CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 20,765
COMMITMENTS
10,834 6,011 666 9,155 14,088 20,656 20,765 109 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 425)
3 256 1 415 168 419 425 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 28.9 3.2 44.1 67.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 6 2 6 10 19 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,278
COMMITMENTS
4,447 6,904 1,188 20,643 18,186 26,278 26,278 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 80)
-24 0 24 79 55 80 80 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 26.3 4.5 78.6 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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 26,310
COMMITMENTS
2,911 1,238 1,178 22,221 23,894 26,310 26,310 0 -0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 563)
728 -132 -21 -144 716 563 563 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.7 4.5 84.5 90.8 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 4 12 10 20 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,111,638
COMMITMENTS
368,389 278,253 825,345 2881211 2986871 4074945 4090469 36,693 21,169
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 5,027)
-13,234 -24,194 32,067 -8,975 -1,588 9,858 6,285 -4,831 -1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.8 20.1 70.1 72.6 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
38 41 58 135 108 202 179
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,217,072
COMMITMENTS
187,387 110,032 956,702 1072725 1149484 2216814 2216218 258 854
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -44,294)
7,427 6,317 -41,561 -10,234 -9,115 -44,367 -44,359 74 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.0 43.2 48.4 51.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
23 26 43 54 51 98 99
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,465
COMMITMENTS
5,282 13,798 5,024 215,374 214,244 225,680 233,066 15,785 8,399
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 223)
-1,184 1,974 548 1,075 -2,361 439 161 -216 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.7 2.1 89.2 88.7 93.5 96.5 6.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 8 4 36 30 42 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,334
COMMITMENTS
16,693 6,214 1,851 87,089 99,343 105,633 107,408 5,701 3,926
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,247)
-36 -273 358 1,556 2,195 1,878 2,280 369 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.6 1.7 78.2 89.2 94.9 96.5 5.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 2 31 31 36 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,868
COMMITMENTS
5,706 8,337 3,504 221,900 216,459 231,110 228,300 5,758 8,568
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,299)
2,344 -184 245 -2,872 -3,145 -283 -3,084 -1,016 1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.5 1.5 93.7 91.4 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 4 22 31 26 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 713,542
COMMITMENTS
57,176 10,725 11,721 635,252 680,587 704,149 703,033 9,393 10,509
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 18,608)
2,628 238 771 15,095 17,874 18,494 18,883 114 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.5 1.6 89.0 95.4 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 3 46 36 49 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,194
COMMITMENTS
3,550 15,784 1,189 259,568 242,709 264,307 259,682 6,887 11,512
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 9,940)
29 -212 180 8,938 8,950 9,147 8,918 793 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.8 0.4 95.7 89.5 97.5 95.8 2.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 2 30 27 32 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,215
COMMITMENTS
0 6,221 5,439 244,793 243,688 250,232 255,348 9,983 4,867
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 4,739)
-1,074 1,497 -604 4,487 3,170 2,809 4,063 1,930 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 2.1 94.1 93.6 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 4 3 38 39 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,654
COMMITMENTS
4,664 0 1,967 99,931 99,680 106,562 101,647 5,092 10,007
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,122)
1,375 -578 4 -257 2,338 1,122 1,764 0 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 1.8 89.5 89.3 95.4 91.0 4.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 21 20 23 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,352
COMMITMENTS
272 757 5,668 96,336 102,334 102,276 108,759 12,076 5,593
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,159)
6 71 -190 -1,835 -36 -2,019 -155 860 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 5.0 84.2 89.5 89.4 95.1 10.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 3 24 22 27 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,902
COMMITMENTS
181 0 2,403 75,450 76,940 78,034 79,343 8,868 7,559
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,242)
-1,338 0 595 1,637 -124 894 471 348 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 2.8 86.8 88.5 89.8 91.3 10.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 14 16 16 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 198,894
COMMITMENTS
0 0 0 190,017 191,198 190,017 191,198 8,877 7,696
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 3,742)
0 0 0 3,792 3,100 3,792 3,100 -50 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 96.1 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,075
COMMITMENTS
0 0 0 64,099 77,845 64,099 77,845 18,976 5,230
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 399)
