6 97.5 97.1 2.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 1 3 27 27 34 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,860
COMMITMENTS
0 3,027 3,507 239,631 231,858 243,138 238,392 2,722 7,468
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 10,195)
0 662 20 10,422 8,229 10,442 8,911 -247 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.4 97.5 94.3 98.9 97.0 1.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 4 3 39 41 42 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,771
COMMITMENTS
819 1,108 6,464 83,674 80,895 90,957 88,467 4,814 7,304
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,562)
-2,083 -131 2,494 7,063 4,714 7,474 7,077 88 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 6.7 87.4 84.5 95.0 92.4 5.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 22 22 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,758
COMMITMENTS
5,009 3,503 10,558 86,831 94,118 102,398 108,179 10,360 4,579
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 4,309)
4,327 -1,680 539 -2,019 4,661 2,847 3,520 1,462 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.1 9.4 77.0 83.5 90.8 95.9 9.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 26 23 30 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,121
COMMITMENTS
248 0 0 25,654 26,365 25,902 26,365 1,219 756
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 767)
0 0 0 705 798 705 798 62 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 94.6 97.2 95.5 97.2 4.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 12 17 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,816
COMMITMENTS
782 1,972 1,616 72,937 71,715 75,335 75,303 7,481 7,513
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,624)
-105 1,216 -26 3,943 2,248 3,812 3,438 -188 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 2.0 88.1 86.6 91.0 90.9 9.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 18 21 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 215,187
COMMITMENTS
434 0 0 207,461 209,194 207,895 209,194 7,292 5,993
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,245)
0 0 0 7,061 7,093 7,061 7,093 184 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.4 97.2 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 30 28 31 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,291
COMMITMENTS
0 0 0 83,744 88,714 83,744 88,714 7,547 2,577
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,498)
0 0 0 882 763 882 763 616 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 97.2 91.7 97.2 8.3 2.8
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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 304,483
COMMITMENTS
0 7,172 450 296,874 291,332 297,324 298,954 7,159 5,529
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,717)
0 -872 0 10,852 8,469 10,852 7,597 -3,135 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 97.5 95.7 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 1 1 47 37 48 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,544
COMMITMENTS
529 1,306 3,700 52,655 50,055 56,884 55,061 5,660 7,483
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,077)
220 1,074 -608 2,603 2,303 2,215 2,769 862 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.1 5.9 84.2 80.0 91.0 88.0 9.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 21 23 23 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,232
COMMITMENTS
2,711 661 3,308 68,452 64,666 74,471 68,635 3,761 9,597
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 988)
-67 661 -95 1,117 267 955 833 33 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 4.2 87.5 82.7 95.2 87.7 4.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 18 21 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,738
COMMITMENTS
17,086 8,295 0 113,556 117,348 130,642 125,643 1,096 6,095
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 28,310)
3,007 6,669 -806 26,712 21,910 28,913 27,773 -603 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 6.3 0.0 86.2 89.1 99.2 95.4 0.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 8 0 24 31 29 39
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,991
COMMITMENTS
16,786 12,512 1,020 75,937 78,905 93,743 92,437 248 1,554
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 23,084)
2,945 6,446 -686 21,881 17,682 24,140 23,442 -1,056 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 13.3 1.1 80.8 83.9 99.7 98.3 0.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 8 3 31 34 39 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,684
COMMITMENTS
0 148 62 45,433 45,923 45,495 46,133 1,189 551
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,119)
0 -62 62 2,712 3,026 2,774 3,026 345 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 97.3 98.4 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 17 25 18 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,025
COMMITMENTS
0 1,117 652 140,026 140,929 140,678 142,698 11,347 9,327
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,287)
0 119 -220 5,314 7,509 5,094 7,408 2,193 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.4 92.1 92.7 92.5 93.9 7.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 1 31 29 32 31
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,358
COMMITMENTS
1,387 4,454 120 20,841 18,144 22,348 22,718 1,010 640
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,268)
949 -616 0 949 3,128 1,898 2,512 370 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 19.1 0.5 89.2 77.7 95.7 97.3 4.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 14 12 16 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,540
COMMITMENTS
1,238 2,491 741 51,685 50,726 53,664 53,958 2,876 2,582
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 256)
1,238 -402 -432 -885 966 -79 132 335 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.4 1.3 91.4 89.7 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 17 16 19 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,011
COMMITMENTS
0 3,590 2,013 102,866 94,411 104,879 100,014 2,132 6,997
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,549)
0 1,490 444 1,919 313 2,363 2,247 186 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.9 96.1 88.2 98.0 93.5 2.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 24 25 26 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,068
COMMITMENTS
3,362 2,738 511 75,603 79,325 79,476 82,574 7,592 4,494
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 4,668)
-320 1,234 167 7,102 3,189 6,949 4,590 -2,281 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.1 0.6 86.8 91.1 91.3 94.8 8.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 20 18 22 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,215
COMMITMENTS
0 27,610 671 112,363 90,442 113,034 118,723 7,181 1,492
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 324)
