CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 15,198
COMMITMENTS
4,859 4,796 3,320 6,977 7,056 15,157 15,172 41 26
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -47)
-428 20 250 129 -316 -49 -46 2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 31.6 21.8 45.9 46.4 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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,035
COMMITMENTS
10,200 6,144 1,695 12,140 16,196 24,035 24,035 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -55)
6 0 -6 -55 -49 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 25.6 7.1 50.5 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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 24,250
COMMITMENTS
2,063 1,634 2,795 19,392 19,821 24,250 24,250 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -4,054)
-132 17 -333 -3,589 -3,738 -4,054 -4,054 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 6.7 11.5 80.0 81.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 2 11 9 16 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,651,021
COMMITMENTS
624,662 330,548 930,389 3045463 3340168 4600514 4601105 50,507 49,916
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 152,676)
42,811 -982 5,737 86,161 110,152 134,709 114,907 17,967 37,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 7.1 20.0 65.5 71.8 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
44 33 60 147 118 219 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,758,535
COMMITMENTS
66,937 70,987 861,598 829,844 825,572 1758379 1758157 155 377
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -634,775)
5,371 13,282 -422,932 -216,873 -224,635 -634,434 -634,285 -340 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.0 49.0 47.2 46.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
20 20 36 54 53 91 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,308
COMMITMENTS
14,293 7,083 5,320 184,329 203,471 203,942 215,874 14,366 2,434
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,484)
-600 -1,894 -609 5,121 8,512 3,912 6,009 -428 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.2 2.4 84.4 93.2 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 4 34 37 41 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,385
COMMITMENTS
4,027 0 1,711 90,739 95,239 96,477 96,950 4,908 4,435
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,347)
-838 0 172 4,157 2,899 3,491 3,071 -144 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.7 89.5 93.9 95.2 95.6 4.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 28 30 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,883
COMMITMENTS
10,795 16,384 2,406 189,857 183,718 203,058 202,508 7,825 8,375
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 6,214)
-3,065 -315 -582 9,213 7,651 5,566 6,754 648 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.8 1.1 90.0 87.1 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 2 28 28 33 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 680,870
COMMITMENTS
12,351 12,250 14,619 649,155 648,383 676,125 675,252 4,745 5,618
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 11,103)
366 -204 -74 10,600 11,958 10,892 11,680 211 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.8 2.1 95.3 95.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 5 49 37 55 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,879
COMMITMENTS
2,855 14,192 2,321 251,093 239,399 256,269 255,912 5,610 5,967
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,768)
-3,022 177 -640 5,607 4,561 1,945 4,098 1,823 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.4 0.9 95.9 91.4 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 4 33 31 38 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,924
COMMITMENTS
248 1,920 6,277 261,940 263,028 268,465 271,225 5,459 2,699
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 16,879)
-1,531 -1,247 1,298 17,537 17,851 17,304 17,902 -425 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 2.3 95.6 96.0 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 4 36 47 41 51
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,909
COMMITMENTS
6,453 341 1,961 92,379 89,681 100,793 91,983 4,116 12,926
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 537)
-258 -27 224 930 495 896 692 -359 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.3 1.9 88.1 85.5 96.1 87.7 3.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 23 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,846
COMMITMENTS
299 1,047 5,759 83,587 89,944 89,645 96,750 15,201 8,096
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,824)
299 -118 476 222 1,713 997 2,071 827 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 5.5 79.7 85.8 85.5 92.3 14.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 20 18 22 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,763
COMMITMENTS
540 310 0 25,527 25,535 26,067 25,845 696 918
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,790)
0 310 0 2,937 2,170 2,937 2,480 -147 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 0.0 95.4 95.4 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 15 11 17 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,612
COMMITMENTS
1,429 1,706 1,508 76,472 75,843 79,409 79,057 7,203 7,555
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 557)
-1,203 -853 574 917 727 288 448 269 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 1.7 88.3 87.6 91.7 91.3 8.3 8.7
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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 218,405
COMMITMENTS
0 2,706 0 209,283 209,733 209,283 212,439 9,122 5,966
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 736)
0 -62 0 176 1,654 176 1,592 560 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.8 96.0 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 28 29 28 30
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,242
COMMITMENTS
0 0 0 85,730 89,641 85,730 89,641 9,512 5,601
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,927)
0 0 0 2,020 1,561 2,020 1,561 -93 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 94.1 90.0 94.1 10.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 16 21 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,116
COMMITMENTS
240 0 0 11,205 11,296 11,445 11,296 671 820
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 92.5 93.2 94.5 93.2 5.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 323,662
COMMITMENTS
