CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 21,338
COMMITMENTS
11,184 5,820 915 9,111 14,603 21,209 21,338 129 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 574)
349 -191 249 -45 515 554 574 20 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 27.3 4.3 42.7 68.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 6 3 6 10 20 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,259
COMMITMENTS
4,455 6,904 1,180 20,624 18,175 26,259 26,259 -0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -19)
8 0 -8 -18 -11 -19 -19 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 26.3 4.5 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 26,528
COMMITMENTS
3,156 1,178 1,253 22,119 24,097 26,528 26,528 -0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 218)
244 -59 76 -101 202 218 218 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.4 4.7 83.4 90.8 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 4 4 14 10 23 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,102,590
COMMITMENTS
343,362 329,946 797,504 2924529 2956568 4065395 4084018 37,195 18,572
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -9,048)
-25,027 51,693 -27,841 43,318 -30,303 -9,550 -6,451 502 -2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.0 19.4 71.3 72.1 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
37 39 60 134 108 201 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,278,862
COMMITMENTS
196,752 116,393 984,611 1097325 1177131 2278688 2278135 174 728
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 61,790)
9,365 6,361 27,909 24,600 27,646 61,874 61,916 -84 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.1 43.2 48.2 51.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
22 28 44 54 51 99 100
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,185
COMMITMENTS
4,280 15,424 5,282 216,629 212,534 226,191 233,240 15,994 8,945
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 720)
-1,002 1,626 258 1,255 -1,710 511 174 209 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.4 2.2 89.4 87.8 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 10 4 35 29 40 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,219
COMMITMENTS
20,646 4,444 1,540 88,222 104,695 110,408 110,679 4,811 4,540
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,885)
3,953 -1,770 -311 1,133 5,352 4,775 3,271 -890 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.9 1.3 76.6 90.9 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 3 32 31 39 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,285
COMMITMENTS
2,830 8,621 4,662 219,275 211,358 226,767 224,641 6,518 8,644
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -3,583)
-2,876 284 1,158 -2,625 -5,101 -4,343 -3,659 760 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.7 2.0 94.0 90.6 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 4 24 31 28 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,347
COMMITMENTS
63,429 16,041 11,845 655,039 700,395 730,313 728,281 8,034 10,066
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 24,805)
6,253 5,316 124 19,787 19,808 26,164 25,248 -1,359 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.2 1.6 88.7 94.9 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 3 49 37 52 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,059
COMMITMENTS
2,936 15,830 1,572 264,905 246,944 269,413 264,346 5,646 10,713
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,865)
-614 46 383 5,337 4,235 5,106 4,664 -1,241 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.8 0.6 96.3 89.8 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 2 32 31 34 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,230
COMMITMENTS
0 7,362 5,313 250,843 248,586 256,156 261,261 10,074 4,969
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,015)
0 1,141 -126 6,050 4,898 5,924 5,913 91 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 2.0 94.2 93.4 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 4 3 39 40 42 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,567
COMMITMENTS
3,854 420 3,655 107,280 104,815 114,789 108,890 3,778 9,677
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,913)
-810 420 1,688 7,349 5,135 8,227 7,243 -1,314 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 3.1 90.5 88.4 96.8 91.8 3.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 23 21 25 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,984
COMMITMENTS
210 758 5,873 97,075 103,093 103,158 109,724 11,826 5,260
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 632)
-62 1 205 739 759 882 965 -250 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 5.1 84.4 89.7 89.7 95.4 10.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 3 25 23 28 27
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,994
COMMITMENTS
656 1,711 2,333 79,101 78,547 82,090 82,591 8,904 8,403
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,092)
475 1,711 -70 3,651 1,607 4,056 3,248 36 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.9 2.6 86.9 86.3 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 16 18 18 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 200,591
COMMITMENTS
0 0 0 193,317 194,057 193,317 194,057 7,274 6,534
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,697)
0 0 0 3,300 2,859 3,300 2,859 -1,603 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.7 96.4 96.7 3.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 22 24 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,849
COMMITMENTS
0 0 0 65,909 78,408 65,909 78,408 17,940 5,441
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 774)
0 0 0 1,810 563 1,810 563 -1,036 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.6 93.5 78.6 93.5 21.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 15 18 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,710
