CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 15,372
COMMITMENTS
4,714 4,994 2,873 7,746 7,505 15,333 15,372 39 -0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 161)
-151 211 -447 769 416 171 180 -10 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 32.5 18.7 50.4 48.8 99.7 100.0 0.3 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 8 4 9 8 18 18
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,906
COMMITMENTS
10,169 6,744 1,726 13,011 16,435 24,906 24,906 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 765)
-20 600 20 765 145 765 765 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 27.1 6.9 52.2 66.0 100.0 100.0 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 24,705
COMMITMENTS
1,824 1,586 3,170 19,710 19,949 24,705 24,705 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 461)
-147 46 239 370 176 461 461 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.4 12.8 79.8 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 2 12 9 17 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,440,328
COMMITMENTS
532,083 373,051 882,124 2995932 3172648 4410139 4427823 30,189 12,505
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 43,612)
-36,491 -20,081 56 79,337 62,352 42,902 42,327 710 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 8.4 19.9 67.5 71.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
42 29 59 144 115 213 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,986,948
COMMITMENTS
89,110 70,284 1008522 889,122 907,192 1986754 1985998 194 950
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 125,383)
-1,644 -5,258 102,800 28,230 32,850 129,386 130,392 -4,003 -5,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.5 50.8 44.7 45.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
25 20 41 59 55 102 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,947
COMMITMENTS
11,613 5,419 4,316 189,954 205,920 205,883 215,655 14,064 4,292
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,376)
-625 -2,061 -1,292 1,066 51 -851 -3,302 -525 1,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.5 2.0 86.4 93.6 93.6 98.0 6.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 4 32 35 38 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 94,881
COMMITMENTS
5,529 0 924 82,321 89,295 88,774 90,219 6,107 4,662
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -8,081)
19 0 -199 -8,078 -7,450 -8,258 -7,649 177 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 1.0 86.8 94.1 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 21 27 24 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,860
COMMITMENTS
8,654 12,595 2,312 187,409 183,534 198,375 198,441 7,485 7,419
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -11,101)
-4,145 -3,262 -72 -6,452 -8,579 -10,669 -11,913 -432 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.1 1.1 91.0 89.2 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 24 28 28 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 645,541
COMMITMENTS
14,949 14,998 14,365 610,364 608,089 639,678 637,452 5,863 8,089
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 11,265)
2,325 539 -171 8,230 10,223 10,384 10,591 881 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.3 2.2 94.6 94.2 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 4 5 50 36 55 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,958
COMMITMENTS
1,992 15,369 1,315 247,164 234,128 250,471 250,812 6,487 6,146
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -10,047)
-1,041 1,242 -1,008 -8,634 -10,401 -10,683 -10,167 636 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.0 0.5 96.2 91.1 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 33 29 37 35
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,953
COMMITMENTS
341 2,762 5,780 236,761 236,260 242,882 244,802 7,071 5,151
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -21,303)
-146 -80 -378 -21,171 -23,235 -21,695 -23,693 392 2,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 2.3 94.7 94.5 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 4 33 40 38 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,723
COMMITMENTS
7,629 261 1,954 91,151 91,532 100,734 93,747 4,989 11,976
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 807)
2,765 -136 -236 -2,167 1,273 362 901 445 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.2 1.8 86.2 86.6 95.3 88.7 4.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 17 19 19 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,349
COMMITMENTS
0 1,084 5,877 83,688 87,591 89,565 94,552 13,784 8,797
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,646)
-299 -23 178 3,042 -1,462 2,921 -1,307 -4,567 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 5.7 81.0 84.8 86.7 91.5 13.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 20 19 22 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,771
COMMITMENTS
428 558 0 20,881 20,227 21,309 20,785 462 986
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -6,232)
128 248 0 -5,796 -6,548 -5,668 -6,300 -564 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.6 0.0 95.9 92.9 97.9 95.5 2.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 10 14 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,410
COMMITMENTS
554 518 1,887 72,055 72,079 74,496 74,484 6,914 6,926
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -4,990)
-755 -1,132 235 -4,481 -1,492 -5,001 -2,389 11 -2,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 2.3 88.5 88.5 91.5 91.5 8.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 16 17 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,189
COMMITMENTS
0 0 0 195,396 197,829 195,396 197,829 8,793 6,360
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -15,395)
0 -2,706 0 -14,989 -13,068 -14,989 -15,774 -406 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 96.9 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 26 25 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,300
COMMITMENTS
0 0 0 79,309 83,034 79,309 83,034 8,991 5,266
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -7,277)