1,234 0 0 314,952 316,871 316,186 316,871 7,476 6,791
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,013)
893 0 0 2,575 2,860 3,468 2,860 -455 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.3 97.9 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 0 0 48 37 49 37
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,886
COMMITMENTS
1,729 6,014 2,244 63,718 57,395 67,691 65,653 6,195 8,233
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 304)
825 474 -680 -58 324 87 118 217 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 8.1 3.0 86.2 77.7 91.6 88.9 8.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 20 21 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,637
COMMITMENTS
2,886 0 1,822 57,305 59,488 62,013 61,310 5,624 6,327
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,126)
-949 0 443 380 621 -126 1,064 1,252 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 2.7 84.7 88.0 91.7 90.6 8.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 17 17 19 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,724
COMMITMENTS
15,787 5,203 899 102,092 111,713 118,778 117,815 3,946 4,909
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 27,924)
-4,185 2,511 899 30,069 25,325 26,783 28,735 1,141 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.2 0.7 83.2 91.0 96.8 96.0 3.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 1 24 27 27 35
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,091
COMMITMENTS
23,196 6,762 3,870 74,583 88,907 101,649 99,539 1,442 3,552
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 23,585)
-5,524 1,172 2,418 25,759 19,487 22,653 23,077 932 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 6.6 3.8 72.3 86.2 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 4 33 32 39 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,447
COMMITMENTS
638 6,280 90 60,470 54,882 61,198 61,252 1,249 1,195
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 5,444)
158 0 90 4,675 4,979 4,923 5,069 521 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.1 0.1 96.8 87.9 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 14 19 16 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,697
COMMITMENTS
478 0 0 156,093 156,629 156,571 156,629 9,126 9,068
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,265)
-776 -1,698 -480 -116 179 -1,372 -1,999 107 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 94.2 94.5 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 31 27 32 27
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,208
COMMITMENTS
553 2,916 1,965 50,234 49,060 52,752 53,941 5,456 4,267
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,845)
-352 1,098 98 3,456 2,530 3,202 3,726 -357 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 3.4 86.3 84.3 90.6 92.7 9.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 16 15 18 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,658
COMMITMENTS
0 3,842 3,067 104,472 98,078 107,539 104,987 3,119 5,671
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 993)
-474 1,587 407 604 796 537 2,790 456 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 2.8 94.4 88.6 97.2 94.9 2.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 2 21 28 23 31
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,260
COMMITMENTS
3,441 478 90 24,792 26,438 28,323 27,006 1,937 3,254
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,178)
217 0 62 -1,460 -1,333 -1,181 -1,271 3 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.6 0.3 81.9 87.4 93.6 89.2 6.4 10.8
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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,810
COMMITMENTS
5,679 0 210 77,905 82,251 83,794 82,461 4,016 5,349
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,004)
-508 0 -42 -485 -627 -1,035 -669 31 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.2 88.7 93.7 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 19 18 22 20
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,524
COMMITMENTS
8,235 0 0 17,169 25,161 25,404 25,161 120 363
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -162)
-2,339 0 0 2,177 -193 -162 -193 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 0.0 0.0 67.3 98.6 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 14 12 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,319
COMMITMENTS
2,795 12,006 520 109,089 107,451 112,404 119,977 8,915 1,342
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,705)
1,150 1,220 -164 1,088 1,628 2,074 2,684 -369 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.9 0.4 89.9 88.6 92.7 98.9 7.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 18 17 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,143
COMMITMENTS
3,425 10,700 4,063 193,214 193,191 200,702 207,954 13,441 6,189
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 570)
-2,503 0 1,154 4,066 -307 2,717 847 -2,147 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.0 1.9 90.2 90.2 93.7 97.1 6.3 2.9
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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,692
COMMITMENTS
976 3,096 0 24,309 23,955 25,285 27,051 2,407 641
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,925)
496 318 0 2,914 3,514 3,410 3,832 515 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.2 0.0 87.8 86.5 91.3 97.7 8.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 12 15 13 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,016
COMMITMENTS
210 0 0 27,882 29,834 28,092 29,834 2,924 1,182
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,414)
0 0 0 1,195 2,104 1,195 2,104 219 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 89.9 96.2 90.6 96.2 9.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 15 13 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 260,734
COMMITMENTS
0 22,398 1,638 249,312 230,804 250,950 254,840 9,784 5,894
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 427)
-3,557 -786 -62 4,316 1,286 697 438 -270 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 0.6 95.6 88.5 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 5 3 38 35 41 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 71,522
COMMITMENTS
0 0 0 67,681 66,787 67,681 66,787 3,841 4,735
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,494)
-3,497 0 0 2,729 -1,798 -768 -1,798 -726 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 93.4 94.6 93.4 5.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 19 20 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,872
