CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 22,015
COMMITMENTS
9,020 7,019 1,750 11,245 13,236 22,015 22,005 0 10
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -68)
-1,000 0 450 482 -528 -68 -78 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 31.9 7.9 51.1 60.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 3 8 7 17 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,384,339
COMMITMENTS
396,132 341,809 953,072 3000296 3075499 4349500 4370380 34,839 13,959
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 72,386)
556 17,351 43,996 32,553 18,347 77,105 79,694 -4,719 -7,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.8 21.7 68.4 70.1 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
30 43 57 139 107 204 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,237,670
COMMITMENTS
119,629 42,261 1149462 968,460 1045085 2237551 2236808 119 861
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 166,032)
13,466 4,626 104,253 48,264 57,060 165,984 165,939 48 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.9 51.4 43.3 46.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
21 21 38 57 52 97 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,783
COMMITMENTS
9,717 4,161 3,701 184,351 195,640 197,769 203,502 16,014 10,281
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -9,955)
968 435 -1,842 -9,640 -11,508 -10,514 -12,915 559 2,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 1.7 86.2 91.5 92.5 95.2 7.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 3 32 31 36 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,275
COMMITMENTS
8,728 0 676 72,713 82,767 82,117 83,443 5,158 3,832
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -7,305)
-261 0 7 -6,379 -6,900 -6,633 -6,893 -672 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.8 83.3 94.8 94.1 95.6 5.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 24 29 27 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,586
COMMITMENTS
6,236 11,878 3,620 183,912 177,244 193,768 192,742 6,818 7,844
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -10,985)
61 536 -1,262 -9,318 -10,897 -10,519 -11,623 -466 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.9 1.8 91.7 88.4 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 4 25 27 29 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 632,455
COMMITMENTS
18,979 21,216 17,187 588,488 585,624 624,654 624,027 7,801 8,428
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -40,318)
4,410 782 -1,088 -43,173 -40,893 -39,851 -41,199 -467 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.4 2.7 93.0 92.6 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 5 46 33 51 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,675
COMMITMENTS
0 15,482 758 246,118 229,905 246,876 246,145 5,799 6,530
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -20,262)
-2,130 587 -1,228 -17,857 -20,002 -21,215 -20,643 953 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.3 97.4 91.0 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 5 3 31 28 34 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,345
COMMITMENTS
0 3,746 4,806 232,682 230,687 237,488 239,239 5,857 4,106
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -23,472)
-1,494 1,300 -1,285 -21,183 -24,154 -23,962 -24,139 490 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.0 95.6 94.8 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 4 4 34 40 38 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,443
COMMITMENTS
6,943 0 2,322 91,995 96,792 101,260 99,114 5,183 7,329
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -9,658)
-457 0 -743 -7,687 -8,206 -8,887 -8,949 -771 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 2.2 86.4 90.9 95.1 93.1 4.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 19 21 21 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,591
COMMITMENTS
0 1,944 4,959 84,313 86,777 89,272 93,680 13,319 8,911
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,977)
0 900 -796 -3,528 -3,882 -4,324 -3,778 -653 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 4.8 82.2 84.6 87.0 91.3 13.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 17 21 18
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,089
COMMITMENTS
707 651 0 16,585 16,619 17,292 17,270 797 819
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -7,533)
0 -310 0 -7,682 -6,901 -7,682 -7,211 149 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.6 0.0 91.7 91.9 95.6 95.5 4.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 15 9 17 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,871
COMMITMENTS
295 267 2,276 75,198 74,228 77,769 76,771 6,102 7,100
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,347)
-488 -63 -442 -4,528 -5,271 -5,458 -5,776 -889 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 2.7 89.7 88.5 92.7 91.5 7.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 15 17 17 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,633
COMMITMENTS
0 0 0 185,813 189,630 185,813 189,630 9,820 6,003
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -13,162)
0 0 0 -15,719 -12,835 -15,719 -12,835 2,557 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 96.9 95.0 96.9 5.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 24 23 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,605
COMMITMENTS
0 0 0 75,561 79,441 75,561 79,441 9,044 5,164
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,173)
0 0 0 -5,610 -4,401 -5,610 -4,401 437 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 93.9 89.3 93.9 10.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 15 19 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 307,735
COMMITMENTS
0 248 0 299,311 297,943 299,311 298,191 8,424 9,544
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -21,493)
0 132 -124 -21,707 -21,060 -21,831 -21,052 338 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.3 96.8 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 1 0 42 35 42 36
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,336
