CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 19,224
COMMITMENTS
10,700 7,669 810 7,649 10,736 19,159 19,215 65 9
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 150)
250 -700 95 -220 755 125 150 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 39.9 4.2 39.8 55.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 2 7 7 16 12
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 31,049
COMMITMENTS
5,155 6,519 2,330 23,564 22,200 31,049 31,049 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 7,429)
-746 0 -4 8,179 7,433 7,429 7,429 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 21.0 7.5 75.9 71.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 3 9 8 17 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,541,026
COMMITMENTS
437,346 356,410 986,189 3083434 3180507 4506969 4523106 34,057 17,920
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 53,769)
-22,437 -33,037 30,077 43,583 56,960 51,223 54,000 2,546 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.8 21.7 67.9 70.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
38 41 60 140 111 210 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,269,177
COMMITMENTS
126,226 57,601 1130154 955,044 1049957 2211424 2237712 57,753 31,465
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -168,882)
-15,035 8,247 -147,217 -64,279 -60,701 -226,531 -199,672 57,649 30,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.5 49.8 42.1 46.3 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
23 21 37 55 50 95 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,219
COMMITMENTS
11,938 14,017 5,389 209,284 216,766 226,611 236,172 14,608 5,047
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 11,097)
1,666 1,710 -615 10,581 11,878 11,632 12,973 -535 -1,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.8 2.2 86.8 89.9 93.9 97.9 6.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 5 36 34 44 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,508
COMMITMENTS
14,967 1,603 1,671 72,223 87,028 88,861 90,302 4,647 3,206
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,073)
2,448 1,603 635 1,002 2,784 4,085 5,022 -12 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 1.7 1.8 77.2 93.1 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 30 31 34 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,369
COMMITMENTS
7,127 12,173 4,496 203,365 198,079 214,988 214,748 8,381 8,621
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 7,395)
-274 367 -174 6,302 9,671 5,854 9,864 1,541 -2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.4 2.0 91.0 88.7 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 4 24 29 28 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 693,791
COMMITMENTS
38,371 14,716 15,403 630,655 655,158 684,429 685,277 9,362 8,514
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 15,141)
7,529 851 -106 6,666 13,577 14,089 14,322 1,052 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.1 2.2 90.9 94.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 4 4 46 35 50 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,608
COMMITMENTS
1,338 12,926 1,312 256,244 240,661 258,894 254,899 7,714 11,709
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,154)
1,338 -240 1,060 -841 260 1,557 1,080 597 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.8 0.5 96.1 90.3 97.1 95.6 2.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 2 32 30 35 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,855
COMMITMENTS
1,147 4,668 6,719 253,106 253,950 260,972 265,337 7,883 3,518
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 7,101)
-575 -338 1,450 4,328 5,514 5,203 6,626 1,898 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.7 2.5 94.1 94.5 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 5 34 42 39 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 126,272
COMMITMENTS
3,898 308 2,597 115,391 113,754 121,886 116,659 4,386 9,613
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 7,021)
-2,261 308 850 8,871 5,313 7,460 6,471 -439 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.2 2.1 91.4 90.1 96.5 92.4 3.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 24 22 26 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,805
COMMITMENTS
276 2,571 4,824 96,593 95,959 101,693 103,354 11,112 9,451
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,404)
276 -309 499 4,423 4,955 5,198 5,145 -1,794 -1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 4.3 85.6 85.1 90.1 91.6 9.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 25 20 27 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,693
COMMITMENTS
875 1,827 0 23,601 22,891 24,476 24,718 1,217 975
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,920)
168 616 0 3,612 3,276 3,780 3,892 140 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.1 0.0 91.9 89.1 95.3 96.2 4.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 12 20 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,722
COMMITMENTS
0 2,705 1,441 74,849 76,408 76,290 80,554 12,432 8,168
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,977)
0 378 -83 596 1,446 513 1,741 1,464 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.6 84.4 86.1 86.0 90.8 14.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 15 17 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 210,114
COMMITMENTS
0 2,072 0 199,152 202,557 199,152 204,629 10,962 5,485
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 8,063)
0 2,072 0 7,917 6,571 7,917 8,643 146 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 94.8 96.4 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 25 23 25 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,153
COMMITMENTS
0 0 0 76,547 81,822 76,547 81,822 9,606 4,331
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,053)
0 0 0 2,575 2,810 2,575 2,810 -522 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 95.0 88.9 95.0 11.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 15 21 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 310,016
COMMITMENTS
0 838 62 304,499 296,842 304,561 297,742 5,455 12,274