COMMITMENTS
0 0 0 79,803 79,200 79,803 79,200 3,069 3,672
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 502)
0 0 0 1,287 986 1,287 986 -785 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 95.6 96.3 95.6 3.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 17 22 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,269
COMMITMENTS
0 0 0 64,715 63,047 64,715 63,047 4,554 6,222
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,457)
0 0 0 3,626 2,017 3,626 2,017 -1,169 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 91.0 93.4 91.0 6.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 14 21 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 19,279
COMMITMENTS
0 341 0 18,762 17,100 18,762 17,441 517 1,838
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 97.3 88.7 97.3 90.5 2.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 15 9 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 151,296
COMMITMENTS
18,143 9,689 16,178 115,950 124,936 150,270 150,803 1,026 493
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,533)
1,113 261 -880 1,328 2,367 1,561 1,748 -28 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.4 10.7 76.6 82.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 11 18 52 54 71 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,263
COMMITMENTS
1,924 2,826 2,984 37,331 36,429 42,239 42,239 24 24
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 814)
-124 2,197 378 560 -1,656 814 918 0 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.7 7.1 88.3 86.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 26 20 31 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 354,171
COMMITMENTS
24,364 23,714 24,510 305,297 305,947 354,171 354,171 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 10,160)
-3,772 15,582 3,772 10,160 -9,194 10,160 10,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.7 6.9 86.2 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 21 20 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,497,732
COMMITMENTS
17,000 15,202 58,981 1421751 1423549 1497732 1497732 -0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 53,695)
392 -3,903 759 52,544 56,839 53,695 53,695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 3.9 94.9 95.0 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 5 7 40 43 49 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,165
COMMITMENTS
2,168 5,893 5,399 44,555 40,806 52,122 52,098 43 67
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 659)
-187 4,767 -104 929 -4,026 637 637 22 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.3 10.3 85.4 78.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 4 19 19 23 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 284,149
COMMITMENTS
1,945 51,941 22,860 259,344 209,348 284,149 284,149 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 15,752)
0 5,859 13,784 1,968 -3,891 15,752 15,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 18.3 8.0 91.3 73.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 15 15 18 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 623,990
COMMITMENTS
33,357 11,023 19,582 571,051 593,385 623,990 623,990 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 16,047)
-4,296 0 1,151 19,192 14,896 16,047 16,047 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 3.1 91.5 95.1 100.0 100.0 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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,125
COMMITMENTS
5,039 6,103 2,180 43,806 43,653 51,025 51,936 1,100 189
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 835)
-170 250 -213 807 842 424 879 411 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.7 4.2 84.0 83.7 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 26 28 31 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,681
COMMITMENTS
520 0 0 44,912 46,210 45,432 46,210 1,249 471
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,505)
20 0 0 1,425 1,505 1,445 1,505 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 96.2 99.0 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 24 20 26 20
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,400
COMMITMENTS
0 350 50 3,150 2,900 3,200 3,300 200 100
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,850)
0 100 0 -1,700 -1,650 -1,700 -1,550 -150 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 1.5 92.6 85.3 94.1 97.1 5.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 10 15 12
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,160
COMMITMENTS
465 0 300 59,085 59,500 59,850 59,800 310 360
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,699)
60 0 0 2,363 1,705 2,423 1,705 -724 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 98.2 98.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 32 21 33 22
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,635
COMMITMENTS
100 110 0 12,475 12,525 12,575 12,635 60 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.9 0.0 98.7 99.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 274,752
COMMITMENTS
9,720 0 3,552 261,480 271,200 274,752 274,752 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,576)
32 0 0 1,544 1,576 1,576 1,576 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: 33)
2 0 1 23 21 25 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,879
COMMITMENTS
3,154 566 177 5,450 7,816 8,781 8,559 98 320
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 459)
40 566 136 327 -221 503 481 -44 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 6.4 2.0 61.4 88.0 98.9 96.4 1.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 18 16 22 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,210
COMMITMENTS
0 75 0 17,970 18,075 17,970 18,150 240 60
CHANGES FROM 11/18/14 (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 0.4 0.0 98.7 99.3 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 21 23 21 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,474
COMMITMENTS
0 565 360 12,764 12,309 13,124 13,234 350 240
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 200)
0 -125 0 100 325 100 200 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 2.7 94.7 91.4 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 18 21 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,834
COMMITMENTS
1,204 79 535 14,544 15,055 16,283 15,669 551 1,165
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 342)
