CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 20,339
COMMITMENTS
10,831 5,755 665 8,740 13,920 20,236 20,339 103 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -379)
498 176 -81 -807 -464 -390 -369 11 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 28.3 3.3 43.0 68.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 6 2 5 10 18 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,199
COMMITMENTS
4,471 6,904 1,164 20,563 18,131 26,199 26,199 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 239)
151 -340 83 6 496 239 239 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 26.4 4.4 78.5 69.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 3 8 8 17 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 25,746
COMMITMENTS
2,184 1,370 1,198 22,364 23,178 25,746 25,746 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 449)
-8 -255 464 -6 240 449 449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.3 4.7 86.9 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 3 11 9 17 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,106,611
COMMITMENTS
381,623 302,447 793,278 2890186 2988459 4065087 4084184 41,524 22,427
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -38,772)
-44,790 -35,660 -17,253 26,797 11,996 -35,246 -40,917 -3,526 2,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.4 19.3 70.4 72.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
28 45 59 128 103 192 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,261,366
COMMITMENTS
179,960 103,716 998,263 1082959 1158599 2261182 2260577 184 789
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 25,538)
4,131 4,324 14,391 7,015 6,758 25,538 25,473 -0 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.6 44.1 47.9 51.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
27 19 41 52 48 94 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,242
COMMITMENTS
6,466 11,824 4,476 214,299 216,605 225,241 232,905 16,001 8,337
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -11,630)
-1,385 -338 -120 -13,112 -15,589 -14,617 -16,047 2,987 4,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.9 1.9 88.8 89.8 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 3 36 30 41 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,087
COMMITMENTS
16,729 6,487 1,493 85,533 97,148 103,755 105,128 5,332 3,959
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,763)
-108 1,618 -583 -2,868 -6,351 -3,559 -5,316 -1,204 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.9 1.4 78.4 89.1 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 2 30 29 35 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,167
COMMITMENTS
3,362 8,521 3,259 224,772 219,604 231,393 231,384 6,774 6,783
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -3,276)
-888 -3,654 -951 -1,160 1,379 -2,999 -3,226 -277 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.6 1.4 94.4 92.2 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 22 33 25 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 694,934
COMMITMENTS
54,548 10,487 10,950 620,157 662,713 685,655 684,150 9,279 10,784
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 3,455)
2,258 -6,834 -1,270 1,978 11,968 2,966 3,864 489 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.5 1.6 89.2 95.4 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 3 46 37 49 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,254
COMMITMENTS
3,521 15,996 1,009 250,630 233,759 255,160 250,764 6,094 10,490
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -15,343)
1,994 -223 -70 -16,533 -14,591 -14,609 -14,884 -734 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.1 0.4 95.9 89.5 97.7 96.0 2.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 2 32 27 34 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,476
COMMITMENTS
1,074 4,724 6,043 240,306 240,518 247,423 251,285 8,053 4,191
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -24,680)
521 -193 -952 -26,872 -21,002 -27,303 -22,147 2,623 -2,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 2.4 94.1 94.1 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 4 37 39 41 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,532
COMMITMENTS
3,289 578 1,963 100,188 97,342 105,440 99,883 5,092 10,649
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -13,672)
2,417 -175 -2,309 -13,799 -14,145 -13,691 -16,629 19 2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.5 1.8 90.6 88.1 95.4 90.4 4.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 19 23 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,511
COMMITMENTS
266 686 5,858 98,171 102,370 104,295 108,914 11,216 6,597
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,437)
14 -2,148 1,005 -4,424 -670 -3,405 -1,813 968 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 5.1 85.0 88.6 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 24 20 27 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,125
COMMITMENTS
0 0 0 16,081 16,877 16,081 16,877 1,044 248
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -3,388)
0 -1,176 0 -2,200 -1,764 -2,200 -2,940 -1,188 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 98.6 93.9 98.6 6.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 6 15 6
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,660
COMMITMENTS
1,519 0 1,808 73,813 77,064 77,140 78,872 8,520 6,788
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -6,413)
189 -1,157 -413 -5,072 -3,065 -5,296 -4,635 -1,117 -1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 2.1 86.2 90.0 90.1 92.1 9.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 15 16 17 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,152
COMMITMENTS
0 0 0 186,225 188,098 186,225 188,098 8,927 7,054
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -7,747)
0 0 0 -5,265 -7,540 -5,265 -7,540 -2,482 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 96.4 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 21 23 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,676
COMMITMENTS
