CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 14,937
COMMITMENTS
5,969 4,656 2,515 6,382 7,739 14,866 14,910 71 27
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 155)
9 -10 0 141 165 150 155 5 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 31.2 16.8 42.7 51.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 4 11 7 19 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,939
COMMITMENTS
10,508 5,544 1,387 12,044 17,008 23,939 23,939 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3)
-0 0 0 3 3 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 23.2 5.8 50.3 71.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 3 9 9 18 15
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 19,555
COMMITMENTS
1,894 1,699 2,017 15,645 15,840 19,555 19,555 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 582)
91 33 27 464 522 582 582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.7 10.3 80.0 81.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 3 13 10 18 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,464,708
COMMITMENTS
452,628 493,659 928,705 3051197 3030130 4432530 4452494 32,178 12,214
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 52,956)
13,482 40,263 -30,234 67,576 44,403 50,824 54,432 2,132 -1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.1 20.8 68.3 67.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
25 53 69 142 116 217 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,927,233
COMMITMENTS
82,238 62,127 918,711 925,680 945,136 1926629 1925973 605 1,260
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -234,662)
-29,353 -31,487 -125,309 -80,353 -77,229 -235,015 -234,024 352 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.2 47.7 48.0 49.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 20 39 52 50 94 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,923
COMMITMENTS
11,716 6,537 6,801 179,142 194,260 197,659 207,598 16,264 6,325
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 5,075)
-1,594 2,475 -755 6,517 6,716 4,168 8,436 907 -3,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.1 3.2 83.7 90.8 92.4 97.0 7.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 4 32 34 38 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,788
COMMITMENTS
7,227 535 781 84,918 94,397 92,926 95,713 6,862 4,075
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 4,072)
2,551 272 -53 1,105 3,303 3,603 3,522 469 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 0.8 85.1 94.6 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 26 23 29 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,537
COMMITMENTS
17,644 13,510 3,019 191,473 194,159 212,136 210,688 6,401 7,849
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,987)
731 3 510 469 1,531 1,710 2,044 277 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.2 1.4 87.6 88.8 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 2 29 28 34 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 666,320
COMMITMENTS
18,513 7,406 17,272 626,663 637,470 662,448 662,148 3,872 4,172
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -321)
-4,767 3,267 1,503 2,060 -5,547 -1,204 -777 883 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.1 2.6 94.0 95.7 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 4 4 52 39 57 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,890
COMMITMENTS
10,025 15,142 2,919 236,398 225,229 249,342 243,290 5,548 11,600
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 7,427)
-1,171 -279 1,900 8,070 5,251 8,799 6,872 -1,372 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.9 1.1 92.7 88.4 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 4 4 29 23 37 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,134
COMMITMENTS
480 4,142 3,596 247,632 240,665 251,708 248,403 4,426 7,731
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 11,554)
204 -138 8 12,063 12,716 12,275 12,586 -721 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.6 1.4 96.7 94.0 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 5 5 37 43 43 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,619
COMMITMENTS
3,415 0 1,581 87,549 90,080 92,545 91,661 7,074 7,958
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 4,141)
-4,400 0 -170 6,461 2,261 1,891 2,091 2,250 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.6 87.9 90.4 92.9 92.0 7.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 21 24 22 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,762
COMMITMENTS
4,837 4,181 5,305 79,549 89,403 89,691 98,889 15,071 5,873
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 854)
-644 -131 -7 881 211 230 73 624 781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.0 5.1 75.9 85.3 85.6 94.4 14.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 17 18 20 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,775
COMMITMENTS
788 210 0 27,737 29,109 28,525 29,319 1,250 456
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,530)
300 210 0 1,050 1,410 1,350 1,620 180 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 0.0 93.2 97.8 95.8 98.5 4.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 15 13 18 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,369
COMMITMENTS
794 2,813 1,403 80,438 77,581 82,635 81,797 6,734 7,572
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 5,205)
-1,000 664 381 6,924 3,767 6,305 4,812 -1,100 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.1 1.6 90.0 86.8 92.5 91.5 7.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 18 17 20 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 215,460
COMMITMENTS
0 4,621 0 204,510 204,505 204,510 209,126 10,950 6,334
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 290)
0 -29 0 -1,178 439 -1,178 410 1,468 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 94.9 94.9 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 26 28 26 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,081
COMMITMENTS
0 0 0 83,544 88,994 83,544 88,994 7,537 2,087
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 4,096)
0 0 0 3,668 5,163 3,668 5,163 428 -1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 97.7 91.7 97.7 8.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 22 21 22 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 311,983
COMMITMENTS
396 5,994 450 306,225 297,008 307,071 303,452 4,912 8,531
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 8,005)