0 1,483 -684 1,159 -661 475 138 -151 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.0 0.6 93.5 75.2 94.0 98.8 6.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 19 19 20 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 235,759
COMMITMENTS
3,954 18,547 3,624 217,034 206,552 224,612 228,723 11,147 7,036
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 4,930)
189 -329 1,126 3,281 4,414 4,596 5,211 334 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.9 1.5 92.1 87.6 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 4 36 31 41 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,657
COMMITMENTS
4,684 0 30 25,898 32,173 30,612 32,203 2,045 454
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,062)
683 0 30 1,256 2,523 1,969 2,553 93 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.0 0.1 79.3 98.5 93.7 98.6 6.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 13 20 17 21
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,104
COMMITMENTS
1,914 0 0 37,071 39,462 38,985 39,462 1,119 642
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,410)
-124 0 0 3,471 3,286 3,347 3,286 63 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 92.4 98.4 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 19 16 20 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 270,104
COMMITMENTS
2,896 29,666 4,924 255,925 231,910 263,745 266,500 6,359 3,604
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 6,905)
-1,392 -1,099 607 7,675 7,887 6,890 7,395 15 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 11.0 1.8 94.8 85.9 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 4 5 48 38 53 44
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 57,206
COMMITMENTS
6,471 0 0 46,717 54,042 53,188 54,042 4,018 3,164
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 864)
668 0 0 34 69 702 69 162 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.0 81.7 94.5 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 18 21 19 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,519
COMMITMENTS
0 0 0 77,358 79,094 77,358 79,094 4,161 2,425
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,610)
0 -248 0 2,332 2,337 2,332 2,089 278 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 97.0 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 19 23 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 60,499
COMMITMENTS
217 2,907 1,070 54,327 51,514 55,614 55,491 4,885 5,008
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,724)
0 -469 1,008 3,390 2,567 4,398 3,106 -674 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.8 1.8 89.8 85.1 91.9 91.7 8.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 22 15 24 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 18,294
COMMITMENTS
667 672 0 17,255 16,776 17,922 17,448 372 846
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.7 0.0 94.3 91.7 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 12 11 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,731
COMMITMENTS
23,785 7,876 19,138 115,128 131,349 158,051 158,363 680 369
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -2,752)
-1,086 -603 2,010 -3,535 -3,424 -2,612 -2,018 -141 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.0 12.1 72.5 82.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 9 15 53 57 70 74
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,531
COMMITMENTS
3,407 760 2,794 43,330 45,977 49,531 49,531 -0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 344)
-636 47 203 777 94 344 344 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.5 5.6 87.5 92.8 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 4 25 20 29 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 370,775
COMMITMENTS
31,647 0 20,337 318,791 350,438 370,775 370,775 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,560)
0 0 0 2,560 2,560 2,560 2,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 5.5 86.0 94.5 100.0 100.0 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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,510,320
COMMITMENTS
56,124 22,185 58,062 1396134 1430073 1510320 1510320 -0 -0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 15,324)
724 -2,742 10,581 4,019 7,485 15,324 15,324 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.5 3.8 92.4 94.7 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 2 7 43 45 52 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,201
COMMITMENTS
2,319 5,436 4,912 41,969 38,851 49,200 49,200 1 1
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -172)
175 150 48 -345 -295 -122 -96 -51 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.0 10.0 85.3 79.0 100.0 100.0 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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 289,041
COMMITMENTS
8 61,375 11,910 277,123 215,756 289,041 289,041 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,560)
0 0 0 1,560 1,560 1,560 1,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.2 4.1 95.9 74.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 642,866
COMMITMENTS
41,431 0 18,245 583,190 624,621 642,866 642,866 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,838)
1,496 0 -368 2,710 4,206 3,838 3,838 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 2.8 90.7 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 0 2 28 31 33 33
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,326
COMMITMENTS
4,593 4,915 2,920 43,966 43,789 51,479 51,624 847 702
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 357)
79 419 -58 336 -46 357 315 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.4 5.6 84.0 83.7 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 4 24 23 30 27
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,420
COMMITMENTS
200 300 0 44,590 44,855 44,790 45,155 630 265
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 255)
50 0 0 465 85 515 85 -260 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.0 98.2 98.8 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 25 19 26 20
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,916
COMMITMENTS
150 600 0 58,406 58,256 58,556 58,856 360 60
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,985)
0 0 0 1,985 1,985 1,985 1,985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.0 99.1 98.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 32 20 33 21
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,345
COMMITMENTS
0 310 0 13,345 13,035 13,345 13,345 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 950)
-50 0 0 1,000 950 950 950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 21 21 21 23
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 281,848
COMMITMENTS
8,544 0 3,152 270,152 278,696 281,848 281,848 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 12,856)
-392 0 -392 13,640 13,248 12,856 12,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 1.1 95.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 25 18 27 20
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,352
COMMITMENTS
3,000 148 44 6,244 9,093 9,288 9,285 64 67