57 0 -19 621 614 659 595 -317 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 3.2 86.4 89.4 96.7 93.1 3.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 24 21 26 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,540
COMMITMENTS
0 12,008 883 46,037 34,636 46,920 47,527 620 13
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,527)
0 690 0 1,492 837 1,492 1,527 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.3 1.9 96.8 72.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 1 32 32 33 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,426
COMMITMENTS
180 10,702 1,632 53,313 43,051 55,125 55,385 301 41
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,592)
20 150 0 1,572 1,451 1,592 1,601 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 19.3 2.9 96.2 77.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 6 2 33 37 37 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,545
COMMITMENTS
200 1,455 0 33,075 32,020 33,275 33,475 270 70
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 485)
0 0 0 425 485 425 485 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.3 0.0 98.6 95.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 26 14 27 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,775
COMMITMENTS
20 1,460 80 43,555 42,235 43,655 43,775 120 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,045)
0 0 0 925 1,045 925 1,045 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.2 99.5 96.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 31 16 32 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 397,278
COMMITMENTS
77,618 0 25,213 294,447 372,065 397,278 397,278 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 6,599)
1,509 0 0 5,090 6,599 6,599 6,599 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 0.0 6.3 74.1 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 27 30 31 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,972
COMMITMENTS
5,965 0 844 19,936 25,747 26,745 26,591 227 381
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 511)
236 -88 -22 212 577 426 467 85 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.0 3.1 73.9 95.5 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 0 5 26 31 33 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,879
COMMITMENTS
1,084 0 1,309 12,486 13,546 14,879 14,855 0 24
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -252)
408 -171 19 -679 -100 -252 -252 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 8.8 83.9 91.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 18 10 21 11
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 546,419
COMMITMENTS
2,305 0 21,587 522,527 524,832 546,419 546,419 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 392)
0 0 0 392 392 392 392 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: 31)
2 0 1 24 18 26 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,815
COMMITMENTS
9,966 0 2,320 36,188 46,034 48,474 48,354 341 461
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 743)
-22 0 22 743 721 743 743 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.0 4.8 74.1 94.3 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 20 19 24 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 57,459
COMMITMENTS
0 4,296 0 57,459 53,163 57,459 57,459 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 0)
0 392 0 0 -392 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 11 13 11 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,500
COMMITMENTS
4,586 38 405 11,383 15,700 16,374 16,143 126 357
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -479)
-512 0 0 33 -435 -479 -435 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.2 2.5 69.0 95.2 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 3 20 22 25 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 185,653
COMMITMENTS
40,643 0 0 145,010 185,653 185,653 185,653 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,593)
-367 0 -392 2,352 1,985 1,593 1,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 0.0 0.0 78.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 20 21 23 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,534
COMMITMENTS
1,889 164 233 9,245 10,913 11,367 11,310 167 224
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -137)
-66 0 0 -153 -200 -219 -200 82 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 1.4 2.0 80.2 94.6 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 19 21 23 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 120,194
COMMITMENTS
7,537 0 2,327 110,330 117,867 120,194 120,194 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,896)
760 0 392 2,744 3,504 3,896 3,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 1.9 91.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 20 17 23 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,783
COMMITMENTS
307 1,569 1,685 19,743 18,529 21,735 21,783 48 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 257)
307 101 77 -127 79 257 257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.2 7.7 90.6 85.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 14 18 16
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 203,076
COMMITMENTS
7,696 3,881 3,856 191,524 195,339 203,076 203,076 0 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 0)
0 3,881 0 0 -3,881 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.9 1.9 94.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 8 15 10
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 127,765
COMMITMENTS
18 712 2,507 9,813 9,118 12,338 12,338 115,427 115,427
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 930)
-2 -89 37 42 129 77 77 852 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 2.0 7.7 7.1 9.7 9.7 90.3 90.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 4 17 17 21 22
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,590
COMMITMENTS
0 900 25 19,960 19,665 19,985 20,590 605 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 50)
0 -50 0 -10 100 -10 50 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.1 96.9 95.5 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 13 19 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| 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 17,325 16,920 17,325 17,920 595 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -60 0 -60 0 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 96.7 94.4 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 10 17 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| 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 11/18/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 24.3 0.0 99.6 75.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 23 9 24 10
