CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 15,245
COMMITMENTS
5,288 4,776 3,070 6,848 7,372 15,206 15,218 39 27
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 40)
-254 92 300 -6 -352 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 31.3 20.1 44.9 48.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 6 3 9 7 17 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,090
COMMITMENTS
10,194 6,144 1,701 12,195 16,245 24,090 24,090 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -8)
50 0 -50 -8 42 -8 -8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 25.5 7.1 50.6 67.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 4 9 8 18 15
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 28,304
COMMITMENTS
2,195 1,617 3,129 22,980 23,558 28,304 28,304 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,509)
750 208 -80 2,839 3,381 3,509 3,509 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.7 11.1 81.2 83.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 3 11 9 17 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,498,345
COMMITMENTS
581,851 331,530 924,652 2959302 3230016 4465805 4486198 32,540 12,147
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 15,401)
-17,566 -7,621 -27,993 55,615 50,970 10,056 15,356 5,345 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.4 20.6 65.8 71.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
40 34 59 143 116 212 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,393,310
COMMITMENTS
61,567 57,706 1284530 1046717 1050207 2392814 2392443 496 867
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 71,542)
-8,896 -7,420 73,573 6,867 5,406 71,543 71,559 -2 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 53.7 43.7 43.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
27 22 43 56 56 103 101
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,824
COMMITMENTS
14,893 8,977 5,929 179,208 194,959 200,030 209,865 14,794 4,959
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,949)
1,590 548 209 4,347 5,847 6,146 6,604 -197 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.2 2.8 83.4 90.8 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 5 5 33 35 41 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,038
COMMITMENTS
4,865 0 1,539 86,582 92,340 92,986 93,879 5,052 4,159
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,755)
186 0 114 2,515 2,218 2,815 2,332 -60 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 1.6 88.3 94.2 94.8 95.8 5.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 2 26 24 30 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,669
COMMITMENTS
13,860 16,699 2,988 180,644 176,067 197,492 195,754 7,177 8,915
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -622)
-3,266 1,768 1,462 996 -3,899 -808 -669 186 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.2 1.5 88.3 86.0 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 2 28 27 33 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 669,767
COMMITMENTS
11,985 12,454 14,693 638,555 636,425 665,233 663,572 4,534 6,195
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,325)
-618 5,494 -3,238 5,822 -685 1,966 1,571 -641 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.9 2.2 95.3 95.0 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 6 5 51 36 57 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,111
COMMITMENTS
5,877 14,015 2,961 245,486 234,838 254,324 251,814 3,787 6,297
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 6,494)
-1,803 -562 347 11,089 5,748 9,633 5,533 -3,139 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.4 1.1 95.1 91.0 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 5 35 32 41 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,045
COMMITMENTS
1,779 3,167 4,979 244,403 245,177 251,161 253,323 5,884 3,722
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 12,397)
517 -5 356 11,271 16,422 12,144 16,773 253 -4,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.2 1.9 95.1 95.4 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 3 37 46 40 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,372
COMMITMENTS
6,711 368 1,737 91,449 89,186 99,897 91,291 4,475 13,081
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,077)
1,521 -1,382 694 3,222 5,951 5,437 5,263 -360 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.4 1.7 87.6 85.5 95.7 87.5 4.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 21 22 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,022
COMMITMENTS
0 1,165 5,283 83,365 88,231 88,648 94,679 14,374 8,343
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 505)
-179 -839 -191 -5 -2,678 -375 -3,708 880 4,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 5.1 80.9 85.6 86.0 91.9 14.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 18 22 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,973
COMMITMENTS
540 0 0 22,590 23,365 23,130 23,365 843 608
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -5,802)
-248 0 0 -3,907 -5,954 -4,155 -5,954 -1,647 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 94.2 97.5 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 11 15 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,055
COMMITMENTS
2,632 2,559 934 75,555 75,116 79,121 78,609 6,934 7,446
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,378)
1,357 -1,521 225 486 3,708 2,068 2,412 310 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.0 1.1 87.8 87.3 91.9 91.3 8.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 217,669
COMMITMENTS
0 2,768 0 209,107 208,079 209,107 210,847 8,562 6,822
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,661)
0 -884 0 1,299 2,576 1,299 1,692 362 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 96.1 95.6 96.1 96.9 3.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 27 27 27 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,315
COMMITMENTS
0 0 0 83,710 88,080 83,710 88,080 9,605 5,235
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,332)
0 0 0 602 1,332 602 1,332 730 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.7 94.4 89.7 94.4 10.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 21 17 21 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 320,649
COMMITMENTS
341 0 0 312,377 314,011 312,718 314,011 7,931 6,638
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,065)