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 0)
0 590 62 1,799 -2,568 1,861 -1,916 -1,861 1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 98.2 95.8 98.2 96.0 1.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 3 1 44 34 45 37
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,024
COMMITMENTS
706 6,044 2,237 74,599 63,613 77,542 71,894 5,482 11,130
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,821)
706 -877 -672 342 2,946 376 1,397 1,445 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.3 2.7 89.9 76.6 93.4 86.6 6.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 18 19 21 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,276
COMMITMENTS
2,111 0 1,669 65,435 67,783 69,215 69,452 6,061 5,824
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,894)
264 0 230 2,869 4,437 3,363 4,667 531 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 2.2 86.9 90.0 91.9 92.3 8.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 15 16 17 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,686
COMMITMENTS
17,132 1,148 540 80,574 95,525 98,246 97,213 4,440 5,473
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 19,875)
728 1,148 168 17,657 18,340 18,553 19,656 1,322 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.1 0.5 78.5 93.0 95.7 94.7 4.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 18 25 21 28
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,511
COMMITMENTS
22,581 2,717 540 61,598 81,742 84,719 84,999 1,792 1,512
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 19,548)
896 1,260 112 17,784 17,805 18,792 19,177 756 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 3.1 0.6 71.2 94.5 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 3 2 31 36 41 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,373
COMMITMENTS
806 7,652 416 66,027 57,685 67,249 65,753 124 1,620
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 7,258)
0 -168 168 7,245 6,494 7,413 6,494 -155 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 11.4 0.6 98.0 85.6 99.8 97.6 0.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 20 19 22 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,142
COMMITMENTS
0 2,132 1,202 153,806 151,142 155,008 154,476 7,134 7,666
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,089)
-809 2,102 14 2,159 -1,567 1,364 549 -275 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.7 94.9 93.2 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 30 28 32 31
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,054
COMMITMENTS
1,284 221 1,804 52,583 52,397 55,671 54,422 7,383 8,632
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 2.9 83.4 83.1 88.3 86.3 11.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 16 18 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,899
COMMITMENTS
0 5,661 1,672 111,359 101,981 113,031 109,314 3,868 7,585
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 11,635)
0 2,656 19 12,182 8,516 12,201 11,191 -566 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.4 95.3 87.2 96.7 93.5 3.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 24 27 26 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,315
COMMITMENTS
1,422 0 113 66,677 66,495 68,212 66,608 4,103 5,707
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 372)
-368 0 32 710 581 374 613 -2 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.2 92.2 92.0 94.3 92.1 5.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 16 20 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,218
COMMITMENTS
420 16,058 0 92,467 81,196 92,887 97,254 8,331 3,964
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,401)
420 670 0 817 -85 1,237 585 164 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 15.9 0.0 91.4 80.2 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 19 10 20 11
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,341
COMMITMENTS
316 385 56 22,364 21,818 22,736 22,259 605 1,082
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 412)
-606 56 28 686 -22 108 62 304 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.6 0.2 95.8 93.5 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 15 10 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,186
COMMITMENTS
732 7,684 922 103,945 103,096 105,599 111,702 7,587 1,484
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,140)
-4 106 164 3,182 5,399 3,342 5,669 -202 -2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.8 0.8 91.8 91.1 93.3 98.7 6.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 20 17 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,895
COMMITMENTS
899 13,852 3,446 193,797 190,112 198,142 207,410 13,753 4,485
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,387)
-849 1,440 25 4,991 2,195 4,167 3,660 220 727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.5 1.6 91.5 89.7 93.5 97.9 6.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 2 32 31 34 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,128
COMMITMENTS
1,142 0 28 15,180 17,625 16,350 17,653 1,778 475
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,404)
317 0 28 2,726 2,519 3,071 2,547 -667 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.2 83.7 97.2 90.2 97.4 9.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 14 15 17 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,709
COMMITMENTS
0 448 0 32,098 33,078 32,098 33,526 2,611 1,183
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,756)
0 448 0 3,205 3,127 3,205 3,575 551 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 92.5 95.3 92.5 96.6 7.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 15 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 279,987
COMMITMENTS
0 17,398 2,290 263,830 256,100 266,120 275,788 13,867 4,199
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 16,885)
0 305 93 14,343 16,421 14,436 16,819 2,449 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.8 94.2 91.5 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 3 38 36 41 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 85,512
COMMITMENTS
0 0 0 81,575 81,218 81,575 81,218 3,937 4,294