0 0 0 1,195 399 1,195 399 -796 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.2 93.7 77.2 93.7 22.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 333,353
COMMITMENTS
0 55 155 322,701 326,476 322,856 326,686 10,497 6,667
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 7,606)
0 0 0 7,423 9,380 7,423 9,380 183 -1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.9 96.9 98.0 3.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 1 1 42 36 43 37
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,809
COMMITMENTS
0 3,772 2,817 67,120 54,829 69,937 61,418 7,872 16,391
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,304)
0 526 62 3,236 1,014 3,298 1,602 -994 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 3.6 86.3 70.5 89.9 78.9 10.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 17 15 19 17
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,517
COMMITMENTS
1,364 408 1,367 61,001 61,594 63,732 63,369 4,785 5,148
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,102)
4 0 89 1,913 2,301 2,006 2,390 -904 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.6 2.0 89.0 89.9 93.0 92.5 7.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 15 18 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,692
COMMITMENTS
12,479 0 1,116 54,524 66,553 68,119 67,669 573 1,023
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -2,140)
-960 0 0 -1,180 -2,140 -2,140 -2,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.0 1.6 79.4 96.9 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 0 1 22 31 30 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,992
COMMITMENTS
0 6,755 0 61,527 53,583 61,527 60,338 465 1,654
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 10,314)
0 0 0 10,314 9,644 10,314 9,644 0 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 0.0 99.2 86.4 99.2 97.3 0.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 18 20 18 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,602
COMMITMENTS
0 10,536 1,394 145,434 133,189 146,828 145,119 9,774 11,483
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 734)
-1,229 1,670 135 4,495 -1,010 3,401 795 -2,667 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.9 92.9 85.0 93.8 92.7 6.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 23 25 25 27
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,054
COMMITMENTS
0 4,490 2,196 107,471 104,458 109,667 111,144 8,387 6,910
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,889)
0 396 393 1,466 1,164 1,859 1,953 30 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.9 91.0 88.5 92.9 94.1 7.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 22 23 24 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,326
COMMITMENTS
786 674 1,122 63,424 64,447 65,332 66,243 7,994 7,083
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -534)
-295 -660 4 -1,151 -1,003 -1,442 -1,659 908 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 1.5 86.5 87.9 89.1 90.3 10.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 13 13 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,932
COMMITMENTS
1,248 15,264 641 92,074 81,642 93,963 97,547 6,969 3,385
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 767)
0 30 0 2,403 144 2,403 174 -1,636 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 15.1 0.6 91.2 80.9 93.1 96.6 6.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 12 21 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,247
COMMITMENTS
0 0 0 17,999 17,267 17,999 17,267 248 980
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 94.6 98.6 94.6 1.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 15 10 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,914
COMMITMENTS
640 8,279 725 94,950 92,689 96,315 101,693 6,599 1,221
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,552)
60 244 -5 -1,607 -1,731 -1,552 -1,492 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.0 0.7 92.3 90.1 93.6 98.8 6.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 16 19 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,486
COMMITMENTS
3,450 14,041 2,764 179,040 177,372 185,254 194,177 18,232 9,309
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,054)
1,612 2,158 -199 -5,693 -473 -4,280 1,486 5,334 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.9 1.4 88.0 87.2 91.0 95.4 9.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 2 29 29 31 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,122
COMMITMENTS
0 1,347 0 17,719 15,021 17,719 16,368 1,403 2,754
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -2,088)
-364 482 0 -893 -5,035 -1,257 -4,553 -831 2,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 92.7 78.6 92.7 85.6 7.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 9 12 10
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,405
COMMITMENTS
620 248 0 38,582 39,696 39,202 39,944 1,203 461
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 273,492
COMMITMENTS
727 12,730 2,833 259,647 254,895 263,207 270,458 10,285 3,034
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 7,466)
301 -434 0 8,393 8,376 8,694 7,942 -1,228 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.7 1.0 94.9 93.2 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 1 1 40 36 42 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 119,238
COMMITMENTS
0 0 0 116,369 117,746 116,369 117,746 2,869 1,492
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 4,697)
0 0 0 7,786 6,483 7,786 6,483 -3,089 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.7 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 25 20 25 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,065
COMMITMENTS
