CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 15,211
COMMITMENTS
4,865 4,783 3,320 6,977 7,089 15,162 15,192 49 19
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 13)
5 -13 0 -0 33 5 20 8 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 31.4 21.8 45.9 46.6 99.7 99.9 0.3 0.1
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,140
COMMITMENTS
10,189 6,144 1,706 12,245 16,290 24,140 24,140 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 105)
-12 0 12 105 94 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 25.5 7.1 50.7 67.5 100.0 100.0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 24,244
COMMITMENTS
1,972 1,540 2,931 19,341 19,773 24,244 24,244 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -7)
-91 -94 136 -51 -48 -7 -7 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.4 12.1 79.8 81.6 100.0 100.0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,396,716
COMMITMENTS
568,574 393,132 882,068 2916595 3110296 4367237 4385496 29,479 11,220
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -254,305)
-56,088 62,584 -48,321 -128,868 -229,872 -233,277 -215,609 -21,028 -38,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.9 20.1 66.3 70.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
39 28 57 141 112 205 174
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,861,565
COMMITMENTS
90,754 75,541 905,722 860,892 874,343 1857368 1855606 4,197 5,959
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 103,030)
23,816 4,554 44,124 31,047 48,770 98,988 97,449 4,042 5,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.1 48.7 46.2 47.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 16 36 55 54 93 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,323
COMMITMENTS
12,238 7,480 5,608 188,888 205,869 206,734 218,957 14,589 2,366
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 3,015)
-2,055 397 288 4,559 2,398 2,792 3,083 223 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.4 2.5 85.3 93.0 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 4 34 37 40 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,962
COMMITMENTS
5,510 0 1,123 90,399 96,745 97,032 97,868 5,930 5,094
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,577)
1,483 0 -588 -340 1,506 555 918 1,022 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 1.1 87.8 94.0 94.2 95.1 5.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 26 28 29 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,961
COMMITMENTS
12,799 15,857 2,384 193,861 192,113 209,044 210,354 7,917 6,607
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 6,078)
2,004 -527 -22 4,004 8,395 5,986 7,846 92 -1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.3 1.1 89.4 88.5 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 2 28 29 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 634,276
COMMITMENTS
12,624 14,459 14,536 602,134 597,866 629,294 626,861 4,982 7,415
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -46,594)
273 2,209 -83 -47,021 -50,517 -46,831 -48,391 237 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.3 2.3 94.9 94.3 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 3 5 48 36 53 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,005
COMMITMENTS
3,033 14,127 2,323 255,798 244,529 261,154 260,979 5,851 6,026
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 5,126)
178 -65 2 4,705 5,130 4,885 5,067 241 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.3 0.9 95.8 91.6 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 4 33 33 38 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,256
COMMITMENTS
487 2,842 6,158 257,932 259,495 264,577 268,495 6,679 2,761
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,668)
239 922 -119 -4,008 -3,533 -3,888 -2,730 1,220 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 2.3 95.1 95.7 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 4 33 46 39 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,916
COMMITMENTS
4,864 397 2,190 93,318 90,259 100,372 92,846 4,544 12,070
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 7)
-1,589 56 229 939 578 -421 863 428 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.4 2.1 88.9 86.0 95.7 88.5 4.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 23 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,995
COMMITMENTS
299 1,107 5,699 80,646 89,053 86,644 95,859 18,351 9,136
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 149)
0 60 -60 -2,941 -891 -3,001 -891 3,150 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 5.4 76.8 84.8 82.5 91.3 17.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 19 21 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,003
COMMITMENTS
300 310 0 26,677 26,775 26,977 27,085 1,026 918
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,240)
-240 0 0 1,150 1,240 910 1,240 330 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.1 0.0 95.3 95.6 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 11 15 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,400
COMMITMENTS
1,309 1,650 1,652 76,536 73,571 79,497 76,873 6,903 9,527
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -212)
-120 -56 144 64 -2,272 88 -2,184 -300 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.9 1.9 88.6 85.2 92.0 89.0 8.0 11.0
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 219,584
COMMITMENTS
0 2,706 0 210,385 210,897 210,385 213,603 9,199 5,981
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,179)
0 0 0 1,102 1,164 1,102 1,164 77 15
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: 41)
0 1 0 29 30 29 31
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,577
COMMITMENTS
0 0 0 86,065 89,914 86,065 89,914 9,512 5,663