93 -1,482 0 9,668 8,915 9,761 7,433 -1,756 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 0.1 98.2 95.2 98.4 97.3 1.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 1 1 45 37 47 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,198
COMMITMENTS
1,439 2,560 2,849 57,308 54,751 61,596 60,160 5,602 7,038
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,251)
1,439 -30 -530 2,949 3,955 3,858 3,395 -607 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.8 4.2 85.3 81.5 91.7 89.5 8.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 22 23 26 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,786
COMMITMENTS
2,155 1,009 2,861 60,435 58,000 65,451 61,870 5,335 8,916
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -431)
-902 1,009 -268 619 -1,140 -551 -399 120 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.4 4.0 85.4 81.9 92.5 87.4 7.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 13 19 15
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,159
COMMITMENTS
22,744 4,110 1,452 92,953 107,462 117,149 113,024 1,010 5,135
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 18,652)
6,026 -1,302 1,452 11,270 18,160 18,748 18,310 -96 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.5 1.2 78.7 90.9 99.1 95.7 0.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 1 21 33 26 35
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,351
COMMITMENTS
26,816 10,574 1,452 77,960 92,196 106,228 104,222 123 2,129
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 19,800)
5,660 -918 1,452 12,813 19,365 19,925 19,899 -125 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 9.9 1.4 73.3 86.7 99.9 98.0 0.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 7 1 31 36 37 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,202
COMMITMENTS
480 6,280 0 63,830 58,191 64,310 64,471 892 731
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 28,961)
480 6,280 0 28,361 22,291 28,841 28,571 120 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.6 0.0 97.9 89.2 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 17 24 18 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,627
COMMITMENTS
1,451 0 0 153,633 157,097 155,084 157,097 11,543 9,530
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,137)
-562 0 -565 4,186 3,718 3,059 3,153 78 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 92.2 94.3 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 29 27 30 27
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,408
COMMITMENTS
1,087 2,084 240 16,035 15,322 17,362 17,646 1,046 762
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 120)
-450 0 240 1,516 1,004 1,306 1,244 -1,186 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.3 1.3 87.1 83.2 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 13 12 15 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,314
COMMITMENTS
1,259 2,074 1,306 50,634 51,024 53,199 54,404 6,115 4,910
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 308)
1,259 -52 -622 -1,007 918 -370 244 678 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.5 2.2 85.4 86.0 89.7 91.7 10.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 15 15 17 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,354
COMMITMENTS
0 2,444 3,237 103,578 96,905 106,815 102,586 2,539 6,768
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 674)
0 580 252 420 -520 672 312 2 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 3.0 94.7 88.6 97.7 93.8 2.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 21 24 23 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,375
COMMITMENTS
1,766 1,110 537 82,250 83,310 84,553 84,957 5,822 5,418
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 800)
-308 -1,059 537 1,136 1,345 1,365 823 -565 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 0.6 91.0 92.2 93.6 94.0 6.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 20 15 23 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,136
COMMITMENTS
10,574 0 0 21,472 31,556 32,046 31,556 90 580
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 0.0 0.0 66.8 98.2 99.7 98.2 0.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 9 16 11 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,454
COMMITMENTS
459 22,835 2,191 119,385 101,914 122,035 126,940 7,419 2,514
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 6,884)
459 -2,891 1,039 5,355 9,686 6,853 7,834 31 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 17.6 1.7 92.2 78.7 94.3 98.1 5.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 18 14 19 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 224,116
COMMITMENTS
1,406 13,820 4,879 205,991 199,672 212,276 218,371 11,840 5,745
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,853)
-462 2,965 -225 4,400 1,156 3,713 3,896 -860 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.2 2.2 91.9 89.1 94.7 97.4 5.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 3 37 30 40 34
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,406
COMMITMENTS
480 810 0 12,504 12,286 12,984 13,096 422 310
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.0 0.0 93.3 91.6 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 13 12 14
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,447
COMMITMENTS
2,524 1,918 62 27,752 29,679 30,338 31,659 2,109 788
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 4,080)
60 1,138 62 4,020 2,760 4,142 3,960 -62 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.9 0.2 85.5 91.5 93.5 97.6 6.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 1 13 16 18 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,954
COMMITMENTS
984 0 0 33,606 35,436 34,590 35,436 1,364 518
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 4,992)
240 0 0 4,362 4,904 4,602 4,904 390 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 93.5 98.6 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 18 19 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 271,824
COMMITMENTS
0 30,012 2,789 260,402 234,969 263,191 267,770 8,633 4,054
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,617)
0 673 482 2,635 2,947 3,117 4,102 500 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 1.0 95.8 86.4 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
0 6 5 42 38 47 44
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 66,365
COMMITMENTS
5,086 0 0 56,215 63,727 61,301 63,727 5,064 2,638
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,508)