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 5,427)
0 0 0 6,599 5,203 6,599 5,203 -1,172 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 95.0 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 21 22 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,055
COMMITMENTS
0 0 0 94,166 95,733 94,166 95,733 4,889 3,322
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,704)
0 0 0 4,622 4,560 4,622 4,560 -918 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 96.6 95.1 96.6 4.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 20 24 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,846
COMMITMENTS
0 0 0 77,302 80,361 77,302 80,361 6,544 3,485
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 862)
0 0 0 -1,360 1,255 -1,360 1,255 2,222 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 95.8 92.2 95.8 7.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 13 21 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 20,528
COMMITMENTS
0 184 124 20,022 19,335 20,146 19,643 382 885
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.6 97.5 94.2 98.1 95.7 1.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 10 15 11 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 148,940
COMMITMENTS
18,909 9,626 12,668 116,323 126,266 147,900 148,561 1,040 380
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,918)
2,100 -672 -147 2,854 5,935 4,807 5,115 111 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.5 8.5 78.1 84.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 11 18 50 51 68 71
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,253
COMMITMENTS
436 0 2,286 38,531 38,967 41,253 41,253 -0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -584)
98 -145 -205 -477 -234 -584 -584 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 5.5 93.4 94.5 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 21 22 25 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 366,543
COMMITMENTS
19,426 6,952 25,751 321,366 333,840 366,543 366,543 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,730)
3,184 1,904 -1,280 826 2,106 2,730 2,730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.9 7.0 87.7 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 20 19 22 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,513,237
COMMITMENTS
15,193 8,663 61,330 1436714 1443244 1513237 1513237 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 46,790)
-3,943 352 8,999 41,734 37,439 46,790 46,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 4.1 94.9 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 7 35 44 44 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,813
COMMITMENTS
3,861 934 4,325 39,606 42,510 47,792 47,768 21 45
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -2,581)
-426 37 366 -2,521 -3,009 -2,581 -2,605 -0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.0 9.0 82.8 88.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 20 20 24 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 285,536
COMMITMENTS
6,935 30,453 25,016 253,585 230,067 285,536 285,536 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -7,073)
952 -3,282 952 -8,977 -4,743 -7,073 -7,073 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.7 8.8 88.8 80.6 100.0 100.0 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 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 649,747
COMMITMENTS
17,171 18,320 16,621 615,955 614,806 649,747 649,747 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,907)
0 352 -352 2,259 1,907 1,907 1,907 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 2.6 94.8 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 26 27 30 29
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,440
COMMITMENTS
3,781 5,142 2,337 45,682 44,710 51,800 52,189 640 251
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -411)
20 88 0 -431 -499 -411 -411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.8 4.5 87.1 85.3 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 3 25 26 30 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,924
COMMITMENTS
130 0 370 60,809 60,944 61,309 61,314 615 610
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 325)
0 0 0 290 20 290 20 35 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 98.2 98.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 26 21 27 22
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,863
COMMITMENTS
470 0 390 75,873 76,463 76,733 76,853 130 10
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,438)
-100 0 0 1,533 1,453 1,433 1,453 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 98.7 99.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 29 26 31 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,455
COMMITMENTS
100 280 0 17,295 17,175 17,395 17,455 60 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,045)
50 -30 0 995 1,075 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.6 0.0 99.1 98.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 19 17 20 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 276,288
COMMITMENTS
7,696 0 2,352 266,240 273,936 276,288 276,288 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 10,200)
352 0 0 9,848 10,200 10,200 10,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.9 96.4 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 23 19 25 20
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,587
COMMITMENTS
2,990 561 132 5,425 7,549 8,547 8,242 40 345
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 362)
0 340 0 342 0 342 340 20 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 6.5 1.5 63.2 87.9 99.5 96.0 0.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 15 16 18 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,300
COMMITMENTS
4,700 350 0 9,600 13,950 14,300 14,300 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 450)
500 0 0 -50 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 2.4 0.0 67.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 11 11 12
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,655
COMMITMENTS