0 0 0 -6,756 -6,880 -6,756 -6,880 -521 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.8 94.0 89.8 94.0 10.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 16 19 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 323,599
COMMITMENTS
1,155 0 0 313,555 313,323 314,710 313,323 8,889 10,276
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -3,276)
0 -279 0 -2,430 -6,668 -2,430 -6,947 -846 3,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.9 96.8 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 0 0 43 35 44 35
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,428
COMMITMENTS
2,275 5,924 1,474 65,830 51,185 69,579 58,583 4,849 15,845
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 315)
-208 -208 -294 2,011 -5,707 1,509 -6,209 -1,194 6,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.0 2.0 88.4 68.8 93.5 78.7 6.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 13 18 15
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,944
COMMITMENTS
2,542 0 1,346 52,832 53,397 56,720 54,743 5,224 7,201
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -5,257)
-598 0 -291 -3,742 -5,716 -4,631 -6,007 -626 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 2.2 85.3 86.2 91.6 88.4 8.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 15 14 17 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,068
COMMITMENTS
10,050 5,172 986 56,009 59,901 67,045 66,059 1,023 2,009
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -35,404)
-9,419 2,760 -2,940 -20,976 -29,331 -33,335 -29,511 -2,069 -5,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 7.6 1.4 82.3 88.0 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 2 28 20 32 28
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,290
COMMITMENTS
589 5,500 0 51,019 45,736 51,608 51,236 682 1,054
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -10,157)
-49 0 -90 -8,461 -8,546 -8,600 -8,636 -1,557 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.5 0.0 97.6 87.5 98.7 98.0 1.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 10 18 11 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,504
COMMITMENTS
2,597 0 1,432 145,393 147,877 149,422 149,309 8,082 8,195
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -9,126)
1,610 -713 512 -11,498 -8,604 -9,376 -8,805 250 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.9 92.3 93.9 94.9 94.8 5.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 29 26 32 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,978
COMMITMENTS
1,435 2,908 1,320 46,721 47,563 49,476 51,791 6,502 4,187
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -2,847)
851 -464 -158 -3,730 -1,461 -3,037 -2,083 190 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.2 2.4 83.5 85.0 88.4 92.5 11.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 15 16 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,370
COMMITMENTS
1,290 1,784 1,358 93,084 87,919 95,732 91,061 2,638 7,309
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -11,314)
1,290 -2,058 -1,709 -8,387 -9,231 -8,806 -12,998 -2,508 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 1.4 94.6 89.4 97.3 92.6 2.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 17 25 19 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,198
COMMITMENTS
4,672 0 469 71,346 73,985 76,487 74,454 2,711 4,744
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -8,146)
-1,227 0 259 -5,241 -7,825 -6,209 -7,566 -1,937 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.6 90.1 93.4 96.6 94.0 3.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 19 15 22 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,367
COMMITMENTS
1,529 12,096 409 108,332 105,467 110,270 117,972 9,097 1,395
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -3,992)
-469 268 -111 -1,458 -4,202 -2,038 -4,045 -1,954 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.1 0.3 90.8 88.4 92.4 98.8 7.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 14 16 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,984
COMMITMENTS
5,899 11,162 1,937 182,835 184,351 190,671 197,450 12,313 5,534
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -9,118)
4,897 229 -3,103 -9,772 -3,371 -7,978 -6,245 -1,140 -2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.5 1.0 90.1 90.8 93.9 97.3 6.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 2 31 30 33 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,056
COMMITMENTS
980 1,116 0 15,228 16,475 16,208 17,591 1,848 465
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -12,240)
-480 -1,980 0 -11,561 -8,704 -12,041 -10,684 -199 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.2 0.0 84.3 91.2 89.8 97.4 10.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 15 13 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,967
COMMITMENTS
0 0 0 24,635 26,347 24,635 26,347 2,332 620
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -4,049)
-210 0 0 -2,437 -3,487 -2,647 -3,487 -1,402 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 97.7 91.4 97.7 8.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 14 11 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 246,972
COMMITMENTS
0 21,157 1,916 233,239 218,402 235,155 241,475 11,817 5,497
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -14,892)
0 -1,700 278 -15,640 -13,714 -15,362 -15,136 470 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 0.8 94.4 88.4 95.2 97.8 4.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 5 4 35 32 39 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 67,396
COMMITMENTS
0 0 0 63,664 62,584 63,664 62,584 3,732 4,812
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -4,976)
0 0 0 -4,069 -4,496 -4,069 -4,496 -907 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 92.9 94.5 92.9 5.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 17 19 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,045
COMMITMENTS
0 0 0 73,669 73,940 73,669 73,940 4,376 4,105
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -5,150)
0 0 0 -6,457 -4,436 -6,457 -4,436 1,307 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 94.7 94.4 94.7 5.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 16 21 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,654