COMMITMENTS
0 415 155 327,012 327,799 327,167 328,369 10,543 9,341
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,357)
0 360 0 4,311 1,323 4,311 1,683 46 2,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 96.8 97.1 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 2 1 41 35 42 37
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,957
COMMITMENTS
555 2,954 2,937 67,252 56,334 70,744 62,225 8,213 16,732
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,148)
555 -818 120 132 1,505 807 807 341 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 3.7 85.2 71.3 89.6 78.8 10.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,482
COMMITMENTS
944 2,120 1,740 63,103 61,594 65,787 65,454 4,695 5,028
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,965)
-420 1,712 373 2,102 0 2,055 2,085 -90 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.0 2.5 89.5 87.4 93.3 92.9 6.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 16 18 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,978
COMMITMENTS
3,784 0 0 80,909 82,827 84,693 82,827 2,285 4,151
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 93.0 95.2 97.4 95.2 2.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 18 16 21 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,682
COMMITMENTS
7,390 531 585 67,171 73,363 75,146 74,479 536 1,203
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,990)
-5,089 531 -531 12,647 6,810 7,027 6,810 -37 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.7 0.8 88.8 96.9 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 1 1 29 36 37 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,148
COMMITMENTS
0 8,375 0 71,593 62,769 71,593 71,144 555 1,004
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 10,156)
0 1,620 0 10,066 9,186 10,066 10,806 90 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 99.2 87.0 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 0 18 25 18 28
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,340
COMMITMENTS
1,261 11,132 1,172 144,592 133,467 147,025 145,771 10,315 11,569
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 738)
1,261 596 -222 -842 278 197 652 541 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.1 0.7 91.9 84.8 93.4 92.6 6.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 23 27 25 29
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 16,853
COMMITMENTS
0 465 62 15,780 14,399 15,842 14,926 1,011 1,927
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.4 93.6 85.4 94.0 88.6 6.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 11 10 12 12
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,113
COMMITMENTS
0 5,992 2,049 110,439 104,892 112,488 112,933 7,625 7,180
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,059)
0 1,502 -147 2,968 434 2,821 1,789 -762 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 1.7 91.9 87.3 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 25 24 27 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,853
COMMITMENTS
756 674 1,122 68,190 67,914 70,068 69,710 6,785 7,143
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,527)
-30 0 0 4,766 3,467 4,736 3,467 -1,209 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 1.5 88.7 88.4 91.2 90.7 8.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 12 14 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,017
COMMITMENTS
1,248 15,784 641 92,659 82,780 94,548 99,205 7,469 2,812
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,085)
0 520 0 585 1,138 585 1,658 500 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 15.5 0.6 90.8 81.1 92.7 97.2 7.3 2.8
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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,981
COMMITMENTS
0 0 0 19,733 19,433 19,733 19,433 248 548
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,734)
0 0 0 1,734 2,166 1,734 2,166 0 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 97.3 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 10 19 10 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,911
COMMITMENTS
980 9,462 570 98,068 94,181 99,618 104,213 6,293 1,698
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,997)
340 1,183 -155 3,118 1,492 3,303 2,520 -306 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.9 0.5 92.6 88.9 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 18 16 19 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,703
COMMITMENTS
2,698 17,670 2,367 181,680 174,707 186,745 194,744 17,958 9,959
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,217)
-752 3,629 -397 2,640 -2,665 1,491 567 -274 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.6 1.2 88.8 85.3 91.2 95.1 8.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 29 30 31 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,544
COMMITMENTS
0 1,737 0 23,992 20,906 23,992 22,643 1,552 2,901
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,422)
0 390 0 6,273 5,885 6,273 6,275 149 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 93.9 81.8 93.9 88.6 6.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 12 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,695
COMMITMENTS
620 248 0 39,932 41,051 40,552 41,299 1,143 396
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,290)
0 0 0 1,350 1,355 1,350 1,355 -60 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.0 95.8 98.5 97.3 99.1 2.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 13 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 274,679
COMMITMENTS
727 11,765 2,899 261,498 256,518 265,124 271,182 9,555 3,497
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,187)
0 -965 66 1,851 1,623 1,917 724 -730 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.3 1.1 95.2 93.4 96.5 98.7 3.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 2 40 36 43 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 120,628