2,996 0 0 86,811 93,877 89,807 93,877 10,258 6,188
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,444)
0 0 0 3,514 1,830 3,514 1,830 -1,070 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 86.8 93.8 89.7 93.8 10.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 20 19 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,144
COMMITMENTS
0 852 0 78,940 81,756 78,940 82,608 9,204 5,536
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,015)
0 852 0 -1,623 -1,778 -1,623 -926 608 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 89.6 92.8 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 15 17 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 134,619
COMMITMENTS
16,506 9,840 10,394 106,980 113,622 133,881 133,856 738 763
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,631)
687 788 65 1,955 1,853 2,707 2,707 -76 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.3 7.7 79.5 84.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 8 14 47 49 64 65
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,844
COMMITMENTS
206 143 2,283 39,355 39,419 41,844 41,844 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 650)
9 -141 -10 651 801 650 650 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 5.5 94.1 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 4 23 23 27 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 398,218
COMMITMENTS
27,549 9,975 18,739 351,930 369,504 398,218 398,218 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 21,200)
-1,256 2,456 -304 22,760 19,352 21,200 21,504 0 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.5 4.7 88.4 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 23 23 26 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,514,493
COMMITMENTS
22,844 24,839 40,861 1450788 1448793 1514493 1514493 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -12,323)
-1,912 10,700 -106 -10,305 -20,541 -12,323 -9,947 0 -2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.6 2.7 95.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 5 7 38 40 46 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,799
COMMITMENTS
357 1,095 7,410 48,026 47,288 55,793 55,793 6 6
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,438)
-4 114 -225 2,668 2,549 2,438 2,438 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 13.3 86.1 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 4 24 19 29 25
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 317,589
COMMITMENTS
9,189 4,798 30,457 277,942 282,333 317,588 317,588 1 1
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 8,336)
2,896 304 -1,864 7,992 9,896 9,024 8,336 -688 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 9.6 87.5 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 15 14 18 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 591,521
COMMITMENTS
10,475 22,458 14,876 566,170 554,187 591,521 591,521 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 10,504)
0 -4,696 0 10,504 15,200 10,504 10,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.8 2.5 95.7 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 25 24 27 27
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,951
COMMITMENTS
2,928 3,259 2,665 41,800 41,833 47,393 47,757 558 194
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 644)
-110 61 88 666 517 644 666 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.8 5.6 87.2 87.2 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 27 27 30 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,650
COMMITMENTS
0 295 100 53,746 53,955 53,846 54,350 804 300
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 545)
0 0 0 533 545 533 545 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 98.3 98.7 98.5 99.5 1.5 0.5
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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,280
COMMITMENTS
90 100 230 67,708 67,646 68,028 67,976 252 304
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 560)
0 0 0 548 560 548 560 12 0
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: 38)
1 1 1 30 23 31 25
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,225
COMMITMENTS
1,190 75 10 16,975 18,140 18,175 18,225 50 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.4 0.1 93.1 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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 266,200
COMMITMENTS
2,760 3,096 7,080 256,360 256,024 266,200 266,200 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -368)
0 0 0 -368 -368 -368 -368 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: 32)
1 1 1 24 22 26 23
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,382
COMMITMENTS
2,584 278 198 5,321 7,691 8,103 8,167 279 215
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 3.3 2.4 63.5 91.8 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 16 20 19 22
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,020
COMMITMENTS
960 525 240 18,820 19,255 20,020 20,020 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.6 1.2 94.0 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 22 21 23 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,565
COMMITMENTS
0 840 230 14,105 13,495 14,335 14,565 230 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 1.6 96.8 92.7 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 20 24 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,488
COMMITMENTS
636 18 329 14,842 14,750 15,807 15,097 681 1,391
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 121)
0 -20 0 99 141 99 121 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 2.0 90.0 89.5 95.9 91.6 4.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 27 24 29 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,498