-155 0 0 2,490 3,830 2,335 3,830 730 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 97.4 97.9 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 0 0 48 36 49 36
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,582
COMMITMENTS
904 5,540 2,924 63,776 57,071 67,604 65,535 5,978 8,047
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 4,005)
-1,644 1,750 630 4,047 932 3,033 3,312 972 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.5 4.0 86.7 77.6 91.9 89.1 8.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 21 21 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,511
COMMITMENTS
3,835 0 1,379 56,925 58,867 62,139 60,246 4,372 6,265
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 637)
684 0 -421 225 1,546 488 1,125 149 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 2.1 85.6 88.5 93.4 90.6 6.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 18 17 20 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,800
COMMITMENTS
19,972 2,692 0 72,023 86,388 91,995 89,080 2,805 5,720
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 7,127)
3,158 1,240 0 4,062 5,946 7,220 7,186 -93 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.8 0.0 76.0 91.1 97.0 94.0 3.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 14 18 17 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,506
COMMITMENTS
28,720 5,590 1,452 48,824 69,420 78,996 76,462 510 3,044
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 6,467)
2,972 1,240 0 3,675 4,979 6,647 6,219 -180 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 7.0 1.8 61.4 87.3 99.4 96.2 0.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 1 1 25 28 30 30
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,003
COMMITMENTS
480 6,280 0 55,795 49,903 56,275 56,183 728 820
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,527)
0 0 0 5,583 5,341 5,583 5,341 -56 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.0 0.0 97.9 87.5 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 20 15 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,962
COMMITMENTS
1,254 1,698 480 156,209 156,450 157,943 158,628 9,019 8,334
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 540)
-99 1,698 480 1,227 -695 1,608 1,483 -1,068 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.3 93.6 93.7 94.6 95.0 5.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 30 27 33 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,363
COMMITMENTS
905 1,818 1,867 46,778 46,530 49,550 50,215 5,813 5,148
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 118)
149 0 -59 -218 -183 -128 -242 246 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.3 3.4 84.5 84.0 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 14 17 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,665
COMMITMENTS
474 2,255 2,660 103,868 97,282 107,002 102,197 2,663 7,468
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,582)
-1,054 1,098 682 2,923 101 2,551 1,881 31 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 2.4 94.7 88.7 97.6 93.2 2.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 19 26 21 28
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,438
COMMITMENTS
3,224 478 28 26,252 27,771 29,504 28,277 1,934 3,161
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 716)
-310 0 28 559 763 277 791 439 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.5 0.1 83.5 88.3 93.8 89.9 6.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 11 15 12 17
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,814
COMMITMENTS
6,187 0 252 78,390 82,878 84,829 83,130 3,985 5,684
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,991)
2,086 -714 200 991 2,230 3,277 1,716 -1,286 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.3 88.3 93.3 95.5 93.6 4.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 19 17 22 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,686
COMMITMENTS
10,574 0 0 14,992 25,354 25,566 25,354 120 332
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -6,262)
0 0 0 -1,519 -6,014 -1,519 -6,014 -4,743 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 0.0 0.0 58.4 98.7 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 14 10 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,614
COMMITMENTS
1,645 10,786 684 108,001 105,823 110,330 117,293 9,284 2,321
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -3,316)
644 -2,692 -128 -5,273 -1,658 -4,757 -4,478 1,441 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.0 0.6 90.3 88.5 92.2 98.1 7.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 16 17 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,573
COMMITMENTS
5,928 10,700 2,909 189,148 193,498 197,985 207,107 15,588 6,466
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 612)
3,066 397 -1,300 -1,054 1,613 712 710 -100 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.0 1.4 88.6 90.6 92.7 97.0 7.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 3 32 28 35 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,767
COMMITMENTS
480 2,778 0 21,395 20,441 21,875 23,219 1,892 548
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 4,123)
0 558 0 3,933 3,317 3,933 3,875 190 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.7 0.0 90.0 86.0 92.0 97.7 8.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 11 10 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,602
COMMITMENTS
210 0 0 26,687 27,730 26,897 27,730 2,705 1,872
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -6,534)
0 0 0 -6,606 -7,888 -6,606 -7,888 72 1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 90.2 93.7 90.9 93.7 9.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 12 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 260,307
COMMITMENTS
3,557 23,184 1,700 244,996 229,518 250,253 254,402 10,054 5,905
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,901)
648 -439 208 1,363 2,252 2,219 2,021 682 880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.9 0.7 94.1 88.2 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 5 4 37 34 42 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 73,016
COMMITMENTS
3,497 0 0 64,952 68,585 68,449 68,585 4,567 4,431
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 7,123)
648 0 0 5,408 7,183 6,056 7,183 1,067 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 89.0 93.9 93.7 93.9 6.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 18 20 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,370
COMMITMENTS