COMMITMENTS
0 7,280 2,157 68,836 53,276 70,993 62,713 4,343 12,623
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,469)
0 -1,889 95 -5,635 -3,970 -5,540 -5,764 -929 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 2.9 91.4 70.7 94.2 83.2 5.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 17 14 19 16
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,631
COMMITMENTS
1,157 0 1,444 54,705 54,705 57,306 56,149 5,325 6,482
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -3,958)
399 0 -399 -3,558 -2,865 -3,558 -3,264 -400 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 2.3 87.3 87.3 91.5 89.7 8.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 14 16 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,051
COMMITMENTS
21,685 1,457 428 41,014 60,994 63,127 62,879 924 1,172
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -32,977)
-806 -3,627 -1,395 -30,404 -26,684 -32,605 -31,706 -372 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 2.3 0.7 64.0 95.2 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 3 2 25 28 34 33
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,671
COMMITMENTS
806 7,820 248 55,338 47,859 56,392 55,927 279 744
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -8,375)
-496 2,320 248 -7,941 -10,633 -8,189 -8,065 -186 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.8 0.4 97.6 84.5 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 16 15 18 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,103
COMMITMENTS
1,448 2 1,311 143,117 144,351 145,876 145,664 7,227 7,439
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -8,764)
-1,009 2 -254 -6,894 -6,444 -8,157 -6,696 -607 -2,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.9 93.5 94.3 95.3 95.1 4.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 29 27 31 29
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,851
COMMITMENTS
718 196 2,378 44,357 47,551 47,453 50,125 6,398 3,726
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,892)
-47 -1,567 379 -2,504 -1,154 -2,172 -2,342 -720 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 4.4 82.4 88.3 88.1 93.1 11.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
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 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,974
COMMITMENTS
468 555 2,190 91,554 88,601 94,212 91,346 3,762 6,628
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,797)
468 -2,549 4 -8,144 -5,745 -7,672 -8,290 875 1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 2.2 93.4 90.4 96.2 93.2 3.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 20 26 22 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,168
COMMITMENTS
2,255 0 315 63,960 64,303 66,530 64,618 2,638 4,550
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -9,141)
-242 0 -244 -8,340 -8,476 -8,826 -8,720 -315 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.5 92.5 93.0 96.2 93.4 3.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 19 15 22 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,729
COMMITMENTS
2,260 329 0 16,066 18,096 18,326 18,425 403 304
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -4,754)
-2,325 0 0 -2,429 -4,692 -4,754 -4,692 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.8 0.0 85.8 96.6 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 15 11 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,915
COMMITMENTS
110 9,473 814 106,401 103,419 107,325 113,706 7,590 1,209
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,343)
-517 -617 -112 -4,752 -5,552 -5,381 -6,281 -962 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.2 0.7 92.6 90.0 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 16 18 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,348
COMMITMENTS
2,402 11,342 3,797 177,227 177,238 183,426 192,377 11,922 2,971
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -12,139)
-1,355 -2,317 74 -10,127 -8,642 -11,408 -10,885 -731 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.8 1.9 90.7 90.7 93.9 98.5 6.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 2 31 29 33 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,504
COMMITMENTS
825 0 0 9,570 12,194 10,395 12,194 2,109 310
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -10,698)
-155 -775 -341 -9,967 -9,148 -10,463 -10,264 -235 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 76.5 97.5 83.1 97.5 16.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 7 13 9 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,153
COMMITMENTS
0 0 0 24,935 26,179 24,935 26,179 2,218 974
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,033)
0 0 0 -4,305 -4,940 -4,305 -4,940 -728 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 96.4 91.8 96.4 8.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 14 10 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 242,746
COMMITMENTS
0 19,098 1,696 229,224 218,577 230,920 239,371 11,826 3,375
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -9,665)
-241 -29 -619 -7,668 -8,288 -8,528 -8,936 -1,137 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.7 94.4 90.0 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 3 3 37 33 40 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 66,485
COMMITMENTS
0 0 0 62,783 62,292 62,783 62,292 3,702 4,193
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,959)
0 0 0 -5,649 -5,518 -5,649 -5,518 -310 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 93.7 94.4 93.7 5.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 16 20 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,410
COMMITMENTS
0 0 0 74,409 73,138 74,409 73,138 3,001 4,272
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,643)
0 0 0 -1,484 -1,692 -1,484 -1,692 -159 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 94.5 96.1 94.5 3.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 17 21 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,829
COMMITMENTS
0 0 0 72,381 74,254 72,381 74,254 4,448 2,575
