CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 14,200
COMMITMENTS
5,398 3,964 639 8,095 9,598 14,132 14,200 68 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -7,138)
-5,785 -1,857 -276 -1,016 -5,005 -7,077 -7,138 -61 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 27.9 4.5 57.0 67.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 5 4 5 9 17 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,719
COMMITMENTS
4,789 5,889 1,094 18,836 17,736 24,719 24,719 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,541)
334 -1,015 -86 -1,788 -440 -1,541 -1,541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.8 4.4 76.2 71.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 2 7 8 16 13
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 22,443
COMMITMENTS
3,446 1,335 837 18,160 20,271 22,443 22,443 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -4,085)
290 157 -416 -3,959 -3,826 -4,085 -4,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.9 3.7 80.9 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 3 10 9 19 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,975,622
COMMITMENTS
351,833 350,184 774,650 2813878 2833906 3940361 3958740 35,261 16,882
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -126,968)
8,471 20,238 -22,854 -110,651 -122,662 -125,034 -125,278 -1,934 -1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 8.8 19.5 70.8 71.3 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
35 42 55 128 105 192 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,048,940
COMMITMENTS
201,256 99,855 864,708 982,501 1083045 2048465 2047609 475 1,331
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -229,922)
4,504 -16,538 -119,902 -114,825 -94,086 -230,223 -230,526 300 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.9 42.2 48.0 52.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 23 37 49 48 87 88
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,944
COMMITMENTS
4,550 16,045 4,501 224,101 222,364 233,152 242,910 16,792 7,034
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 7,759)
270 621 -781 7,472 9,830 6,961 9,670 798 -1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.4 1.8 89.7 89.0 93.3 97.2 6.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 8 4 37 31 42 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,094
COMMITMENTS
21,482 4,592 1,286 91,364 108,149 114,132 114,027 4,962 5,067
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,875)
836 148 -254 3,142 3,454 3,724 3,348 151 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.9 1.1 76.7 90.8 95.8 95.7 4.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 2 32 31 39 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,460
COMMITMENTS
2,379 7,657 6,245 229,664 224,682 238,288 238,584 7,172 6,876
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 12,175)
-451 -964 1,583 10,389 13,324 11,521 13,943 654 -1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.1 2.5 93.6 91.5 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 25 33 30 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,317
COMMITMENTS
65,063 14,986 12,207 655,846 705,511 733,116 732,704 9,201 9,613
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,970)
1,634 -1,055 362 807 5,116 2,803 4,423 1,167 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.0 1.6 88.4 95.0 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 4 47 36 51 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,581
COMMITMENTS
3,271 17,251 1,683 271,375 253,870 276,329 272,804 7,252 10,777
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 8,522)
335 1,421 111 6,470 6,926 6,916 8,458 1,606 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.1 0.6 95.7 89.5 97.4 96.2 2.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 2 30 31 32 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,742
COMMITMENTS
575 5,621 6,226 256,168 255,656 262,969 267,503 7,773 3,239
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,512)
575 -1,741 913 5,325 7,070 6,813 6,242 -2,301 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.1 2.3 94.6 94.4 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 5 4 41 42 46 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,921
COMMITMENTS
2,268 444 4,653 111,496 107,148 118,417 112,245 3,504 9,676
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,354)
-1,586 24 998 4,216 2,333 3,628 3,355 -274 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 3.8 91.4 87.9 97.1 92.1 2.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 24 21 27 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,492
COMMITMENTS
662 758 6,088 100,341 106,248 107,091 113,094 11,401 5,398
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,508)
452 0 215 3,266 3,155 3,933 3,370 -425 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 5.1 84.7 89.7 90.4 95.4 9.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 3 27 24 30 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,587
COMMITMENTS
718 2,670 2,333 82,700 80,149 85,751 85,152 7,836 8,435
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,593)
62 959 0 3,599 1,602 3,661 2,561 -1,068 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.9 2.5 88.4 85.6 91.6 91.0 8.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 201,143
COMMITMENTS
0 0 0 193,992 193,909 193,992 193,909 7,151 7,234
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 552)