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 273 335 273 0 62
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 12/02/14 |
--------------------------------------------------------------| 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 11,026 11,445 11,026 671 1,090
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -270 0 -270 0 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 92.5 91.0 94.5 91.0 5.5 9.0
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 326,875
COMMITMENTS
1,155 279 0 315,985 319,991 317,140 320,270 9,735 6,605
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 3,213)
-79 279 0 1,033 3,120 954 3,399 2,259 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.0 96.7 97.9 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 1 0 49 38 50 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,113
COMMITMENTS
2,483 6,132 1,768 63,819 56,892 68,070 64,792 6,043 9,321
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 227)
754 118 -476 101 -503 379 -861 -152 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 8.3 2.4 86.1 76.8 91.8 87.4 8.2 12.6
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,201
COMMITMENTS
3,140 0 1,637 56,574 59,113 61,351 60,750 5,850 6,451
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -436)
254 0 -185 -731 -375 -662 -560 226 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 2.4 84.2 88.0 91.3 90.4 8.7 9.6
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,341
COMMITMENTS
12,240 4,211 899 101,195 111,330 114,334 116,440 8,007 5,901
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -383)
-3,547 -992 0 -897 -383 -4,444 -1,375 4,061 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 3.4 0.7 82.7 91.0 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 6 1 23 27 26 34
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,472
COMMITMENTS
19,469 2,412 3,926 76,985 89,232 100,380 95,570 3,092 7,902
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 381)
-3,727 -4,350 56 2,402 325 -1,269 -3,969 1,650 4,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 2.3 3.8 74.4 86.2 97.0 92.4 3.0 7.6
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,447
COMMITMENTS
638 5,500 90 59,480 54,282 60,208 59,872 2,239 2,575
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 -780 0 -990 -600 -990 -1,380 990 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.8 0.1 95.2 86.9 96.4 95.9 3.6 4.1
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,630
COMMITMENTS
987 713 920 156,891 156,481 158,798 158,114 7,832 8,516
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 933)
509 713 920 798 -148 2,227 1,485 -1,294 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.6 94.2 93.9 95.3 94.9 4.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 31 27 34 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,825
COMMITMENTS
584 3,372 1,478 50,451 49,024 52,513 53,874 6,312 4,951
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 617)
31 456 -487 217 -36 -239 -67 856 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.7 2.5 85.8 83.3 89.3 91.6 10.7 8.4
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,684
COMMITMENTS
0 3,842 3,067 101,471 97,150 104,538 104,059 5,146 5,625
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -974)
0 0 0 -3,001 -928 -3,001 -928 2,027 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 2.8 92.5 88.6 95.3 94.9 4.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 2 22 28 24 31
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,713
COMMITMENTS
3,172 478 183 25,407 26,554 28,762 27,215 1,951 3,498
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 453)
-269 0 93 615 116 439 209 14 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.6 0.6 82.7 86.5 93.6 88.6 6.4 11.4
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,344
COMMITMENTS
5,899 0 210 76,587 81,810 82,696 82,020 4,648 5,324
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -466)
220 0 0 -1,318 -441 -1,098 -441 632 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.2 87.7 93.7 94.7 93.9 5.3 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,772
COMMITMENTS
8,235 0 0 14,837 25,409 23,072 25,409 2,700 363
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 248)
0 0 0 -2,332 248 -2,332 248 2,580 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 0.0 0.0 57.6 98.6 89.5 98.6 10.5 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,359
COMMITMENTS
1,998 11,828 520 109,790 109,669 112,308 122,017 11,051 1,342
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 2,040)
-797 -178 0 701 2,218 -96 2,040 2,136 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.6 0.4 89.0 88.9 91.0 98.9 9.0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,102
COMMITMENTS
1,002 10,933 5,040 192,607 187,722 198,649 203,695 13,453 8,407
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,041)
-2,423 233 977 -607 -5,469 -2,053 -4,259 12 2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.2 2.4 90.8 88.5 93.7 96.0 6.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 32 28 35 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,296
COMMITMENTS
1,460 3,096 0 26,789 25,179 28,249 28,275 2,047 2,021
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 2,604)
484 0 0 2,480 1,224 2,964 1,224 -360 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.2 0.0 88.4 83.1 93.2 93.3 6.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 14 17 16 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| 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 27,072 29,834 27,282 29,834 3,734 1,182
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -810 0 -810 0 810 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 87.3 96.2 88.0 96.2 12.0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 261,864