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| 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 11/18/14 (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 7.7 0.0 100.0 92.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 8 18 9
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,530
COMMITMENTS
50 50 0 18,745 19,480 18,795 19,530 735 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 120)
0 0 0 0 120 0 120 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 96.0 99.7 96.2 100.0 3.8 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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,930
COMMITMENTS
200 0 0 20,045 20,930 20,245 20,930 685 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,175)
0 0 0 1,285 1,175 1,285 1,175 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 95.8 100.0 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 10 22 10
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,840
COMMITMENTS
250 0 0 20,935 21,840 21,185 21,840 655 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 995)
0 0 0 1,225 995 1,225 995 -230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 95.9 100.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 24 11 25 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,603
COMMITMENTS
2,695 425 520 105,183 107,648 108,398 108,593 205 10
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,522)
-195 0 120 -1,447 -1,642 -1,522 -1,522 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.4 0.5 96.9 99.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 35 35 38 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 136,754
COMMITMENTS
4,290 705 420 131,984 135,619 136,694 136,744 60 10
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,959)
-170 0 120 3,009 2,839 2,959 2,959 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.5 0.3 96.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 3 41 36 45 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 163,376
COMMITMENTS
19,811 3,421 7,952 135,432 151,655 163,195 163,029 181 347
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -188)
-2 582 -357 822 227 463 452 -651 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.1 4.9 82.9 92.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
11 4 11 43 38 58 49
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,686
COMMITMENTS
2,354 1,670 1,716 93,486 94,300 97,556 97,686 130 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,835)
5 0 20 1,820 1,815 1,845 1,835 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.7 1.8 95.7 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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,575
COMMITMENTS
550 1,395 0 18,380 18,180 18,930 19,575 645 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 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: 27)
1 1 0 23 14 24 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,070
COMMITMENTS
525 415 25 17,040 17,630 17,590 18,070 480 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 25)
-25 0 25 25 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 0.1 94.3 97.6 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 14 22 16
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 10,945
COMMITMENTS
150 0 150 10,445 10,215 10,745 10,365 200 580
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 570)
-70 0 60 745 560 735 620 -165 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.4 95.4 93.3 98.2 94.7 1.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 20 19 21 20
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,910
COMMITMENTS
2,758 2,050 685 23,982 25,175 27,425 27,910 485 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,634)
250 1,200 -110 1,494 544 1,634 1,634 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.3 2.5 85.9 90.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 25 24 30 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,970
COMMITMENTS
4,525 0 35 13,874 18,923 18,434 18,958 536 12
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 249)
250 0 0 17 249 267 249 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 0.2 73.1 99.8 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 19 20 21 21
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,778
COMMITMENTS
0 1,665 125 21,132 19,893 21,257 21,683 521 95
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,029)
0 330 15 1,014 664 1,029 1,009 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.6 97.0 91.3 97.6 99.6 2.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 1 27 23 28 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,898
COMMITMENTS
27 855 263 18,143 17,670 18,433 18,788 465 110
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,238)
-108 300 108 888 730 888 1,138 350 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.5 1.4 96.0 93.5 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 19 24 21
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,171
COMMITMENTS
115 100 0 12,468 13,042 12,583 13,142 588 29
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 744)
115 25 0 450 995 565 1,020 179 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 0.0 94.7 99.0 95.5 99.8 4.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 13 15 14
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,179
COMMITMENTS
0 210 0 9,844 9,809 9,844 10,019 335 160
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.7 96.4 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
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 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,845
COMMITMENTS
50 2,780 365 12,235 9,610 12,650 12,755 195 90
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 335)
50 150 -30 315 215 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 21.6 2.8 95.3 74.8 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 24 26 26 29
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,357
COMMITMENTS
735 200 465 6,797 7,692 7,997 8,357 360 0
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -120)
0 0 0 0 -120 0 -120 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.4 5.6 81.3 92.0 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 18 18
Updated November 29, 2014