CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 16,302
COMMITMENTS
7,699 5,054 855 7,683 10,392 16,238 16,302 64 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 443)
511 104 50 -141 323 420 477 23 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 31.0 5.2 47.1 63.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 6 2 6 7 17 14
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,717
COMMITMENTS
4,004 7,469 1,088 21,626 18,160 26,717 26,717 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -478)
63 0 -7 -534 -471 -478 -478 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 28.0 4.1 80.9 68.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 2 10 8 18 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,442,001
COMMITMENTS
387,797 307,430 952,388 3064792 3163819 4404977 4423637 37,024 18,364
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 78,723)
10,645 -3,527 6,499 56,428 74,076 73,572 77,048 5,151 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.9 21.4 69.0 71.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
28 46 58 141 114 206 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,507,773
COMMITMENTS
108,045 43,052 1374079 1025492 1089814 2507616 2506944 157 828
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 7,739)
-7,341 682 9,060 5,962 -2,058 7,681 7,684 57 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.7 54.8 40.9 43.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 21 42 58 52 103 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,252
COMMITMENTS
7,972 13,787 5,766 218,114 222,540 231,852 242,093 13,400 3,159
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -1,992)
-3,343 -4,415 1,123 244 1,067 -1,976 -2,225 -16 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.6 2.4 88.9 90.7 94.5 98.7 5.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 6 36 36 44 44
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,055
COMMITMENTS
13,262 3,310 2,506 83,272 95,446 99,040 101,262 5,015 2,793
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,505)
-826 -153 624 1,591 2,077 1,389 2,548 116 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.2 2.4 80.0 91.7 95.2 97.3 4.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 3 30 30 35 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,448
COMMITMENTS
3,822 8,727 3,745 210,653 204,433 218,220 216,905 6,228 7,543
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 311)
-124 -4,485 -95 561 6,972 342 2,392 -31 -2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.9 1.7 93.9 91.1 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 4 27 30 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 695,970
COMMITMENTS
43,362 13,380 14,386 629,954 656,556 687,702 684,322 8,268 11,648
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 19,166)
2,604 472 145 15,988 16,067 18,737 16,684 429 2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.9 2.1 90.5 94.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 4 3 47 37 50 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,146
COMMITMENTS
556 18,051 1,126 259,618 238,685 261,300 257,862 6,846 10,284
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 16,120)
-328 2,038 49 15,209 15,278 14,930 17,365 1,190 -1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.7 0.4 96.8 89.0 97.4 96.2 2.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 1 33 25 34 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,062
COMMITMENTS
0 5,421 5,332 257,607 256,992 262,939 267,745 9,123 4,317
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 7,587)
-242 496 -130 6,794 7,124 6,422 7,490 1,165 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 2.0 94.7 94.5 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 4 3 38 41 41 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,026
COMMITMENTS
2,994 1,068 2,027 113,259 110,916 118,280 114,011 4,746 9,015
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 2,097)
-122 1,068 -537 2,694 1,957 2,035 2,488 62 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.9 1.6 92.1 90.2 96.1 92.7 3.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 20 21 22 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,719
COMMITMENTS
561 2,503 4,928 94,208 97,132 99,697 104,563 12,022 7,156
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 445)
-97 -535 607 -1,734 -298 -1,224 -226 1,669 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.2 4.4 84.3 86.9 89.2 93.6 10.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 3 23 20 26 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,630
COMMITMENTS
0 1,176 0 17,847 16,944 17,847 18,120 783 510
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 651)
0 0 0 558 651 558 651 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 95.8 91.0 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 20 14 20 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,538
COMMITMENTS
1,725 1,647 1,743 78,884 79,692 82,352 83,082 9,186 8,456
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,734)
941 156 -55 848 653 1,734 754 0 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.8 1.9 86.2 87.1 90.0 90.8 10.0 9.2
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 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 201,252
COMMITMENTS
0 1,988 0 187,923 194,021 187,923 196,009 13,329 5,243
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -3,185)
0 0 0 -4,076 -3,339 -4,076 -3,339 891 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 93.4 96.4 93.4 97.4 6.6 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 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,837
COMMITMENTS
0 0 0 71,747 81,396 71,747 81,396 13,090 3,441
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,024)
0 0 0 -3,007 933 -3,007 933 4,031 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.6 95.9 84.6 95.9 15.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 15 19 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 313,273
COMMITMENTS
0 0 0 306,356 308,130 306,356 308,130 6,917 5,143
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 10,359)