COMMITMENTS
0 22,857 1,638 248,879 232,116 250,517 256,611 11,347 5,253
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,130)
0 459 0 -433 1,312 -433 1,771 1,563 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.6 95.0 88.6 95.7 98.0 4.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 6 3 39 35 42 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 72,372
COMMITMENTS
0 0 0 67,733 67,080 67,733 67,080 4,639 5,292
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 850)
0 0 0 52 293 52 293 798 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 92.7 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,195
COMMITMENTS
0 0 0 80,126 78,376 80,126 78,376 3,069 4,819
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 323)
0 0 0 323 -824 323 -824 0 1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 94.2 96.3 94.2 3.7 5.8
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 71,226
COMMITMENTS
0 0 0 65,345 64,074 65,345 64,074 5,881 7,152
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,957)
0 0 0 630 1,027 630 1,027 1,327 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 90.0 91.7 90.0 8.3 10.0
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 19,639
COMMITMENTS
0 341 0 19,122 17,010 19,122 17,351 517 2,288
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 -90 360 -90 0 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.4 86.6 97.4 88.3 2.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 14 9 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 147,305
COMMITMENTS
17,291 9,782 14,282 114,692 122,709 146,265 146,773 1,040 532
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -3,991)
-852 92 -1,895 -1,258 -2,227 -4,005 -4,030 14 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 6.6 9.7 77.9 83.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 13 16 51 54 69 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,950
COMMITMENTS
2,052 2,611 2,614 35,284 34,724 39,950 39,950 -0 -0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,314)
128 -215 -370 -2,048 -1,705 -2,290 -2,290 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.5 6.5 88.3 86.9 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 4 24 19 29 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 329,414
COMMITMENTS
18,684 21,423 24,510 286,220 283,481 329,414 329,414 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -24,757)
-5,680 -2,291 0 -19,077 -22,466 -24,757 -24,757 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.5 7.4 86.9 86.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 18 21 19 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,495,064
COMMITMENTS
15,840 17,123 55,445 1423779 1422496 1495064 1495064 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,668)
-1,160 1,921 -3,536 2,028 -1,053 -2,668 -2,668 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.1 3.7 95.2 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,470
COMMITMENTS
2,165 5,808 5,387 44,885 41,218 52,437 52,413 33 57
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 305)
-3 -85 -12 330 412 315 315 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 11.1 10.3 85.5 78.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 4 20 18 24 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 286,035
COMMITMENTS
1,945 51,932 22,860 261,230 211,243 286,035 286,035 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,886)
0 -9 0 1,886 1,895 1,886 1,886 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 18.2 8.0 91.3 73.9 100.0 100.0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 624,675
COMMITMENTS
35,661 11,023 19,582 569,432 594,070 624,675 624,675 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 685)
2,304 0 0 -1,619 685 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.8 3.1 91.2 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 2 31 29 37 31
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,986
COMMITMENTS
5,061 5,593 2,180 45,645 46,024 52,886 53,797 1,100 189
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,861)
22 -510 0 1,839 2,371 1,861 1,861 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 10.4 4.0 84.5 85.3 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 26 30 31 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,806
COMMITMENTS
470 0 0 51,087 52,335 51,557 52,335 1,249 471
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 6,125)
-50 0 0 6,175 6,125 6,125 6,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.7 99.1 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 24 21 25 21
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,535
COMMITMENTS
465 0 300 64,460 64,875 65,225 65,175 310 360
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 5,375)
0 0 0 5,375 5,375 5,375 5,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 98.4 99.0 99.5 99.5 0.5 0.5
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 12/02/14 |
--------------------------------------------------------------| 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 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 272,400
COMMITMENTS
9,328 0 3,552 259,520 268,848 272,400 272,400 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -2,352)
-392 0 0 -1,960 -2,352 -2,352 -2,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.3 95.3 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 23 20 25 21
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| 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 7,664 8,781 8,407 98 472
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -152 0 -152 0 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 6.4 2.0 61.4 86.3 98.9 94.7 1.1 5.3