0 0 0 78,516 78,214 78,516 78,214 3,854 4,156
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,672)
0 0 0 3,641 4,528 3,641 4,528 31 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 95.0 95.3 95.0 4.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 16 20 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,812
COMMITMENTS
0 0 0 61,089 61,030 61,089 61,030 5,723 5,782
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,721)
0 0 0 3,087 2,553 3,087 2,553 -366 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 91.3 91.4 91.3 8.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 12 19 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 149,763
COMMITMENTS
17,029 9,428 17,058 114,622 122,569 148,709 149,055 1,054 708
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,272)
122 141 395 815 711 1,333 1,247 -61 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.3 11.4 76.5 81.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 10 18 52 54 72 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,449
COMMITMENTS
2,048 629 2,606 36,771 38,086 41,425 41,321 24 128
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 394)
-1,045 -256 169 1,270 377 394 290 0 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.5 6.3 88.7 91.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 4 25 22 29 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 344,011
COMMITMENTS
28,136 8,132 20,738 295,137 315,141 344,011 344,011 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 6,317)
904 8,132 64 5,349 -1,879 6,317 6,317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.4 6.0 85.8 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 18 21 20 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,444,037
COMMITMENTS
16,608 19,105 58,222 1369207 1366710 1444037 1444037 -0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 37,675)
-392 -7,328 1,912 36,155 43,091 37,675 37,675 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.3 4.0 94.8 94.6 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 5 7 40 42 49 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,506
COMMITMENTS
2,355 1,126 5,503 43,626 44,831 51,484 51,460 22 46
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 978)
601 -178 -463 838 1,617 976 976 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.2 10.7 84.7 87.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 3 20 22 23 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 268,397
COMMITMENTS
1,945 46,082 9,076 257,376 213,239 268,397 268,397 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -3,779)
1,289 -9,496 615 -5,683 5,102 -3,779 -3,779 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 17.2 3.4 95.9 79.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 15 16 18 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 607,943
COMMITMENTS
37,653 11,023 18,431 551,859 578,489 607,943 607,943 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,483)
-4,744 4,560 -4,560 7,821 -1,483 -1,483 -1,483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.8 3.0 90.8 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 2 28 28 33 30
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,290
COMMITMENTS
5,209 5,853 2,393 42,999 42,811 50,601 51,057 689 233
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -174)
-387 -432 -15 397 784 -5 337 -169 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.4 4.7 83.8 83.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 26 29 31 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,176
COMMITMENTS
500 0 0 43,487 44,705 43,987 44,705 1,189 471
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 95)
0 0 0 30 95 30 95 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 96.3 99.0 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 23 20 25 20
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 5,250
COMMITMENTS
0 250 50 4,850 4,550 4,900 4,850 350 400
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.0 92.4 86.7 93.3 92.4 6.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 12 15 13 17
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,461
COMMITMENTS
405 0 300 56,722 57,795 57,427 58,095 1,034 366
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 730)
0 0 0 665 730 665 730 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 97.0 98.9 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 30 19 31 20
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,335
COMMITMENTS
100 110 0 12,175 12,225 12,275 12,335 60 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 660)
0 0 0 600 660 600 660 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.9 0.0 98.7 99.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 20 17 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 273,176
COMMITMENTS
9,688 0 3,552 259,936 269,624 273,176 273,176 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -4,272)
-368 0 0 -3,904 -4,272 -4,272 -4,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 1.3 95.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 24 21 26 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,420
COMMITMENTS
3,114 0 41 5,123 8,037 8,278 8,078 142 342
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 88)
0 0 0 66 66 66 66 22 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 0.0 0.5 60.8 95.5 98.3 95.9 1.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 14 16 18 17
ERCOT NORTH 345KV DA PEAK - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 10,350
COMMITMENTS
1,150 2,050 300 8,900 8,000 10,350 10,350 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.8 2.9 86.0 77.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 8 11 11 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,275
COMMITMENTS
4,225 0 100 11,950 16,175 16,275 16,275 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 0.0 0.6 73.4 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 10 16 12
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,530
COMMITMENTS
50 0 0 4,940 5,530 4,990 5,530 540 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 89.3 100.0 90.2 100.0 9.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 15 11 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,110
COMMITMENTS
0 75 0 17,870 17,975 17,870 18,050 240 60
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 245)