COMMITMENTS
0 11,128 1,090 49,949 39,080 51,039 51,298 459 200
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,136)
0 790 -25 2,161 1,376 2,136 2,141 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.6 2.1 97.0 75.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 2 34 34 36 38
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,181
COMMITMENTS
0 10,887 1,353 56,571 45,936 57,924 58,176 257 5
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,055)
0 896 -56 2,106 1,215 2,050 2,055 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.7 2.3 97.2 79.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 5 3 34 39 37 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,430
COMMITMENTS
500 0 0 45,590 46,340 46,090 46,340 340 90
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,110)
0 0 0 2,030 2,125 2,030 2,125 80 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.2 99.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 28 13 29 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,720
COMMITMENTS
0 0 0 46,620 46,720 46,620 46,720 100 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,385)
0 0 0 1,385 1,385 1,385 1,385 0 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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 395,402
COMMITMENTS
72,893 0 22,340 300,169 373,062 395,402 395,402 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 15,178)
-864 0 0 16,042 15,178 15,178 15,178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 5.6 75.9 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 28 32 32 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,229
COMMITMENTS
4,890 291 752 18,359 22,427 24,001 23,470 228 759
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 946)
86 0 0 827 1,152 913 1,152 33 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.2 3.1 75.8 92.6 99.1 96.9 0.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 3 25 30 31 34
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,805
COMMITMENTS
1,034 1,025 772 10,997 11,006 12,803 12,803 2 2
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -231)
-77 -77 77 -231 -231 -231 -231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.0 6.0 85.9 86.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 16 12 20 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 529,261
COMMITMENTS
0 7,333 14,498 514,763 507,430 529,261 529,261 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 17,506)
0 0 0 17,506 17,506 17,506 17,506 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 2.7 97.3 95.9 100.0 100.0 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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,795
COMMITMENTS
6,864 0 2,666 34,834 41,832 44,364 44,498 431 297
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 44)
-264 0 0 308 44 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 6.0 77.8 93.4 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 19 21 23 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,650
COMMITMENTS
4,010 0 657 11,469 14,732 16,136 15,389 514 1,261
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 470)
-573 0 167 705 281 299 448 171 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.0 3.9 68.9 88.5 96.9 92.4 3.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 3 18 21 23 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 220,764
COMMITMENTS
47,964 0 0 172,018 220,764 219,982 220,764 782 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 736)
736 0 0 0 736 736 736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.0 0.0 77.9 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 15 18 18 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,507
COMMITMENTS
1,205 126 264 10,781 11,260 12,250 11,650 257 857
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 309)
41 -255 0 268 520 309 265 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.0 2.1 86.2 90.0 97.9 93.1 2.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 18 17 20 20
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 115,005
COMMITMENTS
10,448 0 391 104,166 114,614 115,005 115,005 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,729)
-368 0 0 3,097 2,729 2,729 2,729 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.3 90.6 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 20 18 22 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,050
COMMITMENTS
558 0 1,313 21,179 21,737 23,050 23,050 0 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 217)
-108 0 27 298 190 217 217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 5.7 91.9 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 13 19 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 18,916
COMMITMENTS
833 811 2,395 14,485 14,507 17,713 17,713 1,204 1,204
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,236)
17 375 -181 1,257 900 1,094 1,094 1,143 1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.3 12.7 76.6 76.7 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 14 11 17 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,295
COMMITMENTS
0 900 0 29,950 29,275 29,950 30,175 345 120
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.9 96.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 14 21 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,035
COMMITMENTS
0 900 0 26,690 25,775 26,690 26,675 345 360
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 130)
0 0 0 190 -110 190 -110 -60 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 98.7 95.3 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,041
COMMITMENTS