0 -310 0 9,288 15,251 9,288 14,941 1,071 -4,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.4 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 0 0 45 35 45 35
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,874
COMMITMENTS
1,217 4,641 2,232 71,655 65,070 75,104 71,943 6,770 9,931
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 2,764)
-886 891 231 1,310 2,323 655 3,445 2,109 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.7 2.7 87.5 79.5 91.7 87.9 8.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 19 20 21 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,879
COMMITMENTS
2,064 991 1,912 62,998 63,222 66,974 66,125 4,905 5,754
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 779)
-178 991 247 955 -642 1,024 596 -245 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.4 2.7 87.6 88.0 93.2 92.0 6.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 16 15 19 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,849
COMMITMENTS
12,160 0 0 62,362 72,257 74,522 72,257 2,327 4,592
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -33,765)
-6,820 -1,148 -876 -23,255 -29,400 -30,951 -31,424 -2,814 -2,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.0 81.1 94.0 97.0 94.0 3.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 15 12 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,553
COMMITMENTS
13,320 2,520 420 46,479 57,596 60,219 60,536 1,334 1,017
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -2,531)
-3,908 0 -372 1,696 -2,041 -2,584 -2,413 53 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.1 0.7 75.5 93.6 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 1 25 29 29 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,618
COMMITMENTS
0 6,356 0 44,050 37,160 44,050 43,516 568 1,102
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,116)
0 0 0 930 992 930 992 186 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.2 0.0 98.7 83.3 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 16 20 16 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,324
COMMITMENTS
1,049 3,094 1,001 145,850 139,066 147,900 143,161 4,424 9,163
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -821)
1,049 -665 -184 3,300 1,026 4,165 177 -4,986 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.0 0.7 95.7 91.3 97.1 94.0 2.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 30 30 31 33
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,972
COMMITMENTS
1,963 0 2,885 49,923 53,752 54,771 56,637 8,201 6,335
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -119)
642 0 398 -1,190 -548 -150 -150 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 4.6 79.3 85.4 87.0 89.9 13.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 14 16 17 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,071
COMMITMENTS
0 2,282 3,194 106,713 102,461 109,907 107,937 5,164 7,134
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -527)
0 370 109 -636 -572 -527 -93 0 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 2.8 92.7 89.0 95.5 93.8 4.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 23 28 25 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,550
COMMITMENTS
1,447 0 13 64,964 62,607 66,424 62,620 4,126 7,930
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 3,662)
-93 0 13 3,632 2,838 3,552 2,851 110 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 92.1 88.7 94.2 88.8 5.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 15 19 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,313
COMMITMENTS
0 15,794 0 93,349 80,709 93,349 96,503 5,964 2,810
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 578)
0 94 0 3,622 1,705 3,622 1,799 -3,044 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.9 0.0 94.0 81.3 94.0 97.2 6.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 11 18 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,389
COMMITMENTS
37 8,802 1,260 98,683 94,246 99,980 104,308 7,409 3,081
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 223)
-766 304 623 457 -737 314 190 -91 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 1.2 91.9 87.8 93.1 97.1 6.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 14 21 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,430
COMMITMENTS
2,090 11,708 3,658 184,386 185,046 190,134 200,412 15,296 5,018
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 444)
-1,556 -1,232 744 2,025 1,285 1,213 797 -769 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.7 1.8 89.8 90.1 92.6 97.6 7.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 2 33 30 35 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,733
COMMITMENTS
364 248 0 14,727 16,149 15,091 16,397 1,642 336
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -279 -31 -279 -31 124 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.0 88.0 96.5 90.2 98.0 9.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 11 11 12 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,353
COMMITMENTS
0 392 0 38,250 39,364 38,250 39,756 2,103 597
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 279)
0 0 0 248 186 248 186 31 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 94.8 97.5 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 18 15 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 274,296
COMMITMENTS
551 13,089 3,243 254,181 249,376 257,975 265,708 16,321 8,588
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 2,304)
551 -1,761 -85 -839 88 -373 -1,758 2,677 4,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.8 1.2 92.7 90.9 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 2 38 34 40 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,432
COMMITMENTS
0 0 0 99,994 101,556 99,994 101,556 4,438 2,876
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 8,228)
0 0 0 6,975 8,831 6,975 8,831 1,253 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 97.2 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 20 24 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,484
COMMITMENTS
0 0 0 87,595 92,034 87,595 92,034 7,889 3,450
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,436)