-90 0 -40 375 305 245 265 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 98.7 99.3 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 22 23 22 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,274
COMMITMENTS
0 690 360 12,664 11,984 13,024 13,034 250 240
CHANGES FROM 11/11/14 (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 5.2 2.7 95.4 90.3 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 20 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,492
COMMITMENTS
1,147 79 554 13,923 14,441 15,624 15,074 868 1,418
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -252)
25 0 -44 -255 -208 -274 -252 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.5 3.4 84.4 87.6 94.7 91.4 5.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 24 20 26 22
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,013
COMMITMENTS
0 11,318 883 44,545 33,799 45,428 46,000 585 13
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,674)
0 885 -213 2,541 2,002 2,328 2,674 346 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.6 1.9 96.8 73.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 34 32 35 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,834
COMMITMENTS
160 10,552 1,632 51,741 41,600 53,533 53,784 301 50
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,134)
-10 667 0 2,272 1,451 2,262 2,118 -128 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 19.6 3.0 96.1 77.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 2 36 37 40 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,060
COMMITMENTS
200 1,455 0 32,650 31,535 32,850 32,990 210 70
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,475)
0 0 0 3,455 3,475 3,455 3,475 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.4 0.0 98.8 95.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 16 28 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,730
COMMITMENTS
20 1,460 80 42,630 41,190 42,730 42,730 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,515)
0 0 0 5,715 5,515 5,715 5,515 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.2 99.8 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 32 17 33 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 390,679
COMMITMENTS
76,109 0 25,213 289,357 365,466 390,679 390,679 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,942)
-1,570 0 760 2,752 1,182 1,942 1,942 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 0.0 6.5 74.1 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 1 28 30 32 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,461
COMMITMENTS
5,729 88 866 19,724 25,170 26,319 26,124 142 337
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 107)
-394 -22 0 501 129 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.3 3.3 74.5 95.1 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 1 6 27 33 35 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 15,131
COMMITMENTS
676 171 1,290 13,165 13,646 15,131 15,107 0 24
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 308)
-52 100 52 308 156 308 308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.1 8.5 87.0 90.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 20 11 22 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 546,027
COMMITMENTS
2,305 0 21,587 522,135 524,440 546,027 546,027 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,290)
-3,154 0 0 1,864 -1,290 -1,290 -1,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 4.0 95.6 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 25 19 27 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,072
COMMITMENTS
9,988 0 2,298 35,445 45,313 47,731 47,611 341 461
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,274)
-87 0 123 -1,206 -1,356 -1,170 -1,233 -104 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 4.8 73.7 94.3 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 21 19 25 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 57,459
COMMITMENTS
0 3,904 0 57,459 53,555 57,459 57,459 0 0
CHANGES FROM 11/11/14 (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 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 13 10 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,979
COMMITMENTS
5,098 38 405 11,350 16,135 16,853 16,578 126 401
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -24)
-1,088 0 110 954 -178 -24 -68 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 0.2 2.4 66.8 95.0 99.3 97.6 0.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 3 21 23 26 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 184,060
COMMITMENTS
41,010 0 392 142,658 183,668 184,060 184,060 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 0)
-1,520 0 0 1,520 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 0.0 0.2 77.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 21 24 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,671
COMMITMENTS
1,955 164 233 9,398 11,113 11,586 11,510 85 161
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 198)
-66 0 110 154 110 198 220 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.4 2.0 80.5 95.2 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 2 21 22 26 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 116,298
COMMITMENTS
6,777 0 1,935 107,586 114,363 116,298 116,298 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 392)
0 0 0 392 392 392 392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 1.7 92.5 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 17 22 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,526
COMMITMENTS
0 1,468 1,608 19,870 18,450 21,478 21,526 48 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -22)
0 -180 0 -22 158 -22 -22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 7.5 92.3 85.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 14 18 15
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 203,076
COMMITMENTS
7,696 0 3,856 191,524 199,220 203,076 203,076 0 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,312)
0 0 0 1,312 1,312 1,312 1,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.9 94.3 98.1 100.0 100.0 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 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 126,835
COMMITMENTS
20 801 2,470 9,770 8,990 12,261 12,261 114,574 114,574
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -9,375)
3 -169 -35 -749 -577 -781 -781 -8,593 -8,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.9 7.7 7.1 9.7 9.7 90.3 90.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,540
COMMITMENTS