COMMITMENTS
0 0 0 117,823 117,426 117,823 117,426 2,805 3,202
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,390)
0 0 0 1,454 -320 1,454 -320 -64 1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.3 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 23 26 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,821
COMMITMENTS
2,996 0 0 87,300 94,293 90,296 94,293 9,525 5,528
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -244)
0 0 0 489 416 489 416 -733 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 87.5 94.5 90.5 94.5 9.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 21 20 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,944
COMMITMENTS
0 0 0 82,981 84,698 82,981 84,698 8,963 7,246
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,800)
0 -852 0 4,041 2,942 4,041 2,090 -241 1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 92.1 90.3 92.1 9.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 16 19 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,200
COMMITMENTS
0 341 0 34,890 34,397 34,890 34,738 310 462
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.1 97.7 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 7 13 7 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 136,782
COMMITMENTS
16,882 10,958 10,460 108,736 114,670 136,079 136,089 703 693
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,163)
376 1,118 66 1,756 1,048 2,198 2,233 -35 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.0 7.6 79.5 83.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 8 15 48 50 65 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,912
COMMITMENTS
128 118 2,256 39,528 39,538 41,912 41,912 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 68)
-78 -25 -27 173 119 68 68 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 5.4 94.3 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 4 23 23 27 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 393,358
COMMITMENTS
27,549 9,671 19,347 346,462 364,340 393,358 393,358 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -4,860)
0 -304 608 -5,468 -5,164 -4,860 -4,860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.5 4.9 88.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 23 22 26 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,545,106
COMMITMENTS
24,684 23,999 40,901 1479521 1480206 1545106 1545106 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 30,613)
1,840 -840 40 28,733 31,413 30,613 30,613 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 2.6 95.8 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 4 6 38 40 46 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,252
COMMITMENTS
388 1,077 7,426 47,431 46,743 55,246 55,246 6 6
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -547)
31 -18 16 -595 -545 -547 -547 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.9 13.4 85.8 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 4 24 20 29 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 322,757
COMMITMENTS
7,629 5,406 31,673 283,454 285,677 322,756 322,756 1 1
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 5,168)
-1,560 608 1,216 5,512 3,344 5,168 5,168 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.7 9.8 87.8 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 15 16 18 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 592,825
COMMITMENTS
10,475 22,514 15,244 567,106 555,067 592,825 592,825 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,304)
0 56 368 936 880 1,304 1,304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.8 2.6 95.7 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 25 24 27 28
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,509
COMMITMENTS
2,560 3,195 2,969 42,358 42,151 47,887 48,315 622 194
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 558)
-368 -64 304 558 318 494 558 64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.6 6.1 87.3 86.9 98.7 99.6 1.3 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,980
COMMITMENTS
0 345 100 54,076 54,235 54,176 54,680 804 300
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 330)
0 50 0 330 280 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 98.4 98.6 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 1 29 22 30 24
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,695
COMMITMENTS
90 150 230 68,123 68,311 68,443 68,691 252 4
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 415)
0 50 0 415 665 415 715 0 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.3 99.2 99.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 31 24 32 26
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,285
COMMITMENTS
1,190 75 10 17,035 18,200 18,235 18,285 50 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 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 21 16 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 264,936
COMMITMENTS
2,760 3,464 7,080 255,096 254,392 264,936 264,936 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,264)
0 368 0 -1,264 -1,632 -1,264 -1,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.3 2.7 96.3 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 24 20 26 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,383
COMMITMENTS
2,624 190 286 5,409 7,650 8,319 8,126 64 257
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1)
40 -88 88 88 -41 216 -41 -215 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 2.3 3.4 64.5 91.3 99.2 96.9 0.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 17 19 21 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,965
COMMITMENTS
960 525 240 19,765 20,200 20,965 20,965 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 945)
0 0 0 945 945 945 945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.5 1.1 94.3 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 23 22 24 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,015