0 0 0 62,904 77,446 62,904 77,446 19,772 5,230
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -3,918)
0 0 0 -10,232 -4,058 -10,232 -4,058 6,314 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.1 93.7 76.1 93.7 23.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 325,747
COMMITMENTS
0 55 155 315,278 317,096 315,433 317,306 10,314 8,441
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -16,925)
0 -1,748 93 -18,635 -17,408 -18,542 -19,063 1,617 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.3 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 1 1 41 34 42 35
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,505
COMMITMENTS
0 3,246 2,755 63,884 53,815 66,639 59,816 8,866 15,689
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -8,039)
0 -2,098 45 -10,690 -7,928 -10,645 -9,981 2,606 1,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 3.6 84.6 71.3 88.3 79.2 11.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 16 16 18 18
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,415
COMMITMENTS
1,360 408 1,278 59,088 59,293 61,726 60,979 5,689 6,436
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -5,242)
-124 10 -557 -4,289 -3,399 -4,970 -3,946 -272 -1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.6 1.9 87.6 88.0 91.6 90.5 8.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 14 16 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,832
COMMITMENTS
13,439 0 1,116 55,704 68,693 70,259 69,809 573 1,023
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -33,376)
-2,729 -1,272 -687 -28,012 -29,959 -31,428 -31,918 -1,948 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 1.6 78.6 97.0 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 0 1 20 30 28 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,678
COMMITMENTS
0 6,755 0 51,213 43,939 51,213 50,694 465 984
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -6,408)
0 120 0 -5,848 -5,562 -5,848 -5,442 -560 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 0.0 99.1 85.0 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 17 19 17 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,868
COMMITMENTS
1,229 8,866 1,259 140,939 134,199 143,427 144,324 12,441 11,544
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -6,563)
1,229 308 1,107 -12,051 -9,847 -9,715 -8,432 3,152 1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.7 0.8 90.4 86.1 92.0 92.6 8.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 21 23 23 25
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,165
COMMITMENTS
0 4,094 1,803 106,005 103,294 107,808 109,191 8,357 6,974
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -9,404)
0 -1,383 -467 -9,376 -7,350 -9,843 -9,200 439 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.6 91.3 88.9 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 22 23 24 26
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,165
COMMITMENTS
1,248 15,234 641 89,671 81,498 91,560 97,373 8,605 2,792
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,184)
1 -560 -1 -6,976 -4,076 -6,976 -4,637 2,792 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 15.2 0.6 89.5 81.4 91.4 97.2 8.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 11 20 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,466
COMMITMENTS
580 8,035 730 96,557 94,420 97,867 103,185 6,599 1,281
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,454)
298 -124 -539 -3,340 -2,706 -3,581 -3,369 -873 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.7 0.7 92.4 90.4 93.7 98.8 6.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 15 19 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,432
COMMITMENTS
1,838 11,883 2,963 184,733 177,845 189,534 192,691 12,898 9,741
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -12,201)
-2,160 649 -870 -7,331 -15,615 -10,361 -15,836 -1,840 3,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.9 1.5 91.3 87.9 93.6 95.2 6.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 32 28 34 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,225
COMMITMENTS
620 248 0 38,402 39,516 39,022 39,764 1,203 461
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,716)
392 0 -392 -3,239 -4,263 -3,239 -4,655 -1,477 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.0 95.5 98.2 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 14 11 15 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 266,026
COMMITMENTS
426 13,164 2,833 251,254 246,519 254,513 262,516 11,513 3,510
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -18,752)
-928 165 -625 -10,541 -18,004 -12,094 -18,464 -6,658 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.9 1.1 94.4 92.7 95.7 98.7 4.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 1 37 35 38 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 114,541
COMMITMENTS
0 0 0 108,583 111,263 108,583 111,263 5,958 3,278
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,132)
0 0 0 -6,266 -3,798 -6,266 -3,798 2,134 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 97.1 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 18 24 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,621
COMMITMENTS
2,996 0 0 83,297 92,047 86,293 92,047 11,328 5,574
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,046)
1,284 0 0 -6,131 -3,494 -4,847 -3,494 2,801 1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 85.3 94.3 88.4 94.3 11.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 19 18 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,159
COMMITMENTS
0 0 0 80,563 83,534 80,563 83,534 8,596 5,625
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -7,276)
0 0 0 -8,266 -6,348 -8,266 -6,348 990 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 93.7 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 14 18 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 131,988
COMMITMENTS
15,820 9,052 10,329 105,025 111,769 131,173 131,150 814 838
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -9,664)