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 1,891)
0 0 0 1,840 4,693 1,840 4,693 51 -2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 96.6 94.2 96.6 5.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 14 21 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 140,975
COMMITMENTS
16,735 8,776 13,204 109,957 118,274 139,896 140,253 1,079 722
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,095)
719 -1,331 -885 -3,967 -2,178 -4,133 -4,395 -1,962 -1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 6.2 9.4 78.0 83.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 11 16 51 50 68 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,612
COMMITMENTS
186 217 2,715 37,711 37,679 40,612 40,612 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,431)
-1,144 217 122 -1,409 -2,770 -2,431 -2,431 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 6.7 92.9 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 22 21 26 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 329,023
COMMITMENTS
12,946 5,258 29,047 287,030 294,718 329,023 329,023 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -18,944)
-656 575 -288 -18,000 -19,231 -18,944 -18,944 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.6 8.8 87.2 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 19 21 21 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,410,711
COMMITMENTS
19,831 10,997 52,918 1337962 1346796 1410711 1410711 -0 -0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -79,713)
4,441 -11,063 -171 -81,663 -66,564 -77,393 -77,798 -2,320 -1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 3.8 94.8 95.5 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 5 7 36 42 45 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,632
COMMITMENTS
3,266 963 4,561 43,787 45,982 51,614 51,506 19 126
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 71)
31 -36 -238 281 240 74 -34 -2 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.9 8.8 84.8 89.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 2 21 20 25 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 292,292
COMMITMENTS
6,639 24,120 24,392 261,261 243,780 292,292 292,292 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 1,606)
576 952 0 1,030 654 1,606 1,606 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 8.3 8.3 89.4 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 15 16 18 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 659,966
COMMITMENTS
20,156 16,168 16,844 622,966 626,954 659,966 659,966 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 6,269)
-10,272 0 4,687 11,854 1,582 6,269 6,269 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.4 2.6 94.4 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 2 30 28 35 30
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,638
COMMITMENTS
4,073 5,269 2,537 48,259 47,579 54,869 55,385 769 253
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 814)
-423 0 213 1,217 645 1,007 858 -193 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 9.5 4.6 86.7 85.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 26 28 31 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,105
COMMITMENTS
150 0 370 60,730 61,270 61,250 61,640 855 465
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 97.8 98.7 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 26 22 27 23
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,395
COMMITMENTS
50 5 455 73,580 73,860 74,085 74,320 310 75
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 315)
50 0 0 265 315 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.6 98.9 99.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 33 22 35 23
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,115
COMMITMENTS
100 260 0 17,955 17,855 18,055 18,115 60 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 0.0 99.1 98.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 22 18 23 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 264,840
COMMITMENTS
9,608 0 3,136 252,096 261,704 264,840 264,840 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 392)
0 0 0 392 392 392 392 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: 34)
2 0 1 24 20 26 21
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,838
COMMITMENTS
3,276 147 176 5,342 8,236 8,794 8,559 44 279
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 20)
-1 19 1 20 0 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 1.7 2.0 60.4 93.2 99.5 96.8 0.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 17 16 21 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,250
COMMITMENTS
4,800 100 0 10,450 15,150 15,250 15,250 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 0.7 0.0 68.5 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 12 14 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,920
COMMITMENTS
0 460 0 19,680 19,460 19,680 19,920 240 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 550)
0 250 0 550 300 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 98.8 97.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 23 23 23 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,852
COMMITMENTS
0 870 380 13,202 12,602 13,582 13,852 270 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 35)
0 35 0 35 0 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 2.7 95.3 91.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 25 21 26 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,404
COMMITMENTS
1,594 38 411 14,850 16,040 16,855 16,489 549 915
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 106)
235 -82 0 -149 168 86 86 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.2 2.4 85.3 92.2 96.8 94.7 3.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 24 26 26 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,691
COMMITMENTS
0 10,642 1,233 46,174 35,808 47,407 47,683 284 8
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -438)
0 -245 0 -438 -193 -438 -438 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.3 2.6 96.8 75.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 1 33 34 34 38