-906 0 0 5,682 4,361 4,776 4,361 -1,268 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 84.7 96.0 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 16 20 17 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,362
COMMITMENTS
0 0 0 79,435 78,490 79,435 78,490 2,927 3,872
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 204)
0 0 0 1,907 174 1,907 174 -1,703 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.3 96.4 95.3 3.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 17 21 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,293
COMMITMENTS
1,860 0 4,346 54,109 56,138 60,315 60,484 5,978 5,809
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 7,559)
1,860 -1,564 1,564 3,508 6,514 6,932 6,514 627 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 6.6 81.6 84.7 91.0 91.2 9.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 13 20 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 18,324
COMMITMENTS
217 372 0 17,645 16,742 17,862 17,114 462 1,210
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.0 0.0 96.3 91.4 97.5 93.4 2.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 13 11 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 154,381
COMMITMENTS
19,885 9,591 18,165 116,034 126,027 154,085 153,783 296 598
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -500)
-685 184 -333 539 -293 -479 -442 -20 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.2 11.8 75.2 81.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 11 19 53 55 74 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,741
COMMITMENTS
1,305 1,082 3,087 42,325 42,572 46,717 46,741 24 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 249)
117 68 90 18 92 225 249 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.3 6.6 90.6 91.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 25 19 29 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 365,253
COMMITMENTS
26,567 0 22,250 316,436 343,003 365,253 365,253 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -2,579)
976 0 0 -3,555 -2,579 -2,579 -2,579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 6.1 86.6 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 15 20 17 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,469,293
COMMITMENTS
26,288 43,177 56,354 1386651 1369762 1469293 1469293 -0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -15,022)
-759 8,601 -11,851 -2,412 -11,772 -15,022 -15,022 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.9 3.8 94.4 93.2 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 5 6 40 42 48 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,006
COMMITMENTS
2,321 1,626 6,083 42,590 43,262 50,994 50,970 12 36
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,306)
-259 -143 47 1,508 1,367 1,296 1,272 11 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.2 11.9 83.5 84.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 4 21 21 25 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 293,933
COMMITMENTS
656 56,621 12,197 281,080 225,115 293,933 293,933 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 19,249)
656 2,262 1,904 16,689 15,083 19,249 19,249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 19.3 4.1 95.6 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 13 15 16 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 613,897
COMMITMENTS
47,854 0 16,725 549,318 597,172 613,897 613,897 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,002)
2,330 0 0 672 3,002 3,002 3,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.7 89.5 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 2 28 29 34 31
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,146
COMMITMENTS
5,933 6,817 2,689 43,552 42,851 52,174 52,357 972 789
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,144)
594 432 26 483 706 1,103 1,164 41 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.8 5.1 81.9 80.6 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 4 22 27 27 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,995
COMMITMENTS
150 150 150 44,125 44,375 44,425 44,675 570 320
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,245)
0 0 0 2,295 2,175 2,295 2,175 -50 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.3 98.1 98.6 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 27 19 30 20
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,700
COMMITMENTS
400 0 50 3,250 3,650 3,700 3,700 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 1.4 87.8 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 12 9 15 10
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,281
COMMITMENTS
0 370 50 57,871 57,621 57,921 58,041 360 240
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,565)
0 0 0 2,565 2,565 2,565 2,565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.1 99.3 98.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 31 18 32 19
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,800
COMMITMENTS
0 110 50 12,750 12,640 12,800 12,800 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 470)
0 0 0 470 470 470 470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.4 99.6 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 21 21 22 23
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 292,496
COMMITMENTS
12,736 0 3,160 276,600 289,336 292,496 292,496 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -1,152)
1,176 0 -808 -1,520 -344 -1,152 -1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 1.1 94.6 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 22 20 24 21
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,798
COMMITMENTS
3,104 43 44 5,440 8,665 8,588 8,752 210 46
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 281)
275 0 0 -35 281 240 281 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 0.5 0.5 61.8 98.5 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 14 19 18 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,000
COMMITMENTS
4,450 150 150 13,400 17,700 18,000 18,000 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,400)
200 0 0 1,200 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.8 0.8 74.4 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 10 18 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,640
COMMITMENTS
290 100 40 17,070 17,400 17,400 17,540 240 100
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 395)
0 50 0 395 345 395 395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 0.2 96.8 98.6 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 23 23 24 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,556
COMMITMENTS