0 460 0 18,655 18,195 18,655 18,655 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 21 20 21 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,850
COMMITMENTS
0 835 380 14,210 13,635 14,590 14,850 260 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,020)
0 -25 0 1,020 1,045 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 2.6 95.7 91.8 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 21 22 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,081
COMMITMENTS
1,855 0 365 15,310 16,314 17,530 16,679 551 1,402
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 284)
-80 -38 -2 366 344 284 304 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 2.0 84.7 90.2 97.0 92.2 3.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 25 24 27 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,688
COMMITMENTS
0 10,663 1,090 45,481 34,935 46,571 46,688 117 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 806)
0 790 -115 1,180 155 1,065 830 -259 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.8 2.3 97.4 74.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 33 33 35 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,700
COMMITMENTS
82 11,165 1,527 53,814 42,958 55,423 55,650 277 50
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 893)
0 930 0 893 -37 893 893 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 20.0 2.7 96.6 77.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 6 2 34 35 37 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,345
COMMITMENTS
600 80 0 43,455 44,240 44,055 44,320 290 25
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.0 98.0 99.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 26 15 27 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,575
COMMITMENTS
0 80 0 48,335 48,495 48,335 48,575 240 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 330)
0 0 0 330 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.5 99.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 27 15 27 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 388,300
COMMITMENTS
87,011 0 22,364 278,925 365,936 388,300 388,300 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 8,127)
472 0 0 7,655 8,127 8,127 8,127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.0 5.8 71.8 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 27 31 31 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,459
COMMITMENTS
5,330 146 849 18,178 22,611 24,357 23,606 102 853
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 275)
82 0 -2 134 -44 214 -46 61 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.6 3.5 74.3 92.4 99.6 96.5 0.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 4 22 28 29 32
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 13,273
COMMITMENTS
883 486 1,078 11,288 11,709 13,249 13,273 24 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 285)
436 78 -77 -98 284 261 285 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.7 8.1 85.0 88.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 15 9 17 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 561,157
COMMITMENTS
0 5,507 16,778 544,379 538,872 561,157 561,157 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 11,924)
0 -352 0 11,924 12,276 11,924 11,924 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 3.0 97.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 23 18 24 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,509
COMMITMENTS
8,688 0 2,815 37,389 46,232 48,892 49,047 617 462
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 52)
0 0 0 -204 72 -204 72 256 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.0 5.7 75.5 93.4 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 19 17 23 19
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,890
COMMITMENTS
4,943 0 402 10,782 15,549 16,127 15,951 763 939
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 311)
-193 0 104 400 207 311 311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 0.0 2.4 63.8 92.1 95.5 94.4 4.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 2 16 20 21 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 239,759
COMMITMENTS
45,526 0 1,224 193,009 238,535 239,759 239,759 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,095)
-352 0 0 1,447 1,095 1,095 1,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 0.5 80.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 15 18 18 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,949
COMMITMENTS
1,484 586 330 10,965 11,736 12,779 12,652 170 297
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 131)
0 0 0 87 131 87 131 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.5 2.5 84.7 90.6 98.7 97.7 1.3 2.3
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 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 116,020
COMMITMENTS
12,409 0 799 102,812 115,221 116,020 116,020 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -2,272)
0 0 0 -2,272 -2,272 -2,272 -2,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.7 88.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 18 17 21 18
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,332
COMMITMENTS
0 1,906 1,310 19,998 18,116 21,308 21,332 24 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -227)
0 -458 -26 -201 257 -227 -227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 6.1 93.7 84.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 16 18 17
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,750
COMMITMENTS
0 900 0 19,355 18,850 19,355 19,750 395 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 98.0 95.4 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 20 12 20 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,155
COMMITMENTS
0 900 0 15,770 15,255 15,770 16,155 385 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 97.6 94.4 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 10 19 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,300
COMMITMENTS
0 100 0 24,220 24,140 24,220 24,240 80 60
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 230)
0 0 0 150 230 150 230 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.7 99.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 11 21 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,155