0 950 25 19,970 19,565 19,995 20,540 545 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.1 97.2 95.3 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 18 14 19 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,920
COMMITMENTS
0 1,000 0 17,385 16,920 17,385 17,920 535 0
CHANGES FROM 11/11/14 (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 5.6 0.0 97.0 94.4 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 PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,715
COMMITMENTS
100 6,000 0 24,615 18,635 24,715 24,635 0 80
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,340)
0 0 0 2,340 2,460 2,340 2,460 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 24.3 0.0 99.6 75.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 23 10 24 11
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,630
COMMITMENTS
0 1,200 0 15,630 14,410 15,630 15,610 0 20
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,420)
0 1,200 0 2,420 1,340 2,420 2,540 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 100.0 92.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 9 18 10
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,410
COMMITMENTS
50 50 0 18,745 19,360 18,795 19,410 615 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 96.6 99.7 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 12 18 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,755
COMMITMENTS
200 0 0 18,760 19,755 18,960 19,755 795 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 560)
0 0 0 550 560 550 560 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 95.0 100.0 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 10 21 10
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,845
COMMITMENTS
250 0 0 19,710 20,845 19,960 20,845 885 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 94.6 100.0 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 23 11 24 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,125
COMMITMENTS
2,890 425 400 106,630 109,290 109,920 110,115 205 10
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,395)
0 0 0 2,395 2,395 2,395 2,395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 0.4 96.8 99.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 3 34 36 37 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 133,795
COMMITMENTS
4,460 705 300 128,975 132,780 133,735 133,785 60 10
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,630)
0 0 0 2,630 2,630 2,630 2,630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 0.2 96.4 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 3 42 37 46 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 163,564
COMMITMENTS
19,813 2,840 8,308 134,610 151,429 162,732 162,577 832 987
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,506)
-672 -70 389 3,769 3,112 3,486 3,431 20 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.7 5.1 82.3 92.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 3 9 44 39 58 49
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,851
COMMITMENTS
2,349 1,670 1,696 91,666 92,485 95,711 95,851 140 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,320)
50 0 25 1,245 1,295 1,320 1,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.7 1.8 95.6 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 36 32 41 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,550
COMMITMENTS
550 1,395 0 18,355 18,155 18,905 19,550 645 0
CHANGES FROM 11/11/14 (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 7.1 0.0 93.9 92.9 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 23 15 24 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,045
COMMITMENTS
550 415 0 17,015 17,630 17,565 18,045 480 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.3 0.0 94.3 97.7 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 21 14 22 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 10,375
COMMITMENTS
220 0 90 9,700 9,655 10,010 9,745 365 630
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,075 1,025 1,075 1,025 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.9 93.5 93.1 96.5 93.9 3.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 19 19 20
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,276
COMMITMENTS
2,508 850 795 22,488 24,631 25,791 26,276 485 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -19)
-65 0 0 96 -19 31 -19 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.2 3.0 85.6 93.7 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 26 24 31 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,721
COMMITMENTS
4,275 0 35 13,857 18,674 18,167 18,709 554 12
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 677)
-50 0 0 729 677 679 677 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 0.0 0.2 74.0 99.7 97.0 99.9 3.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 19 21 21 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,749
COMMITMENTS
0 1,335 110 20,118 19,229 20,228 20,674 521 75
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 508)
0 0 0 492 508 492 508 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.5 97.0 92.7 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 27 22 28 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,660
COMMITMENTS
135 555 155 17,255 16,940 17,545 17,650 115 10
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 713)
0 0 0 713 713 713 713 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 0.9 97.7 95.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 25 21 26 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,427
COMMITMENTS
0 75 0 12,018 12,047 12,018 12,122 409 305
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 160)
0 0 0 160 175 160 175 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.7 96.9 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,510
COMMITMENTS
0 2,630 395 11,920 9,395 12,315 12,420 195 90
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 955)
0 -45 20 935 980 955 955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.0 3.2 95.3 75.1 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 24 25 25 28
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,477
COMMITMENTS
735 200 465 6,797 7,812 7,997 8,477 480 0
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -30 10 -30 10 -60 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.4 5.5 80.2 92.2 94.3 100.0 5.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 18 18
Updated November 21, 2014