0 0 0 1,098 2,875 1,098 2,875 338 -1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 96.4 91.7 96.4 8.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 20 20 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,064
COMMITMENTS
0 0 0 80,116 82,746 80,116 82,746 7,948 5,318
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 818)
0 0 0 -2,336 -470 -2,336 -470 3,154 1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 94.0 91.0 94.0 9.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 15 19 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 33,414
COMMITMENTS
0 392 0 33,050 32,112 33,050 32,504 364 910
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 372)
0 0 0 372 372 372 372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.9 96.1 98.9 97.3 1.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 10 14 10 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 144,363
COMMITMENTS
16,939 7,378 12,169 114,379 124,265 143,486 143,811 877 552
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -1,261)
-1,578 -363 1,254 -969 -2,518 -1,293 -1,627 32 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.1 8.4 79.2 86.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 8 18 50 48 70 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,408
COMMITMENTS
230 485 2,077 38,101 37,846 40,408 40,408 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 65)
-460 331 -32 557 -233 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.2 5.1 94.3 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 22 24 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 371,990
COMMITMENTS
20,754 3,294 21,787 328,795 346,909 371,336 371,990 654 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 7,540)
368 -1,285 -69 6,587 8,894 6,886 7,540 654 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.9 5.9 88.4 93.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 19 19 21 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,563,974
COMMITMENTS
19,751 26,211 45,322 1498901 1492441 1563974 1563974 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 28,831)
1,171 261 0 27,660 28,570 28,831 28,831 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.7 2.9 95.8 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 3 7 35 43 44 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,294
COMMITMENTS
2,838 1,025 6,294 44,150 45,938 53,282 53,258 12 36
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -878)
-1,450 -38 464 109 -1,304 -878 -878 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.9 11.8 82.8 86.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 4 21 20 25 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 303,885
COMMITMENTS
4,796 12,471 24,041 275,048 267,373 303,885 303,885 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 679)
-3,212 1,000 -24 3,915 -297 679 679 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.1 7.9 90.5 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 15 20 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 609,828
COMMITMENTS
13,091 20,273 15,805 580,932 573,750 609,828 609,828 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 4,227)
0 1,137 0 4,227 3,090 4,227 4,227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.3 2.6 95.3 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 27 24 30 27
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,033
COMMITMENTS
2,965 4,121 2,276 44,240 43,448 49,481 49,845 552 188
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -210)
44 -984 0 -166 816 -122 -168 -88 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.2 4.5 88.4 86.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 4 27 27 32 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,442
COMMITMENTS
50 95 250 57,977 57,797 58,277 58,142 165 300
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 955)
50 0 0 1,505 1,260 1,555 1,260 -600 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.4 99.2 98.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 27 23 29 24
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 7,200
COMMITMENTS
1,900 50 50 5,050 6,800 7,000 6,900 200 300
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 0.7 0.7 70.1 94.4 97.2 95.8 2.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 12 12 17 13
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,184
COMMITMENTS
355 0 280 72,429 72,599 73,064 72,879 120 305
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,025)
50 0 -10 985 1,035 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.4 99.0 99.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 28 25 29 26
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,680
COMMITMENTS
570 0 80 15,975 16,600 16,625 16,680 55 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 600)
520 -80 80 0 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.5 95.8 99.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 19 16 21 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 275,024
COMMITMENTS
7,288 0 2,352 265,384 272,672 275,024 275,024 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 5,464)
-4,704 0 784 9,384 4,680 5,464 5,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.9 96.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 23 22 25 23
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,800
COMMITMENTS
3,104 474 198 5,223 7,848 8,525 8,520 275 280
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 198)
0 -88 88 110 220 198 220 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 5.4 2.3 59.4 89.2 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 15 17 19 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,450
COMMITMENTS
5,550 300 0 8,900 14,150 14,450 14,450 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 2.1 0.0 61.6 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 10 14 11 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,700
COMMITMENTS
350 450 250 17,100 17,000 17,700 17,700 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 840)
350 300 250 240 290 840 840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.5 1.4 96.6 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 19 19 20 21