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,360
COMMITMENTS
0 185 0 18,120 18,175 18,120 18,360 240 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 150)
0 110 0 150 100 150 210 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.7 99.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 0 21 23 21 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,499
COMMITMENTS
0 565 360 12,789 12,334 13,149 13,259 350 240
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 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: 26)
0 1 1 21 18 22 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,922
COMMITMENTS
1,268 79 515 14,569 15,163 16,352 15,757 570 1,165
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 88)
64 0 -20 25 108 69 88 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.5 3.0 86.1 89.6 96.6 93.1 3.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 24 22 26 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,651
COMMITMENTS
0 12,222 878 46,492 34,538 47,370 47,638 281 13
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 111)
0 214 -5 455 -98 450 111 -339 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.6 1.8 97.6 72.5 99.4 100.0 0.6 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,726
COMMITMENTS
180 10,806 1,632 53,623 43,231 55,435 55,669 291 57
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 300)
0 104 0 310 180 310 284 -10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 19.4 2.9 96.2 77.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 2 34 36 38 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,435
COMMITMENTS
200 1,455 0 34,965 33,910 35,165 35,365 270 70
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,890)
0 0 0 1,890 1,890 1,890 1,890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 0.0 98.7 95.7 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,995
COMMITMENTS
20 1,460 80 43,775 42,455 43,875 43,995 120 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 399,581
COMMITMENTS
77,650 0 25,605 296,326 373,976 399,581 399,581 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 2,303)
32 0 392 1,879 1,911 2,303 2,303 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 6.4 74.2 93.6 100.0 100.0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,268
COMMITMENTS
5,728 69 929 20,469 25,933 27,126 26,931 142 337
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 296)
-237 69 85 533 186 381 340 -85 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.3 3.4 75.1 95.1 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 1 6 26 31 34 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,573
COMMITMENTS
1,009 0 1,386 12,178 13,163 14,573 14,549 0 24
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -306)
-75 0 77 -308 -383 -306 -306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 9.5 83.6 90.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 18 9 21 10
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 575,551
COMMITMENTS
3,098 0 21,587 550,866 553,964 575,551 575,551 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 29,132)
793 0 0 28,339 29,132 29,132 29,132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 3.8 95.7 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 52,405
COMMITMENTS
9,444 0 2,386 40,170 49,577 52,000 51,963 405 442
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 3,590)
-522 0 66 3,982 3,543 3,526 3,609 64 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 4.6 76.7 94.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 20 18 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| 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 11/25/14 (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 7.5 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,462
COMMITMENTS
4,542 38 449 11,326 15,618 16,317 16,105 145 357
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -38)
-44 0 44 -57 -82 -57 -38 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 0.2 2.7 68.8 94.9 99.1 97.8 0.9 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 184,525
COMMITMENTS
39,907 0 1,520 143,098 183,005 184,525 184,525 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,128)
-736 0 1,520 -1,912 -2,648 -1,128 -1,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.0 0.8 77.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 21 23 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,600
COMMITMENTS
1,889 164 233 9,292 10,751 11,414 11,148 186 452
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 66)
0 0 0 47 -162 47 -162 19 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 1.4 2.0 80.1 92.7 98.4 96.1 1.6 3.9
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 119,802
COMMITMENTS
7,537 0 2,327 109,938 117,475 119,802 119,802 0 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -392)
0 0 0 -392 -392 -392 -392 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,776
COMMITMENTS
307 1,767 1,487 18,958 17,522 20,752 20,776 24 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1,007)
0 198 -198 -785 -1,007 -983 -1,007 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.5 7.2 91.2 84.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 14 18 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 86,389
COMMITMENTS
48 547 1,949 6,798 6,394 8,795 8,890 77,593 77,498
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -41,376)
29 -166 -558 -3,014 -2,724 -3,543 -3,448 -37,833 -37,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 2.3 7.9 7.4 10.2 10.3 89.8 89.7
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,690
COMMITMENTS
0 900 25 20,060 19,765 20,085 20,690 605 0