COMMITMENTS
0 0 0 64,217 63,162 64,217 63,162 4,437 5,492
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -2,572)
0 0 0 -1,128 -912 -1,128 -912 -1,444 -1,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 92.0 93.5 92.0 6.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 13 21 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 141,522
COMMITMENTS
17,952 9,462 13,409 109,218 118,282 140,580 141,153 942 369
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -5,783)
662 -319 -873 -5,473 -4,427 -5,685 -5,620 -98 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.7 9.5 77.2 83.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
9 13 15 52 54 69 74
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,266
COMMITMENTS
1,450 2,670 2,656 36,160 34,940 40,266 40,266 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 316)
-601 59 41 876 216 316 316 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.6 6.6 89.8 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 4 24 19 29 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 329,679
COMMITMENTS
13,251 22,685 26,133 290,295 280,861 329,679 329,679 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 265)
-5,433 1,262 1,623 4,075 -2,620 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.9 7.9 88.1 85.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 18 21 19 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,448,208
COMMITMENTS
19,686 18,355 51,498 1377024 1378355 1448208 1448208 -0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -46,855)
3,846 1,232 -3,947 -46,754 -44,140 -46,855 -46,855 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 3.6 95.1 95.2 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 5 7 41 43 50 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,058
COMMITMENTS
1,193 6,125 6,030 45,807 40,850 53,030 53,006 28 52
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 588)
-972 317 643 921 -368 593 593 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.5 11.4 86.3 77.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 6 3 19 19 23 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 292,780
COMMITMENTS
4,801 50,061 24,764 263,215 217,955 292,780 292,780 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 6,745)
2,856 -1,871 1,904 1,985 6,712 6,745 6,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 17.1 8.5 89.9 74.4 100.0 100.0 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 600,961
COMMITMENTS
26,660 11,440 19,165 555,136 570,356 600,961 600,961 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -23,714)
-9,001 417 -417 -14,296 -23,714 -23,714 -23,714 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.9 3.2 92.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 2 30 27 35 29
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,003
COMMITMENTS
4,785 5,081 2,248 43,964 44,462 50,997 51,791 1,006 212
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,983)
-276 -512 68 -1,681 -1,562 -1,889 -2,006 -94 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 9.8 4.3 84.5 85.5 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 25 29 30 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,291
COMMITMENTS
0 100 270 50,602 51,450 50,872 51,820 1,419 471
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -515)
-470 100 270 -485 -885 -685 -515 170 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 96.8 98.4 97.3 99.1 2.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 20 25 21
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,945
COMMITMENTS
0 5 455 66,180 66,125 66,635 66,585 310 360
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,410)
-465 5 155 1,720 1,250 1,410 1,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 98.9 98.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 33 22 34 23
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,485
COMMITMENTS
50 110 0 13,375 13,375 13,425 13,485 60 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 850)
-50 0 0 900 850 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.0 99.2 99.2 99.6 100.0 0.4 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 255,592
COMMITMENTS
9,256 0 3,136 243,200 252,456 255,592 255,592 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -16,808)
-72 0 -416 -16,320 -16,392 -16,808 -16,808 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 1.2 95.2 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 22 20 24 21
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,250
COMMITMENTS
2,888 604 44 5,018 7,282 7,950 7,930 300 320
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -629)
-266 38 -133 -432 -382 -831 -477 202 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 7.3 0.5 60.8 88.3 96.4 96.1 3.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 17 14 21 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,700
COMMITMENTS
4,200 750 0 10,500 13,950 14,700 14,700 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 5.1 0.0 71.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 12 11 14 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,700
COMMITMENTS
0 210 0 17,460 17,490 17,460 17,700 240 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -660)
0 25 0 -660 -685 -660 -660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.6 98.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 19 21 19 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,212
COMMITMENTS
0 685 360 12,527 11,927 12,887 12,972 325 240
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -287)
0 120 0 -262 -407 -262 -287 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 2.7 94.8 90.3 97.5 98.2 2.5 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,203
COMMITMENTS
1,173 79 431 14,048 14,737 15,652 15,247 551 956
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -719)
-95 0 -84 -521 -426 -700 -510 -19 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 2.7 86.7 91.0 96.6 94.1 3.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 23 25 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,290
COMMITMENTS