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,285
COMMITMENTS
0 670 355 13,670 13,260 14,025 14,285 260 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 2.5 95.7 92.8 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 20 23 21 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,451
COMMITMENTS
953 60 325 15,578 15,745 16,856 16,130 595 1,321
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -171)
-598 -44 22 405 -127 -171 -149 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.3 1.9 89.3 90.2 96.6 92.4 3.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 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 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,787
COMMITMENTS
0 11,384 1,065 47,621 36,128 48,686 48,577 101 210
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,257)
0 1,261 25 1,232 -239 1,257 1,047 0 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.3 2.2 97.6 74.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 1 34 33 35 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,488
COMMITMENTS
41 11,618 1,422 54,773 43,184 56,236 56,224 252 264
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 2,363)
0 1,460 -7 2,380 683 2,373 2,136 -10 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 20.6 2.5 97.0 76.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 6 2 35 36 38 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,605
COMMITMENTS
600 0 0 39,950 40,605 40,550 40,605 55 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 255)
0 0 0 415 290 415 290 -160 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 28 16 29 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,715
COMMITMENTS
0 0 0 43,495 43,655 43,495 43,655 220 60
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 29 16 29 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 394,277
COMMITMENTS
80,044 0 21,956 292,277 372,321 394,277 394,277 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 9,075)
1,980 0 0 7,095 9,075 9,075 9,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.0 5.6 74.1 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 29 32 33 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,591
COMMITMENTS
5,273 168 766 17,341 21,740 23,380 22,674 211 917
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 28)
-20 0 0 26 -16 6 -16 22 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.7 3.2 73.5 92.2 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 4 22 30 29 34
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 13,306
COMMITMENTS
622 567 1,078 11,558 11,661 13,258 13,306 48 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,465)
181 129 0 1,260 1,336 1,441 1,465 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.3 8.1 86.9 87.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 13 10 16 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 548,628
COMMITMENTS
0 5,893 15,554 533,074 527,181 548,628 548,628 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 794)
0 0 0 794 794 794 794 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 2.8 97.2 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 22 22 23 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,117
COMMITMENTS
7,300 0 2,567 37,759 45,173 47,626 47,740 491 377
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 206)
-168 0 150 437 100 419 250 -213 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 5.3 78.5 93.9 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 20 20 24 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,606
COMMITMENTS
4,729 0 402 10,752 15,179 15,883 15,581 723 1,025
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -132)
0 0 0 -174 -132 -174 -132 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 0.0 2.4 64.7 91.4 95.6 93.8 4.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 2 17 20 22 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 230,095
COMMITMENTS
46,750 0 0 183,345 230,095 230,095 230,095 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 391)
0 0 0 391 391 391 391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.0 0.0 79.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 16 18 19 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,721
COMMITMENTS
1,255 501 308 10,857 11,505 12,420 12,314 301 407
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 63)
44 0 -44 63 107 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.9 2.4 85.3 90.4 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 17 18 19 22
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 104,017
COMMITMENTS
10,777 0 391 92,849 103,626 104,017 104,017 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 391)
0 0 0 391 391 391 391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.4 89.3 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 18 18 21 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,655
COMMITMENTS
0 1,161 1,746 19,909 18,748 21,655 21,655 0 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 539)
0 -616 385 154 770 539 539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 8.1 91.9 86.6 100.0 100.0 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 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,820
COMMITMENTS
0 900 0 30,450 29,920 30,450 30,820 370 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 98.8 97.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 13 22 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,555
COMMITMENTS
0 900 0 27,190 26,535 27,190 27,435 365 120
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -130)
0 0 0 -130 -250 -130 -250 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 98.7 96.3 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 11 21 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,635
COMMITMENTS
0 0 0 24,555 24,580 24,555 24,580 80 55
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 1,080 1,080 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 11 21 11
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,350
COMMITMENTS
0 0 0 16,110 16,350 16,110 16,350 240 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 555)