CHANGES FROM 11/25/14 (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 4.3 0.1 97.0 95.5 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 19 13 20 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| 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 11/25/14 (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 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 12/02/14 |
--------------------------------------------------------------| 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 11/25/14 (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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,995
COMMITMENTS
0 1,800 0 15,995 14,175 15,995 15,975 0 20
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 365)
0 600 0 365 -235 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 0.0 100.0 88.6 100.0 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 12/02/14 |
--------------------------------------------------------------| 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 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,970
COMMITMENTS
200 0 0 20,085 20,970 20,285 20,970 685 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,880
COMMITMENTS
250 0 0 20,975 21,880 21,225 21,880 655 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,589
COMMITMENTS
2,695 525 520 105,169 107,534 108,384 108,579 205 10
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -14)
0 100 0 -14 -114 -14 -14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.5 96.9 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 35 35 38 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 137,150
COMMITMENTS
4,270 705 420 132,400 136,015 137,090 137,140 60 10
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 396)
-20 0 0 416 396 396 396 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: 52)
3 2 3 41 37 45 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 163,814
COMMITMENTS
20,633 4,233 7,549 135,508 151,890 163,690 163,672 124 142
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 439)
822 812 -403 76 235 495 644 -56 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.6 4.6 82.7 92.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 4 9 43 39 56 50
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,516
COMMITMENTS
2,424 1,670 1,721 94,121 95,125 98,266 98,516 250 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 830)
70 0 5 635 825 710 830 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.7 1.7 95.5 96.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 36 33 41 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,695
COMMITMENTS
620 1,395 0 18,430 18,300 19,050 19,695 645 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 120)
70 0 0 50 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.1 0.0 93.6 92.9 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 24 15 25 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| 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 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 11,910
COMMITMENTS
150 0 150 11,410 11,180 11,710 11,330 200 580
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 965)
0 0 0 965 965 965 965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.3 95.8 93.9 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 20 20 21 21
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,089
COMMITMENTS
2,708 2,650 685 25,176 25,744 28,569 29,079 520 10
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,179)
-50 600 0 1,194 569 1,144 1,169 35 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 9.1 2.4 86.5 88.5 98.2 100.0 1.8 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,969
COMMITMENTS
4,525 0 35 13,868 18,902 18,428 18,937 541 32
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -6 -21 -6 -21 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 0.2 73.1 99.6 97.1 99.8 2.9 0.2
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,807
COMMITMENTS
0 1,665 125 21,034 19,922 21,159 21,712 648 95
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 29)
0 0 0 -98 29 -98 29 127 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.6 96.5 91.4 97.0 99.6 3.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 27 24 28 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,180
COMMITMENTS
27 855 263 18,305 17,952 18,595 19,070 585 110
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 282)
0 0 0 162 282 162 282 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.5 1.4 95.4 93.6 96.9 99.4 3.1 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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,671
COMMITMENTS
115 100 0 12,948 13,517 13,063 13,617 608 54
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 500)
0 0 0 480 475 480 475 20 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 0.0 94.7 98.9 95.6 99.6 4.4 0.4
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 12/02/14 |
--------------------------------------------------------------| 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 9,824 9,734 9,824 9,944 355 235
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -20 -75 -20 -75 20 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.5 95.6 96.5 97.7 3.5 2.3
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,855
COMMITMENTS
50 2,780 365 13,245 10,620 13,660 13,765 195 90
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 1,010)
0 0 0 1,010 1,010 1,010 1,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 20.1 2.6 95.6 76.7 98.6 99.4 1.4 0.6
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 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,512
COMMITMENTS
735 200 465 6,952 7,847 8,152 8,512 360 0
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.3 5.5 81.7 92.2 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 18 18
Updated December 6, 2014