794 613 -739 -9,788 -10,178 -9,733 -10,305 68 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.9 7.8 79.6 84.7 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 7 13 46 48 62 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,195
COMMITMENTS
197 284 2,293 38,705 38,618 41,195 41,195 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 660)
69 -423 238 353 845 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 5.6 94.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 4 22 23 26 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 377,018
COMMITMENTS
28,805 7,519 19,043 329,170 350,152 377,018 376,714 0 304
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 1,241)
5,560 3,464 -2,888 -1,431 361 1,241 937 0 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.0 5.1 87.3 92.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 21 22 24 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,526,815
COMMITMENTS
24,756 14,139 40,967 1461092 1469333 1526815 1524439 0 2,376
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -52,878)
6,282 -784 -8,729 -50,431 -45,389 -52,878 -54,902 0 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 2.7 95.7 96.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 1 6 38 40 46 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,361
COMMITMENTS
361 981 7,635 45,358 44,738 53,355 53,355 6 6
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -500)
-250 -205 622 -866 -887 -494 -470 -6 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.8 14.3 85.0 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 4 23 20 28 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 309,253
COMMITMENTS
6,293 4,494 32,321 269,950 272,437 308,564 309,252 689 1
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -12,322)
3,616 -1,216 -283 -16,344 -10,824 -13,011 -12,323 689 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 10.5 87.3 88.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 13 18 15
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 581,017
COMMITMENTS
10,475 27,154 14,876 555,666 538,987 581,017 581,017 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -44,394)
-1,848 1,056 -1,320 -41,226 -44,130 -44,394 -44,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.7 2.6 95.6 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 24 23 26 26
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,307
COMMITMENTS
3,038 3,198 2,577 41,134 41,316 46,749 47,091 558 216
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,358)
285 116 -406 -4,241 -4,096 -4,362 -4,386 4 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.8 5.4 87.0 87.3 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 25 25 28 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,105
COMMITMENTS
0 295 100 53,213 53,410 53,313 53,805 792 300
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -5,087)
0 225 -225 -5,477 -5,087 -5,702 -5,087 615 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 98.4 98.7 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 27 21 28 23
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,720
COMMITMENTS
90 100 230 67,160 67,086 67,480 67,416 240 304
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -7,054)
-315 50 0 -6,847 -7,103 -7,162 -7,053 108 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.3 99.2 99.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 29 22 30 24
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,275
COMMITMENTS
1,190 75 10 17,025 18,190 18,225 18,275 50 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -555)
20 0 -70 -500 -485 -550 -555 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.4 0.1 93.2 99.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 20 16 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 266,568
COMMITMENTS
2,760 3,096 7,080 256,728 256,392 266,568 266,568 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -15,560)
1,264 2,256 -1,488 -15,336 -16,328 -15,560 -15,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 2.7 96.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 22 25 23
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,234
COMMITMENTS
2,584 278 198 5,173 7,543 7,955 8,019 279 215
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -980)
-520 -240 0 -420 -720 -940 -960 -40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 3.4 2.4 62.8 91.6 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 16 19 19 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,770
COMMITMENTS
960 525 240 18,570 19,005 19,770 19,770 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,155)
110 0 -110 -1,155 -1,045 -1,155 -1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.7 1.2 93.9 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 22 20 23 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,350
COMMITMENTS
0 840 230 13,890 13,280 14,120 14,350 230 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -495)
0 -80 -25 -440 -390 -465 -495 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 1.6 96.8 92.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 19 22 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,367
COMMITMENTS
636 38 329 14,743 14,609 15,708 14,976 659 1,391
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -945)
-18 0 -40 -951 -953 -1,009 -993 64 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 2.0 90.1 89.3 96.0 91.5 4.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 23 28 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,362
COMMITMENTS
0 10,338 1,115 47,788 37,704 48,903 49,157 459 205
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 798)
0 -1,034 0 440 1,627 440 593 358 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.9 2.3 96.8 76.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
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 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,126
COMMITMENTS
0 9,991 1,409 54,465 44,721 55,874 56,121 252 5
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -563)