0 0 0 555 555 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 100.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 8 18 8
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,880
COMMITMENTS
25 50 0 15,915 16,720 15,940 16,770 940 110
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.0 94.3 99.1 94.4 99.3 5.6 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 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,035
COMMITMENTS
100 25 0 15,185 16,010 15,285 16,035 750 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 390)
0 0 0 390 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.0 94.7 99.8 95.3 100.0 4.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 9 24 10
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,985
COMMITMENTS
125 0 0 16,105 16,985 16,230 16,985 755 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 94.8 100.0 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 24 9 26 9
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,372
COMMITMENTS
1,565 500 530 111,117 112,342 113,212 113,372 160 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,486)
50 -15 50 1,376 1,451 1,476 1,486 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.5 98.0 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 34 34 38 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 143,586
COMMITMENTS
3,350 0 245 139,991 143,331 143,586 143,576 0 10
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,565)
-10 0 0 1,575 1,555 1,565 1,555 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.2 97.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 0 2 38 39 43 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 157,524
COMMITMENTS
20,054 8,335 6,750 130,479 141,884 157,283 156,969 241 555
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 2,473)
-1,053 315 633 2,882 1,169 2,462 2,117 11 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.3 4.3 82.8 90.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 6 9 45 39 57 52
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,552
COMMITMENTS
2,441 2,580 1,604 97,327 96,908 101,372 101,092 180 460
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 3,904)
0 -650 500 3,404 3,604 3,904 3,454 0 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.5 1.6 95.8 95.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 4 37 31 43 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,085
COMMITMENTS
385 865 50 26,165 26,030 26,600 26,945 485 140
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 255)
185 -25 25 45 245 255 245 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.2 0.2 96.6 96.1 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 12 24 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,360
COMMITMENTS
1,059 315 0 23,951 24,925 25,010 25,240 350 120
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 230)
84 0 0 156 230 240 230 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 0.0 94.4 98.3 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 21 12 22 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 19,105
COMMITMENTS
0 945 325 18,120 16,910 18,445 18,180 660 925
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 945)
0 325 0 1,030 620 1,030 945 -85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.7 94.8 88.5 96.5 95.2 3.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 18 23 19 25
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,563
COMMITMENTS
3,218 3,270 685 27,272 27,587 31,175 31,542 388 21
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 35)
50 0 0 -15 35 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.4 2.2 86.4 87.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 21 23 25 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,563
COMMITMENTS
4,925 0 0 14,848 20,291 19,773 20,291 790 272
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 135)
50 0 0 85 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 0.0 72.2 98.7 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,640
COMMITMENTS
250 514 210 25,008 24,636 25,468 25,360 172 280
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 353)
0 -70 80 303 113 383 123 -30 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.0 0.8 97.5 96.1 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 25 25 28 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,901
COMMITMENTS
622 815 128 22,014 21,948 22,764 22,891 137 10
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 90)
0 50 0 90 30 90 80 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.6 0.6 96.1 95.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 23 22 24 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,639
COMMITMENTS
0 1,140 0 15,471 14,499 15,471 15,639 168 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 534)
0 120 0 534 414 534 534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 98.9 92.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 14 17 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,749
COMMITMENTS
0 110 0 10,144 10,584 10,144 10,694 605 55
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 379)
0 0 0 79 379 79 379 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 94.4 98.5 94.4 99.5 5.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,110
COMMITMENTS
50 3,205 415 25,510 22,400 25,975 26,020 135 90
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,015)
25 -25 0 990 1,040 1,015 1,015 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.3 1.6 97.7 85.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 24 25 27 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 7,375
COMMITMENTS
375 0 0 6,875 7,375 7,250 7,375 125 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 190 180 190 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 93.2 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 16 19 16
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,020
COMMITMENTS
1,275 225 380 8,995 10,415 10,650 11,020 370 0
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 2.0 3.4 81.6 94.5 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 14 19 16
Updated February 20, 2015