COMMITMENTS
0 840 230 13,555 12,945 13,785 14,015 230 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -550)
0 0 0 -550 -550 -550 -550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 1.6 96.7 92.4 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,699
COMMITMENTS
636 18 329 15,053 14,940 16,018 15,287 681 1,412
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 211)
0 0 0 211 190 211 190 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.1 2.0 90.1 89.5 95.9 91.5 4.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 28 24 30 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,569
COMMITMENTS
0 10,993 1,065 51,040 40,311 52,105 52,369 464 200
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,071)
0 -135 -25 1,091 1,231 1,066 1,071 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.9 2.0 97.1 76.7 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 1 34 34 35 38
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,776
COMMITMENTS
0 11,096 1,337 58,177 47,338 59,514 59,771 262 5
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,595)
0 209 -16 1,606 1,402 1,590 1,595 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 2.2 97.3 79.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 5 3 34 38 37 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,580
COMMITMENTS
500 0 0 46,645 47,490 47,145 47,490 435 90
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,150)
0 0 0 1,055 1,150 1,055 1,150 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.0 99.8 99.1 99.8 0.9 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,910
COMMITMENTS
0 0 0 47,810 47,910 47,810 47,910 100 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,190)
0 0 0 1,190 1,190 1,190 1,190 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: 32)
0 0 0 31 15 31 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 393,720
COMMITMENTS
68,013 0 22,340 303,367 371,380 393,720 393,720 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,682)
-4,880 0 0 3,198 -1,682 -1,682 -1,682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.0 5.7 77.1 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 28 31 32 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,645
COMMITMENTS
4,953 313 752 18,745 22,961 24,450 24,026 195 619
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 416)
63 22 0 386 534 449 556 -33 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.3 3.1 76.1 93.2 99.2 97.5 0.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 3 26 31 32 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 13,806
COMMITMENTS
1,033 1,101 772 11,999 11,931 13,804 13,804 2 2
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,001)
-1 76 0 1,002 925 1,001 1,001 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.0 5.6 86.9 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 15 13 19 15
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 178,786
COMMITMENTS
21,758 0 10,568 146,449 168,207 178,775 178,775 11 11
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 5.9 81.9 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 12 7 16 8
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 540,240
COMMITMENTS
0 7,333 14,498 525,742 518,409 540,240 540,240 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 10,979)
0 0 0 10,979 10,979 10,979 10,979 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 2.7 97.3 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 20 21 21 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,560
COMMITMENTS
6,506 0 2,814 35,809 42,449 45,129 45,263 431 297
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 765)
-358 0 148 975 617 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.0 6.2 78.6 93.2 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 19 22 23 24
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,841
COMMITMENTS
3,455 0 723 12,083 14,815 16,261 15,538 580 1,303
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 191)
-555 0 66 614 83 125 149 66 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 4.3 71.7 88.0 96.6 92.3 3.4 7.7
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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 225,676
COMMITMENTS
49,068 0 0 175,826 225,676 224,894 225,676 782 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,912)
1,104 0 0 3,808 4,912 4,912 4,912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.0 0.0 77.9 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 16 18 19 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,631
COMMITMENTS
1,205 167 264 11,902 12,129 13,371 12,560 260 1,071
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,124)
0 41 0 1,121 869 1,121 910 3 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.2 1.9 87.3 89.0 98.1 92.1 1.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 17 21 20
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 113,447
COMMITMENTS
10,448 0 391 102,608 113,056 113,447 113,447 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,558)
0 0 0 -1,558 -1,558 -1,558 -1,558 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.3 90.4 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 22 20 24 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,563
COMMITMENTS
558 0 1,313 21,692 22,250 23,563 23,563 0 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 513)
0 0 0 513 513 513 513 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 5.6 92.1 94.4 100.0 100.0 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 18,506
COMMITMENTS
835 821 2,358 15,263 15,277 18,456 18,456 51 51
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -410)
2 11 -37 779 770 743 743 -1,153 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.4 12.7 82.5 82.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 14 12 17 14