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 69)
115 0 0 0 46 115 46 -46 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 1.6 0.5 66.8 97.2 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 1 14 18 18 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,800
COMMITMENTS
4,300 400 200 13,300 17,200 17,800 17,800 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 50)
100 150 50 -100 -150 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 2.2 1.1 74.7 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 17 11 19 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,270
COMMITMENTS
0 360 150 18,880 18,760 19,030 19,270 240 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 740)
-500 30 0 1,240 710 740 740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.8 98.0 97.4 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 24 24 25 26
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,913
COMMITMENTS
0 685 375 13,288 12,573 13,663 13,633 250 280
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 75)
0 50 0 75 25 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 2.7 95.5 90.4 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 20 21 21
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,083
COMMITMENTS
1,507 0 537 15,230 16,415 17,274 16,952 809 1,131
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 399)
0 0 0 376 309 376 309 23 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 3.0 84.2 90.8 95.5 93.7 4.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 24 23 26 24
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,268
COMMITMENTS
355 8,331 1,608 37,711 30,284 39,674 40,223 594 45
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,173)
355 -120 35 1,548 2,258 1,938 2,173 235 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 20.7 4.0 93.7 75.2 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 31 32 33 36
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,053
COMMITMENTS
350 6,550 3,660 44,903 38,842 48,913 49,052 140 1
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,082)
-50 -225 615 1,507 1,692 2,072 2,082 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.4 7.5 91.5 79.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 4 36 38 42 43
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,000
COMMITMENTS
0 1,535 0 32,880 31,405 32,880 32,940 120 60
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 99.6 95.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 27 14 27 15
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,355
COMMITMENTS
0 1,545 0 46,115 44,810 46,115 46,355 240 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -95)
0 0 0 -95 -95 -95 -95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 99.5 96.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 30 17 30 18
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 428,599
COMMITMENTS
69,744 417 34,621 324,234 393,561 428,599 428,599 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,613)
1,490 -2,168 2,185 -1,062 2,596 2,613 2,613 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.1 8.1 75.6 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 3 26 30 30 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,803
COMMITMENTS
6,726 346 1,344 21,033 27,710 29,103 29,400 700 403
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -17)
237 70 -9 -245 -97 -17 -36 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 1.2 4.5 70.6 93.0 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 6 26 34 34 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,240
COMMITMENTS
861 0 1,751 15,628 16,489 18,240 18,240 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 367)
-240 0 107 500 260 367 367 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 9.6 85.7 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 3 21 12 26 15
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 228,668
COMMITMENTS
54,380 0 8,655 165,633 220,013 228,668 228,668 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 5,802)
0 0 0 5,802 5,802 5,802 5,802 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.0 3.8 72.4 96.2 100.0 100.0 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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 491,929
COMMITMENTS
4,527 1,894 21,946 465,456 468,089 491,929 491,929 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 22,091)
2,958 -1,305 1,305 17,828 22,091 22,091 22,091 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 4.5 94.6 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 18 26 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,288
COMMITMENTS
11,357 0 1,440 36,010 46,956 48,807 48,396 481 892
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 959)
-734 0 510 1,586 831 1,362 1,341 -403 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 2.9 73.1 95.3 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 20 18 24 19
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,409
COMMITMENTS
287 1,700 0 5,633 4,562 5,920 6,262 489 147
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -168)
0 22 0 -191 69 -191 91 23 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 26.5 0.0 87.9 71.2 92.4 97.7 7.6 2.3
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 09/30/14 |
--------------------------------------------------------------| 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 09/23/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12 13 12 14
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,802
COMMITMENTS
4,435 1,778 975 10,606 13,430 16,016 16,183 786 619
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 784)
660 -85 435 -311 411 784 761 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 10.6 5.8 63.1 79.9 95.3 96.3 4.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 4 18 21 24 25
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 197,807
COMMITMENTS
39,543 0 5,459 152,805 192,348 197,807 197,807 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -416)
1,112 0 0 -1,528 -416 -416 -416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.0 2.8 77.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 19 20 23 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,014
COMMITMENTS
2,231 510 554 10,058 11,824 12,843 12,888 171 126
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 471)
261 226 -45 255 313 471 494 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 3.9 4.3 77.3 90.9 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 2 21 23 26 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 130,841
COMMITMENTS
9,494 0 3,703 117,644 127,138 130,841 130,841 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,260)
-1,546 0 -317 3,123 1,577 1,260 1,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 2.8 89.9 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 16 17 19 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,255
COMMITMENTS