-41 -1,047 50 -572 485 -563 -512 0 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.8 2.5 97.0 79.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 5 3 34 37 37 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,320
COMMITMENTS
500 0 0 43,560 44,215 44,060 44,215 260 105
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,165)
-100 0 0 -2,240 -2,270 -2,340 -2,270 175 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.3 99.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 27 12 28 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,335
COMMITMENTS
0 0 0 45,235 45,335 45,235 45,335 100 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,310)
0 0 0 -4,300 -4,310 -4,300 -4,310 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 30 15 30 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 380,224
COMMITMENTS
73,757 0 22,340 284,127 357,884 380,224 380,224 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -20,696)
-7,512 0 384 -13,568 -21,080 -20,696 -20,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 5.9 74.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 29 29 33 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,283
COMMITMENTS
4,804 291 752 17,532 21,275 23,088 22,318 195 965
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -909)
-255 83 26 -664 -1,022 -893 -913 -16 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 1.2 3.2 75.3 91.4 99.2 95.9 0.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 3 24 28 30 32
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 13,036
COMMITMENTS
1,111 1,102 695 11,228 11,237 13,034 13,034 2 2
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,170)
-73 594 -312 -737 -1,452 -1,122 -1,170 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 8.5 5.3 86.1 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 15 12 18 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 511,755
COMMITMENTS
0 7,333 14,498 497,257 489,924 511,755 511,755 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -60,490)
0 704 -1,056 -59,434 -60,138 -60,490 -60,490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 2.8 97.2 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 20 21 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,751
COMMITMENTS
7,128 0 2,666 34,526 41,788 44,320 44,454 431 297
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -3,079)
-36 0 -178 -2,912 -2,841 -3,126 -3,019 47 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 6.0 77.2 93.4 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 18 20 22 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,180
COMMITMENTS
4,583 0 490 10,764 14,451 15,837 14,941 343 1,239
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -639)
-188 0 88 -159 -686 -259 -598 -380 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 0.0 3.0 66.5 89.3 97.9 92.3 2.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 2 18 21 23 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 220,028
COMMITMENTS
47,228 0 0 172,018 220,028 219,246 220,028 782 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -14,768)
-304 0 0 -14,464 -14,768 -14,768 -14,768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.0 0.0 78.2 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 15 18 17 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,198
COMMITMENTS
1,164 381 264 10,513 10,740 11,941 11,385 257 813
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -607)
-157 -120 0 -474 -633 -631 -753 24 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.1 2.2 86.2 88.0 97.9 93.3 2.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 17 19 20
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 112,276
COMMITMENTS
10,816 0 391 101,069 111,885 112,276 112,276 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -10,929)
-352 0 0 -10,577 -10,929 -10,929 -10,929 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.3 90.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 19 19 21 20
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,833
COMMITMENTS
666 0 1,286 20,881 21,547 22,833 22,833 0 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 77)
-77 0 77 77 0 77 77 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 5.6 91.5 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 13 17 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 16,680
COMMITMENTS
816 436 2,576 13,227 13,607 16,619 16,619 61 61
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -866)
-12 -76 2 -833 -789 -843 -863 -24 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.6 15.4 79.3 81.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 13 11 16 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,665
COMMITMENTS
0 900 0 29,320 28,645 29,320 29,545 345 120
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,825)
0 0 0 -1,800 -1,945 -1,800 -1,945 -25 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.8 96.6 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 12 21 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,905
COMMITMENTS
0 900 0 26,500 25,885 26,500 26,785 405 120
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,485)
0 0 0 -1,465 -1,485 -1,465 -1,485 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 98.5 96.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 11 19 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,895
COMMITMENTS
0 0 0 23,685 23,845 23,685 23,845 210 50
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,580)
0 0 0 -1,710 -1,575 -1,710 -1,575 130 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 8 20 8
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,465
COMMITMENTS
0 0 0 16,255 16,465 16,255 16,465 210 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,035)
0 0 0 -1,245 -1,035 -1,245 -1,035 210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 9 18 9
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,050
COMMITMENTS
0 50 0 14,130 14,940 14,130 14,990 920 60
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,290)