0 700 360 12,921 12,256 13,281 13,316 275 240
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 210)
0 0 0 220 230 220 230 -10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 2.7 95.3 90.4 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 22 22 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,057
COMMITMENTS
1,402 82 518 15,266 15,890 17,186 16,490 871 1,567
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 79)
19 82 -40 337 3 316 45 -237 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.5 2.9 84.5 88.0 95.2 91.3 4.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 21 24 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,241
COMMITMENTS
0 10,229 1,440 40,558 30,549 41,998 42,218 243 23
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 838)
0 253 60 775 510 835 823 3 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.2 3.4 96.0 72.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 34 30 36 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,287
COMMITMENTS
290 10,721 1,970 47,905 37,588 50,165 50,279 122 8
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 512)
5 1,050 -105 606 -413 506 532 6 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 21.3 3.9 95.3 74.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 6 4 35 36 41 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,785
COMMITMENTS
200 1,535 0 30,465 29,190 30,665 30,725 120 60
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -880)
0 0 0 -880 -880 -880 -880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.0 0.0 99.0 94.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 17 28 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,350
COMMITMENTS
20 1,545 80 42,070 40,725 42,170 42,350 180 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -645)
0 0 0 -645 -645 -645 -645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.2 99.3 96.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 31 17 32 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 409,564
COMMITMENTS
77,579 9,551 25,735 306,250 374,278 409,564 409,564 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 12,670)
4,735 -417 -834 8,769 13,921 12,670 12,670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 2.3 6.3 74.8 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 2 28 32 33 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,858
COMMITMENTS
6,248 127 1,600 20,758 26,771 28,606 28,498 252 360
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 573)
-117 -29 92 554 488 529 551 44 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.4 5.5 71.9 92.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 1 5 26 33 34 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,341
COMMITMENTS
1,032 353 1,172 14,137 14,792 16,341 16,317 0 24
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 328)
148 0 0 180 304 328 304 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.2 7.2 86.5 90.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 21 11 26 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 487,655
COMMITMENTS
7,011 1,894 22,715 457,929 463,046 487,655 487,655 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 9,475)
-1,153 0 1,153 9,475 8,322 9,475 9,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 4.7 93.9 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 18 26 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,325
COMMITMENTS
12,125 0 1,164 35,654 47,375 48,943 48,539 382 786
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -266)
-785 0 40 479 -284 -266 -244 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 0.0 2.4 72.3 96.0 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 1 19 16 24 17
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 5,458
COMMITMENTS
325 1,914 0 4,328 3,522 4,653 5,436 805 22
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 35.1 0.0 79.3 64.5 85.3 99.6 14.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 0 10 10 12 13
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,835
COMMITMENTS
0 3,904 0 60,835 56,931 60,835 60,835 0 0
CHANGES FROM 10/21/14 (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 6.4 0.0 100.0 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 12 11 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,322
COMMITMENTS
6,196 1,820 546 11,115 15,360 17,857 17,726 465 596
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 732)
246 38 -60 546 735 732 713 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 9.9 3.0 60.7 83.8 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 3 19 22 25 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 192,138
COMMITMENTS
49,502 0 2,304 140,332 189,834 192,138 192,138 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,097)
0 0 0 3,097 3,097 3,097 3,097 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.0 1.2 73.0 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 18 20 22 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,445
COMMITMENTS
2,639 487 295 9,361 11,475 12,295 12,257 150 188
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 445)
16 38 41 369 366 426 445 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 3.9 2.4 75.2 92.2 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 3 19 23 24 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 119,533
COMMITMENTS
15,555 0 1,176 102,802 118,357 119,533 119,533 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -49)
-392 0 392 -49 -441 -49 -49 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 1.0 86.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 17 17 20 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,875
COMMITMENTS
0 1,914 1,608 20,219 18,353 21,827 21,875 48 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -125)
0 100 -100 -49 -125 -149 -125 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 7.4 92.4 83.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 14 19 15
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 209,801
COMMITMENTS
7,384 0 4,168 198,249 205,633 209,801 209,801 0 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 337)
0 0 0 337 337 337 337 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 2.0 94.5 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 9 15 10
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 102,143
COMMITMENTS
422 946 2,006 8,724 8,200 11,152 11,152 90,991 90,991
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -1,077)
-3 82 -51 -36 -121 -90 -90 -987 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 2.0 8.5 8.0 10.9 10.9 89.1 89.1