0 11,206 1,138 45,891 34,938 47,029 47,282 261 8
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -361)
0 -1,016 260 -601 400 -341 -356 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.7 2.4 97.0 73.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 1 34 33 35 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,433
COMMITMENTS
0 9,807 1,537 52,566 42,985 54,103 54,329 330 104
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,293)
-180 -999 -95 -1,057 -246 -1,332 -1,340 39 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 2.8 96.6 79.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 5 2 34 35 36 40
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,705
COMMITMENTS
200 1,375 0 33,355 32,270 33,555 33,645 150 60
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,730)
0 -80 0 -1,610 -1,640 -1,610 -1,720 -120 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 0.0 99.0 95.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 11 28 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,015
COMMITMENTS
20 1,375 80 41,795 40,560 41,895 42,015 120 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,980)
0 -85 0 -1,980 -1,895 -1,980 -1,980 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 15 32 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 378,229
COMMITMENTS
87,155 0 18,099 272,975 360,130 378,229 378,229 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -21,352)
9,505 0 -7,506 -23,351 -13,846 -21,352 -21,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 4.8 72.2 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 26 29 30 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,759
COMMITMENTS
6,035 26 706 18,892 24,621 25,633 25,353 126 406
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,509)
307 -43 -223 -1,577 -1,312 -1,493 -1,578 -16 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.1 2.7 73.3 95.6 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 3 24 29 31 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 15,412
COMMITMENTS
1,393 152 1,078 12,941 14,158 15,412 15,388 0 24
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 839)
384 152 -308 763 995 839 839 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.0 7.0 84.0 91.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 18 10 21 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 557,310
COMMITMENTS
3,524 0 20,744 533,042 536,566 557,310 557,310 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -18,241)
426 0 -843 -17,824 -17,398 -18,241 -18,241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 3.7 95.6 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 51,956
COMMITMENTS
9,255 0 2,459 39,856 49,074 51,570 51,533 386 423
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -449)
-189 0 73 -314 -503 -430 -430 -19 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 4.7 76.7 94.5 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 22 19 26 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 52,431
COMMITMENTS
0 4,296 0 52,431 48,135 52,431 52,431 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -5,028)
0 0 0 -5,028 -5,028 -5,028 -5,028 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 100.0 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 14 12 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,118
COMMITMENTS
4,307 0 490 11,192 15,306 15,989 15,796 129 322
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -344)
-235 -38 41 -134 -312 -328 -309 -16 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.0 3.0 69.4 95.0 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 3 19 22 24 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 170,898
COMMITMENTS
32,966 0 3,040 134,892 167,858 170,898 170,898 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -13,627)
-6,941 0 1,520 -8,206 -15,147 -13,627 -13,627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.0 1.8 78.9 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 17 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,355
COMMITMENTS
1,400 224 264 8,502 9,695 10,166 10,183 189 172
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,245)
-489 60 31 -790 -1,056 -1,248 -965 3 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.2 2.5 82.1 93.6 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 17 20 21 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 110,013
COMMITMENTS
4,201 0 2,327 103,485 107,686 110,013 110,013 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -9,789)
-3,336 0 0 -6,453 -9,789 -9,789 -9,789 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 2.1 94.1 97.9 100.0 100.0 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,186
COMMITMENTS
307 1,998 1,487 19,392 17,701 21,186 21,186 0 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 410)
0 231 0 434 179 434 410 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.4 7.0 91.5 83.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 18 14 20 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 94,291
COMMITMENTS
0 498 1,922 6,843 6,345 8,765 8,765 85,526 85,526
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 7,902)
-48 -48 -27 45 -50 -30 -125 7,932 8,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 2.0 7.3 6.7 9.3 9.3 90.7 90.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 4 18 18 22 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,920
COMMITMENTS
0 925 0 19,330 18,995 19,330 19,920 590 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -770)
0 25 -25 -730 -770 -755 -770 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 97.0 95.4 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 13 19 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,040
COMMITMENTS
0 1,000 0 16,460 16,040 16,460 17,040 580 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -880)
0 0 0 -865 -880 -865 -880 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 96.6 94.1 96.6 100.0 3.4 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,455
COMMITMENTS
100 5,600 0 24,355 18,785 24,455 24,385 0 70
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -260)