-25 0 0 -2,245 -2,290 -2,270 -2,290 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 93.9 99.3 93.9 99.6 6.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 10 12 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,875
COMMITMENTS
0 0 0 13,140 13,815 13,140 13,815 735 60
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,810)
-100 -25 0 -2,695 -2,785 -2,795 -2,810 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 99.6 94.7 99.6 5.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 6 19 6
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,677
COMMITMENTS
0 0 0 14,070 14,677 14,070 14,677 607 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -3,355)
-100 0 0 -2,967 -3,295 -3,067 -3,295 -288 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 100.0 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 8 22 8
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,228
COMMITMENTS
1,815 55 340 105,928 107,833 108,083 108,228 145 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,230)
50 55 -230 -4,040 -4,005 -4,220 -4,180 -10 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.3 97.9 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 35 32 38 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 134,890
COMMITMENTS
2,820 0 470 131,585 134,420 134,875 134,890 15 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -6,551)
-720 0 50 -5,896 -6,601 -6,566 -6,551 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.3 97.5 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 0 2 37 39 41 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 149,259
COMMITMENTS
19,949 7,061 5,895 123,100 136,200 148,944 149,156 315 103
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -7,649)
-682 -310 -820 -6,151 -6,439 -7,653 -7,569 4 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.7 3.9 82.5 91.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 6 9 46 39 58 52
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,464
COMMITMENTS
1,433 2,100 2,657 96,214 95,692 100,304 100,449 160 15
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -4,688)
-371 -280 231 -4,543 -4,644 -4,683 -4,693 -5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.1 2.6 95.8 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 4 38 31 44 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,690
COMMITMENTS
295 815 0 24,035 23,745 24,330 24,560 360 130
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,605)
-75 -50 -50 -2,465 -2,495 -2,590 -2,595 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.3 0.0 97.3 96.2 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 23 12 24 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,795
COMMITMENTS
684 315 0 21,776 22,360 22,460 22,675 335 120
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,460)
-325 0 0 -2,120 -2,460 -2,445 -2,460 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.4 0.0 95.5 98.1 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 11 23 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 19,605
COMMITMENTS
0 950 300 18,660 17,235 18,960 18,485 645 1,120
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -455)
0 -20 0 -440 -630 -440 -650 -15 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.5 95.2 87.9 96.7 94.3 3.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 18 18 20
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,156
COMMITMENTS
3,153 3,270 650 26,878 27,236 30,681 31,156 475 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,458)
-65 0 -35 -1,273 -1,378 -1,373 -1,413 -85 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.5 2.1 86.3 87.4 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 21 23 25 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,110
COMMITMENTS
4,815 0 0 15,377 20,838 20,192 20,838 918 272
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,043)
-110 0 0 -781 -998 -891 -998 -152 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 0.0 0.0 72.8 98.7 95.7 98.7 4.3 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 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,643
COMMITMENTS
306 310 230 23,447 24,068 23,983 24,608 660 35
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,480)
-94 -124 -16 -1,796 -1,244 -1,906 -1,384 426 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.3 0.9 95.1 97.7 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 26 21 29 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,527
COMMITMENTS
567 700 143 21,701 21,674 22,411 22,517 116 10
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,554)
-45 -115 -30 -1,458 -1,159 -1,533 -1,304 -21 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.1 0.6 96.3 96.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 23 23 24 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,044
COMMITMENTS
0 1,070 0 14,660 13,974 14,660 15,044 384 0
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -685)
0 -100 0 -901 -585 -901 -685 216 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 97.4 92.9 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 14 17 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,235
COMMITMENTS
25 2,510 290 24,795 22,225 25,110 25,025 125 210
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,665)
-25 -100 -175 -1,455 -1,510 -1,655 -1,785 -10 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.9 1.1 98.3 88.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 22 21 24 23
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 7,890
COMMITMENTS
975 0 0 6,795 7,870 7,770 7,870 120 20
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -200)
300 0 0 -495 -200 -195 -200 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 86.1 99.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 17 15 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,290
COMMITMENTS
430 125 300 8,950 9,755 9,680 10,180 610 110
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -675)
55 -125 -80 -920 -580 -945 -785 270 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 2.9 87.0 94.8 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 15 17 17
Updated March 13, 2015