0 0 0 25,831 25,991 25,831 25,991 210 50
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,146)
0 0 0 2,146 2,146 2,146 2,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 10 22 10
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,679
COMMITMENTS
0 0 0 18,469 18,679 18,469 18,679 210 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,214)
0 0 0 2,214 2,214 2,214 2,214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 10 20 10
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| 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 03/10/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 03/17/15 |
--------------------------------------------------------------| 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 03/10/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,747
COMMITMENTS
0 0 0 14,140 14,747 14,140 14,747 607 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,998
COMMITMENTS
1,815 55 340 107,698 109,603 109,853 109,998 145 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,770)
0 0 0 1,770 1,770 1,770 1,770 0 0
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: 45)
2 1 1 37 34 40 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 136,771
COMMITMENTS
2,820 0 470 133,466 136,301 136,756 136,771 15 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,881)
0 0 0 1,881 1,881 1,881 1,881 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.3 97.6 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 2 38 39 42 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 151,594
COMMITMENTS
19,315 6,957 5,723 126,236 138,806 151,274 151,486 320 108
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,335)
-634 -104 -172 3,136 2,606 2,330 2,330 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.6 3.8 83.3 91.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 7 9 46 40 58 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,599
COMMITMENTS
1,178 2,100 3,077 97,184 96,407 101,439 101,584 160 15
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,135)
-255 0 420 970 715 1,135 1,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 3.0 95.7 94.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 39 34 46 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,685
COMMITMENTS
295 815 0 24,030 23,740 24,325 24,555 360 130
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 0 0
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 24 12 25 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,715
COMMITMENTS
684 315 0 21,696 22,280 22,380 22,595 335 120
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -80)
0 0 0 -80 -80 -80 -80 0 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: 28)
1 1 0 23 11 24 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 20,655
COMMITMENTS
0 950 300 20,050 18,285 20,350 19,535 305 1,120
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,050)
0 0 0 1,390 1,050 1,390 1,050 -340 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 1.5 97.1 88.5 98.5 94.6 1.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 21 18 22 20
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,524
COMMITMENTS
2,553 2,770 703 27,808 28,051 31,064 31,524 460 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 368)
-600 -500 53 930 815 383 368 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.8 2.2 88.2 89.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 22 23 26 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,810
COMMITMENTS
3,915 0 0 15,977 20,538 19,892 20,538 918 272
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -300)
-900 0 0 600 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.0 0.0 76.8 98.7 95.6 98.7 4.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 20 21 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,048
COMMITMENTS
326 310 230 23,832 24,473 24,388 25,013 660 35
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 405)
20 0 0 385 405 405 405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 0.9 95.1 97.7 97.4 99.9 2.6 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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,192
COMMITMENTS
567 700 143 22,366 22,339 23,076 23,182 116 10
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 665)
0 0 0 665 665 665 665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.0 0.6 96.4 96.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 24 23 25 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,149
COMMITMENTS
0 1,070 0 14,765 14,079 14,765 15,149 384 0
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 97.5 92.9 97.5 100.0 2.5 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 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,085
COMMITMENTS
25 2,510 290 25,630 23,075 25,945 25,875 140 210
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 850)
0 0 0 835 850 835 850 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.6 1.1 98.3 88.5 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 23 21 25 23
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,325
COMMITMENTS
975 0 0 7,230 8,305 8,205 8,305 120 20
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 435)
0 0 0 435 435 435 435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 0.0 86.8 99.8 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 17 16 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,340
COMMITMENTS
430 125 300 8,935 9,800 9,665 10,225 675 115
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 50)
0 0 0 -15 45 -15 45 65 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 2.9 86.4 94.8 93.5 98.9 6.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 15 17 17
Updated March 20, 2015