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,538
COMMITMENTS
82 10,742 1,515 53,644 43,191 55,241 55,448 297 90
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -96)
0 388 0 -99 -488 -99 -100 3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 19.3 2.7 96.6 77.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 6 2 35 35 38 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,720
COMMITMENTS
100 1,375 0 44,330 43,320 44,430 44,695 290 25
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 390)
0 0 0 390 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.1 0.0 99.1 96.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 12 28 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,515
COMMITMENTS
0 1,375 0 50,275 49,140 50,275 50,515 240 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 99.5 97.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 31 16 31 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 383,256
COMMITMENTS
94,660 0 17,708 270,888 365,548 383,256 383,256 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,140)
4,025 0 0 -5,165 -1,140 -1,140 -1,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.0 4.6 70.7 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 27 29 31 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,937
COMMITMENTS
5,856 84 636 19,319 24,701 25,811 25,421 126 516
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -129)
-281 80 -110 262 -209 -129 -239 0 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.3 2.5 74.5 95.2 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 4 24 31 31 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,268
COMMITMENTS
734 0 1,155 12,379 13,113 14,268 14,268 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 539)
77 0 77 385 462 539 539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 8.1 86.8 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 19 10 21 11
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 552,099
COMMITMENTS
3,092 0 20,744 528,263 531,355 552,099 552,099 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -3,073)
-392 0 0 -2,681 -3,073 -3,073 -3,073 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 3.8 95.7 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 25 21 27 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 51,038
COMMITMENTS
9,196 0 2,876 38,475 47,698 50,547 50,574 491 464
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 211)
88 0 20 83 171 191 191 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 5.6 75.4 93.5 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 21 20 25 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,266
COMMITMENTS
5,470 0 364 9,689 14,963 15,523 15,327 743 939
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -364)
659 0 -126 -1,449 -855 -916 -981 552 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 0.0 2.2 59.6 92.0 95.4 94.2 4.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 2 15 19 20 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 215,833
COMMITMENTS
25,926 0 2,632 187,275 213,201 215,833 215,833 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 14,464)
-7,040 0 -408 21,912 14,872 14,464 14,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 1.2 86.8 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 13 17 15 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,709
COMMITMENTS
1,288 542 396 9,943 10,474 11,627 11,412 82 297
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -514)
-386 22 110 -131 -836 -407 -704 -107 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.6 3.4 84.9 89.5 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 19 20 23
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 108,789
COMMITMENTS
7,321 0 1,151 100,317 107,638 108,789 108,789 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -7,440)
1,192 0 -1,176 -7,456 -6,264 -7,440 -7,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 1.1 92.2 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 17 16 20 17
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,264
COMMITMENTS
0 1,609 1,644 18,620 17,011 20,264 20,264 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,995)
0 25 -51 -1,944 -1,969 -1,995 -1,995 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 8.1 91.9 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 15 18 16
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,265
COMMITMENTS
0 900 0 18,690 18,365 18,690 19,265 575 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -995)
0 -25 0 -980 -970 -980 -995 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 97.0 95.3 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 12 19 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,160
COMMITMENTS
0 900 0 15,595 15,260 15,595 16,160 565 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -880)
0 -100 0 -865 -780 -865 -880 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 96.5 94.4 96.5 100.0 3.5 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 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,095
COMMITMENTS
0 4,700 0 24,095 19,335 24,095 24,035 0 60
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,280)
-100 0 0 -1,180 -1,270 -1,280 -1,270 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.5 0.0 100.0 80.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 21 10 21 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,955
COMMITMENTS
0 2,550 50 15,905 13,355 15,955 15,955 0 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -870)
0 0 0 -870 -860 -870 -860 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 0.3 99.7 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 18 7 19 8
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,225
COMMITMENTS
50 0 0 16,155 17,105 16,205 17,105 1,020 120
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,865)
0 -50 0 -2,170 -1,935 -2,170 -1,985 305 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.8 99.3 94.1 99.3 5.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 9 14 9