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| 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 03/17/15 (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 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 03/24/15 |
--------------------------------------------------------------| 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 03/17/15 (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 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,541
COMMITMENTS
0 0 0 26,331 26,491 26,331 26,491 210 50
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 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: 30)
0 0 0 23 11 23 11
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,979
COMMITMENTS
0 0 0 18,769 18,979 18,769 18,979 210 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 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 03/24/15 |
--------------------------------------------------------------| 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 03/17/15 (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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,915
COMMITMENTS
0 0 0 13,180 13,855 13,180 13,855 735 60
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 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 03/24/15 |
--------------------------------------------------------------| 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 03/17/15 (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 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,949
COMMITMENTS
1,815 55 340 110,654 112,554 112,809 112,949 140 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,951)
0 0 0 2,956 2,951 2,956 2,951 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.3 98.0 99.7 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 139,746
COMMITMENTS
2,820 0 470 136,441 139,276 139,731 139,746 15 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,975)
0 0 0 2,975 2,975 2,975 2,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.3 97.6 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 0 2 41 40 45 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 153,423
COMMITMENTS
19,290 6,782 6,218 127,596 140,315 153,104 153,315 319 108
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,829)
-25 -175 495 1,360 1,509 1,830 1,829 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 4.4 4.1 83.2 91.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 6 8 46 41 57 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,943
COMMITMENTS
1,178 2,100 3,077 96,494 95,751 100,749 100,928 194 15
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -656)
0 0 0 -690 -656 -690 -656 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 3.0 95.6 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,365
COMMITMENTS
295 815 0 24,710 24,420 25,005 25,235 360 130
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 680)
0 0 0 680 680 680 680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.2 0.0 97.4 96.3 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 24 13 25 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,650
COMMITMENTS
684 315 0 22,631 23,215 23,315 23,530 335 120
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 935)
0 0 0 935 935 935 935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 0.0 95.7 98.2 98.6 99.5 1.4 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 20,920
COMMITMENTS
0 950 300 20,315 18,910 20,615 20,160 305 760
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 625 265 625 0 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.4 97.1 90.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 21 20 22 22
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,469
COMMITMENTS
2,553 2,770 703 28,713 28,996 31,969 32,469 500 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 945)
0 0 0 905 945 905 945 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.5 2.2 88.4 89.3 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,870
COMMITMENTS
3,915 0 0 16,037 20,598 19,952 20,598 918 272
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,226
COMMITMENTS
366 310 230 24,970 25,651 25,566 26,191 660 35
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,178)
40 0 0 1,138 1,178 1,178 1,178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 0.9 95.2 97.8 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 27 24 30 26
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,116
COMMITMENTS
567 700 143 22,290 22,263 23,000 23,106 116 10
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -76)
0 0 0 -76 -76 -76 -76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 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 24 25 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,469
COMMITMENTS
0 1,070 0 15,085 14,399 15,085 15,469 384 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 97.5 93.1 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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,145
COMMITMENTS
25 2,510 290 25,705 23,135 26,020 25,935 125 210
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 75 60 75 60 -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: 34)
1 2 1 24 23 26 25
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,985
COMMITMENTS
975 0 0 7,470 8,950 8,445 8,950 540 35
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 660)
0 0 0 240 645 240 645 420 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.0 83.1 99.6 94.0 99.6 6.0 0.4
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 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,710
COMMITMENTS
430 125 300 8,885 10,170 9,615 10,595 1,095 115
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 370)
0 0 0 -50 370 -50 370 420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.2 2.8 83.0 95.0 89.8 98.9 10.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 15 17 17
Updated March 27, 2015