0 1,684 1,861 21,394 19,710 23,255 23,255 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 425)
0 0 0 425 425 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 8.0 92.0 84.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 14 19 15
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 216,130
COMMITMENTS
3,856 0 4,168 208,106 211,962 216,130 216,130 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -976)
0 0 0 -976 -976 -976 -976 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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 111,881
COMMITMENTS
588 1,285 2,193 9,893 9,313 12,673 12,791 99,207 99,090
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 5,558)
-55 56 97 405 324 447 477 5,111 5,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 2.0 8.8 8.3 11.3 11.4 88.7 88.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 4 18 17 22 22
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,550
COMMITMENTS
0 975 50 21,925 21,525 21,975 22,550 575 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 825)
0 0 0 815 825 815 825 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.2 97.2 95.5 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 14 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,975
COMMITMENTS
0 1,000 0 18,410 17,975 18,410 18,975 565 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 640)
0 0 0 880 640 880 640 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 97.0 94.7 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 11 17 12
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,800
COMMITMENTS
0 0 0 16,800 16,755 16,800 16,755 0 45
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,545
COMMITMENTS
0 0 0 12,245 12,505 12,245 12,505 300 40
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 99.7 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 9 18 9
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,890
COMMITMENTS
100 50 0 19,475 19,840 19,575 19,890 315 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 510)
50 0 0 460 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.0 97.9 99.7 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 16 11 18 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,470
COMMITMENTS
300 0 0 19,290 20,470 19,590 20,470 880 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 575)
300 0 0 275 575 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.2 100.0 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 18 7 19 7
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,088
COMMITMENTS
300 0 0 20,598 22,088 20,898 22,088 1,190 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 205)
300 0 0 -95 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.3 100.0 94.6 100.0 5.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 19 10 20 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,215
COMMITMENTS
2,880 1,020 100 113,235 115,095 116,215 116,215 0 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,085)
50 550 0 1,035 535 1,085 1,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 0.1 97.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 38 33 41 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 141,676
COMMITMENTS
4,400 1,130 225 137,050 140,321 141,675 141,676 1 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 790)
300 475 -100 590 415 790 790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 0.2 96.7 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 1 41 37 46 41
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 161,173
COMMITMENTS
23,160 6,551 8,575 128,929 145,148 160,664 160,274 509 899
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,846)
454 270 -14 3,405 3,563 3,845 3,819 1 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 4.1 5.3 80.0 90.1 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 5 10 43 38 56 49
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,645
COMMITMENTS
3,365 2,270 1,775 93,345 94,360 98,485 98,405 160 240
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,195)
645 0 -155 1,710 2,350 2,200 2,195 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.3 1.8 94.6 95.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 2 4 35 36 42 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,000
COMMITMENTS
525 1,590 50 21,715 21,360 22,290 23,000 710 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 200)
50 -50 50 100 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.9 0.2 94.4 92.9 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 12 25 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,975
COMMITMENTS
350 515 0 20,100 20,460 20,450 20,975 525 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 250)
50 0 0 200 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.5 0.0 95.8 97.5 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 24 12 25 14
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 7,325
COMMITMENTS
295 0 15 6,535 6,775 6,845 6,790 480 535
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 835)
295 0 15 545 935 855 950 -20 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.2 89.2 92.5 93.4 92.7 6.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 17 15 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,659
COMMITMENTS
4,108 1,380 1,015 14,914 18,096 20,037 20,491 622 168
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 29)
-45 600 35 -167 -671 -177 -36 206 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 6.7 4.9 72.2 87.6 97.0 99.2 3.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 3 24 22 29 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,777
COMMITMENTS
4,475 490 120 8,417 13,063 13,012 13,673 765 104
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 612)
350 420 -60 626 220 916 580 -304 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 3.6 0.9 61.1 94.8 94.4 99.2 5.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 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 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,031
COMMITMENTS
125 3,325 575 18,194 15,131 18,894 19,031 137 0
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,262)
25 310 -25 1,262 977 1,262 1,262 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 17.5 3.0 95.6 79.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 2 26 20 28 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,650
COMMITMENTS
135 1,032 125 12,756 12,463 13,016 13,620 634 30
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 635)
10 325 25 560 255 595 605 40 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.6 0.9 93.5 91.3 95.4 99.8 4.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 20 24 23
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,650
COMMITMENTS
350 1,510 340 8,890 7,785 9,580 9,635 70 15
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 625)
0 75 0 610 1,070 610 1,145 15 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 15.6 3.5 92.1 80.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 20 21 22 23
Updated October 3, 2014