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 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,510
COMMITMENTS
0 1,025 50 20,900 20,435 20,950 21,510 560 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -70)
0 0 0 -70 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.2 97.2 95.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 13 19 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,800
COMMITMENTS
0 1,000 0 18,250 17,800 18,250 18,800 550 0
CHANGES FROM 10/21/14 (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 5.3 0.0 97.1 94.7 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 11 17 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,130
COMMITMENTS
50 1,800 0 19,080 17,120 19,130 18,920 0 210
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 160)
0 0 0 160 160 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.4 0.0 99.7 89.5 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 22 10 23 11
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,150
COMMITMENTS
0 0 0 12,150 12,000 12,150 12,000 0 150
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 160)
0 0 0 160 160 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 9 17 9
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,295
COMMITMENTS
200 50 0 19,460 20,245 19,660 20,295 635 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.0 95.9 99.8 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,655
COMMITMENTS
325 0 0 18,505 19,655 18,830 19,655 825 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 94.1 100.0 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 19 9 20 9
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,933
COMMITMENTS
325 0 0 19,693 20,933 20,018 20,933 915 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.1 100.0 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 10 22 10
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,195
COMMITMENTS
3,245 745 175 110,745 113,275 114,165 114,195 30 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,280)
350 -300 -25 2,955 3,605 3,280 3,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 0.2 97.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 33 32 37 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 137,931
COMMITMENTS
5,030 855 375 132,525 136,701 137,930 137,931 1 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 7,040)
485 -200 100 6,455 7,140 7,040 7,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 0.3 96.1 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 3 40 35 46 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 164,117
COMMITMENTS
20,912 8,174 8,438 133,672 146,556 163,022 163,168 1,095 949
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,965)
491 805 -347 1,827 1,537 1,972 1,995 -6 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.0 5.1 81.4 89.3 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 6 10 42 36 55 48
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,975
COMMITMENTS
3,810 1,620 1,620 91,395 93,735 96,825 96,975 150 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -105)
-235 -600 -75 205 570 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.7 1.7 94.2 96.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 5 34 31 41 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,195
COMMITMENTS
625 1,570 50 19,845 19,575 20,520 21,195 675 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.4 0.2 93.6 92.4 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 23 14 25 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,330
COMMITMENTS
550 515 0 18,280 18,815 18,830 19,330 500 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.7 0.0 94.6 97.3 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 22 13 23 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 8,455
COMMITMENTS
220 0 90 7,600 7,850 7,910 7,940 545 515
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 375)
-75 0 75 495 300 495 375 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 1.1 89.9 92.8 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,253
COMMITMENTS
4,488 1,630 1,150 18,718 22,313 24,356 25,093 897 160
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 663)
-75 300 80 625 286 630 666 33 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.5 4.6 74.1 88.4 96.4 99.4 3.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 4 22 20 27 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,740
COMMITMENTS
4,500 610 75 12,670 16,983 17,245 17,668 495 72
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 255)
0 0 0 495 255 495 255 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 3.4 0.4 71.4 95.7 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 19 20 22 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,627
COMMITMENTS
5 2,065 1,410 17,456 16,062 18,871 19,537 756 90
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,265)
-50 -335 435 760 1,165 1,145 1,265 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 7.2 88.9 81.8 96.1 99.5 3.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 26 21 28 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,002
COMMITMENTS
105 1,352 105 15,666 14,535 15,876 15,992 126 10
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,845)
0 0 0 2,100 1,935 2,100 1,935 -255 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.4 0.7 97.9 90.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 24 21 25 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,307
COMMITMENTS
0 750 0 10,853 10,237 10,853 10,987 454 320
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 970)
0 0 0 946 670 946 670 24 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 96.0 90.5 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 14 13 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,265
COMMITMENTS
600 2,770 280 10,345 8,215 11,225 11,265 40 0
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,220)
250 850 0 1,090 385 1,340 1,235 -120 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 24.6 2.5 91.8 72.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 21 19 23 22
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,629
COMMITMENTS
1,720 200 430 5,939 7,889 8,089 8,519 540 110
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -115 -65 -115 -65 30 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 2.3 5.0 68.8 91.4 93.7 98.7 6.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 15 14 17 16
Updated October 31, 2014