0 -400 0 -260 150 -260 -250 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 22.9 0.0 99.6 76.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 22 11 23 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,475
COMMITMENTS
0 2,400 0 15,475 13,065 15,475 15,465 0 10
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -520)
0 600 0 -520 -1,110 -520 -510 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 0.0 100.0 84.4 100.0 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,965
COMMITMENTS
50 50 0 17,200 17,915 17,250 17,965 715 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,565)
0 0 0 -1,545 -1,565 -1,545 -1,565 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 95.7 99.7 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 11 18 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,075
COMMITMENTS
200 0 0 18,220 19,075 18,420 19,075 655 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,895)
0 0 0 -1,865 -1,895 -1,865 -1,895 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 95.5 100.0 96.6 100.0 3.4 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,860
COMMITMENTS
250 25 0 18,975 19,835 19,225 19,860 635 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -2,020)
0 25 0 -2,000 -2,045 -2,000 -2,020 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.0 95.5 99.9 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 24 11 25 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,625
COMMITMENTS
2,160 480 620 101,665 103,525 104,445 104,625 180 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -3,964)
-535 -45 100 -3,504 -4,009 -3,939 -3,954 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.6 97.2 98.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 34 31 37 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,040
COMMITMENTS
3,710 380 220 126,040 129,430 129,970 130,030 70 10
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -7,110)
-560 -325 -200 -6,360 -6,585 -7,120 -7,110 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.2 96.9 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 2 39 36 43 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,037
COMMITMENTS
20,936 4,572 6,567 124,410 140,767 151,913 151,907 123 130
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -11,778)
303 339 -982 -11,098 -11,123 -11,777 -11,766 -1 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 3.0 4.3 81.8 92.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 3 7 43 38 56 46
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,726
COMMITMENTS
2,379 1,670 1,616 88,496 89,440 92,491 92,726 235 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -5,790)
-45 0 -105 -5,625 -5,685 -5,775 -5,790 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 1.7 95.4 96.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 3 35 33 40 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,775
COMMITMENTS
570 1,120 0 16,590 16,655 17,160 17,775 615 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,920)
-50 -275 0 -1,840 -1,645 -1,890 -1,920 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.3 0.0 93.3 93.7 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,835
COMMITMENTS
850 365 25 15,500 16,445 16,375 16,835 460 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,235)
325 -50 0 -1,540 -1,185 -1,215 -1,235 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.2 0.1 92.1 97.7 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 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 12,360
COMMITMENTS
150 0 150 11,730 11,640 12,030 11,790 330 570
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 450)
0 0 0 320 460 320 460 130 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.2 94.9 94.2 97.3 95.4 2.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 18 20 19 21
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,784
COMMITMENTS
2,623 2,600 670 25,023 25,514 28,316 28,784 468 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -305)
-85 -50 -15 -153 -230 -253 -295 -52 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 9.0 2.3 86.9 88.6 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 25 24 30 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,142
COMMITMENTS
4,460 0 35 14,111 18,509 18,606 18,544 536 598
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 173)
-65 0 0 243 -393 178 -393 -5 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.0 0.2 73.7 96.7 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 18 20 19
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,729
COMMITMENTS
0 1,610 65 21,053 19,959 21,118 21,634 611 95
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -78)
0 -55 -60 19 37 -41 -78 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.3 96.9 91.9 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 26 24 27 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,794
COMMITMENTS
0 883 185 18,160 17,626 18,345 18,694 449 100
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -386)
-27 28 -78 -145 -326 -250 -376 -136 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.0 96.6 93.8 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 23 20 24 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,455
COMMITMENTS
100 100 0 12,910 13,355 13,010 13,455 445 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -216)
-15 0 0 -38 -162 -53 -162 -163 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 95.9 99.3 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 14 16 15
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,135
COMMITMENTS
50 2,755 315 13,465 10,955 13,830 14,025 305 110
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 280)
0 -25 -50 220 335 170 260 110 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 19.5 2.2 95.3 77.5 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 23 23 25 26
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,292
COMMITMENTS
750 200 450 6,612 7,642 7,812 8,292 480 0
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -220)
15 0 -15 -340 -205 -340 -220 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.4 5.4 79.7 92.2 94.2 100.0 5.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 14 16 16
Updated December 12, 2014