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,430
COMMITMENTS
200 50 0 16,605 17,380 16,805 17,430 625 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,255)
0 0 0 -2,225 -2,255 -2,225 -2,255 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 95.3 99.7 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 21 10 22 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,985
COMMITMENTS
200 25 0 17,160 17,960 17,360 17,985 625 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -2,515)
-50 0 0 -2,455 -2,515 -2,505 -2,515 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.0 95.4 99.9 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 10 24 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,977
COMMITMENTS
1,715 813 517 98,575 99,647 100,807 100,977 170 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -8,546)
-182 333 -453 -7,911 -8,426 -8,546 -8,546 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 0.5 97.6 98.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 34 29 37 32
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,755
COMMITMENTS
3,689 385 270 123,736 127,100 127,695 127,755 60 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -10,342)
-820 -45 0 -9,522 -10,297 -10,342 -10,342 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.2 96.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 2 37 35 41 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,120
COMMITMENTS
23,174 8,035 5,485 123,232 138,469 151,891 151,989 229 131
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -6,418)
2,033 815 -1,207 -7,284 -5,962 -6,458 -6,354 39 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.3 3.6 81.0 91.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 5 8 40 37 51 47
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 93,888
COMMITMENTS
2,446 2,220 1,409 89,853 90,259 93,708 93,888 180 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,500)
-119 -50 -156 -1,220 -1,294 -1,495 -1,500 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 1.5 95.7 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 3 36 30 41 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,155
COMMITMENTS
400 915 0 14,930 15,240 15,330 16,155 825 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,740)
-220 -205 0 -1,730 -1,535 -1,950 -1,740 210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.7 0.0 92.4 94.3 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 21 13 22 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,615
COMMITMENTS
1,050 315 0 13,885 15,300 14,935 15,615 680 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,495)
-175 -50 -25 -1,515 -1,420 -1,715 -1,495 220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.0 0.0 88.9 98.0 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 12 18 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 15,955
COMMITMENTS
125 0 175 14,775 15,165 15,075 15,340 880 615
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 605)
0 0 0 555 605 555 605 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 1.1 92.6 95.0 94.5 96.1 5.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 21 20 22
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,875
COMMITMENTS
3,498 2,570 650 25,198 26,624 29,346 29,844 529 31
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -421)
-50 -30 -20 -362 -402 -432 -452 11 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.6 2.2 84.3 89.1 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 18 21 22 23
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,037
COMMITMENTS
4,485 0 0 13,799 18,709 18,284 18,709 753 328
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -374)
10 0 -35 -506 -369 -531 -404 157 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 0.0 0.0 72.5 98.3 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 17 18 19 18
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,079
COMMITMENTS
0 439 320 21,281 21,132 21,601 21,891 478 188
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -97)
0 -220 -65 158 95 93 -190 -190 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.4 96.4 95.7 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 26 23 28 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,375
COMMITMENTS
242 780 158 19,847 19,337 20,247 20,275 128 100
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 651)
242 -101 -77 497 829 662 651 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.8 0.8 97.4 94.9 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 24 21 25 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,335
COMMITMENTS
0 1,000 0 14,152 13,335 14,152 14,335 183 0
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -405)
-100 -50 0 -300 -355 -400 -405 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 98.7 93.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 15 13 15 15
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,530
COMMITMENTS
0 210 0 9,200 9,260 9,200 9,470 330 60
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 76)
0 0 0 81 16 81 16 -5 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 96.5 97.2 96.5 99.4 3.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,475
COMMITMENTS
50 3,305 340 18,940 15,740 19,330 19,385 145 90
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 1,540)
0 300 0 1,685 1,250 1,685 1,550 -145 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 17.0 1.7 97.3 80.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 29 27 31 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 6,445
COMMITMENTS
75 0 0 6,240 6,415 6,315 6,415 130 30
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.8 99.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 19 13 20 13
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,872
COMMITMENTS
930 350 450 7,972 9,050 9,352 9,850 520 22
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 300)
300 0 0 0 278 300 278 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.5 4.6 80.8 91.7 94.7 99.8 5.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 14 18 16
Updated January 9, 2015