COMMITMENTS
0 0 0 16,155 16,155 16,155 16,155 0 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 8 19 8
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,800
COMMITMENTS
50 50 0 16,730 17,630 16,780 17,680 1,020 120
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 575)
0 50 0 575 525 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 94.0 99.0 94.3 99.3 5.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 9 15 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,605
COMMITMENTS
200 50 0 16,665 17,555 16,865 17,605 740 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -60 -5 -60 -5 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 94.7 99.7 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 22 10 23 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,310
COMMITMENTS
200 25 0 17,360 18,285 17,560 18,310 750 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 45)
0 0 0 -20 45 -20 45 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.0 94.8 99.9 95.9 100.0 4.1 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 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,752
COMMITMENTS
1,565 663 657 105,370 106,432 107,592 107,752 160 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,874)
-150 35 140 2,884 2,699 2,874 2,874 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.6 97.8 98.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 35 30 38 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 136,531
COMMITMENTS
3,924 75 320 132,217 136,136 136,461 136,531 70 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,576)
335 0 -100 2,341 2,676 2,576 2,576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 0.2 96.8 99.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 2 2 37 37 42 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 158,741
COMMITMENTS
24,547 8,510 5,860 128,084 144,191 158,491 158,561 250 180
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,353)
410 48 165 1,790 2,104 2,365 2,317 -12 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.4 3.7 80.7 90.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 7 8 40 35 51 47
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,693
COMMITMENTS
2,702 2,240 1,453 92,358 93,000 96,513 96,693 180 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 300)
-69 0 44 325 256 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.3 1.5 95.5 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 3 37 30 42 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,090
COMMITMENTS
375 940 25 16,180 15,995 16,580 16,960 510 130
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.5 0.1 94.7 93.6 97.0 99.2 3.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 13 24 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,330
COMMITMENTS
1,275 315 0 14,680 15,895 15,955 16,210 375 120
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 150)
100 0 0 50 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.9 0.0 89.9 97.3 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 12 20 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 18,105
COMMITMENTS
0 415 325 16,755 16,405 17,080 17,145 1,025 960
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,550)
0 0 0 1,550 1,550 1,550 1,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 1.8 92.5 90.6 94.3 94.7 5.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 21 17 22
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,186
COMMITMENTS
3,198 3,270 683 27,776 28,212 31,657 32,165 529 21
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 281)
-600 30 33 848 218 281 281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.2 2.1 86.3 87.7 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 20 22 24 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,877
COMMITMENTS
4,955 0 0 15,137 20,597 20,092 20,597 785 280
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 365)
0 0 0 278 373 278 373 87 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 0.0 0.0 72.5 98.7 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 18 20 20 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,785
COMMITMENTS
256 644 140 24,166 23,932 24,562 24,716 223 69
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 231)
0 0 0 231 230 231 230 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.6 0.6 97.5 96.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 27 23 30 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,496
COMMITMENTS
842 880 158 21,343 21,458 22,343 22,496 153 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 350)
600 0 0 -275 350 325 350 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.9 0.7 94.9 95.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 24 23 25 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,090
COMMITMENTS
0 1,120 0 14,907 13,970 14,907 15,090 183 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.0 98.8 92.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 14 16 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,955
COMMITMENTS
0 210 0 9,625 9,685 9,625 9,895 330 60
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.7 97.3 96.7 99.4 3.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 13 15 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,195
COMMITMENTS
50 3,455 465 22,560 19,185 23,075 23,105 120 90
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 1,220)
0 0 0 1,220 1,220 1,220 1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 14.9 2.0 97.3 82.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 26 25 28 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 6,340
COMMITMENTS
75 0 0 6,135 6,340 6,210 6,340 130 0
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.8 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 13 19 13
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,845
COMMITMENTS
920 350 460 7,915 8,935 9,295 9,745 550 100
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.6 4.7 80.4 90.8 94.4 99.0 5.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 12 17 14
Updated January 30, 2015