0 0 0 675 -148 675 -148 -123 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.4 96.4 96.4 3.6 3.6
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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,933
COMMITMENTS
0 0 0 69,679 78,914 69,679 78,914 15,254 6,019
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,084)
0 0 0 3,770 506 3,770 506 -2,686 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.0 92.9 82.0 92.9 18.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 15 18 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,544
COMMITMENTS
0 0 0 20,943 22,292 20,943 22,292 2,601 1,252
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.0 94.7 89.0 94.7 11.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 13 13 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 346,197
COMMITMENTS
10 241 480 334,277 338,398 334,767 339,119 11,430 7,078
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 8,487)
10 -174 325 7,265 10,599 7,600 10,750 887 -2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 96.6 97.7 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 1 42 39 43 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,773
COMMITMENTS
615 3,208 3,040 66,674 56,913 70,329 63,161 9,444 16,612
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 816)
60 254 103 -578 579 -415 936 1,231 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.0 3.8 83.6 71.3 88.2 79.2 11.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 16 18 18
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,382
COMMITMENTS
888 2,977 2,160 62,883 60,329 65,931 65,466 5,451 5,916
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 900)
-56 857 420 -220 -1,265 144 12 756 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.2 3.0 88.1 84.5 92.4 91.7 7.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 15 19 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,650
COMMITMENTS
6,214 1,950 0 96,851 98,649 103,065 100,599 2,585 5,051
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 18,672)
2,430 1,950 0 15,942 15,822 18,372 17,772 300 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.8 0.0 91.7 93.4 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 0 23 28 28 30
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,670
COMMITMENTS
8,668 2,074 1,331 85,665 92,844 95,664 96,249 2,006 1,421
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 21,988)
1,278 1,543 746 18,494 19,481 20,518 21,770 1,470 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.1 1.4 87.7 95.1 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 2 3 29 42 38 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,786
COMMITMENTS
0 8,255 0 72,231 62,923 72,231 71,178 555 1,608
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 638)
0 -120 0 638 154 638 34 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 0.0 99.2 86.4 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 0 20 25 20 29
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,773
COMMITMENTS
0 13,453 1,013 149,129 135,326 150,142 149,792 10,631 10,981
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,433)
-1,261 2,321 -159 4,537 1,859 3,117 4,021 316 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.6 92.8 84.2 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 25 27 27 29
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,547
COMMITMENTS
0 465 62 16,204 14,759 16,266 15,286 1,281 2,261
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 694)
0 0 0 424 360 424 360 270 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.4 92.3 84.1 92.7 87.1 7.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 11 13 12 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,414
COMMITMENTS
1,754 4,614 1,250 47,031 50,296 50,035 56,160 12,379 6,254
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.4 2.0 75.4 80.6 80.2 90.0 19.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 14 17 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,674
COMMITMENTS
0 5,572 1,972 112,934 107,029 114,906 114,573 6,768 7,101
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,561)
0 -420 -77 2,495 2,137 2,418 1,640 -857 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 1.6 92.8 88.0 94.4 94.2 5.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 2 26 25 28 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,368
COMMITMENTS
880 0 870 70,591 70,495 72,341 71,365 7,027 8,003
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,515)
124 -674 -252 2,401 2,581 2,273 1,655 242 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.1 88.9 88.8 91.1 89.9 8.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 12 14 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,082
COMMITMENTS
1,248 16,393 641 94,694 83,932 96,583 100,966 7,499 3,116
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,065)
0 609 0 2,035 1,152 2,035 1,761 30 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 15.8 0.6 91.0 80.6 92.8 97.0 7.2 3.0
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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,521
COMMITMENTS
0 0 0 20,273 19,883 20,273 19,883 248 638
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 450 540 450 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 96.9 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 11 20 11 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,191
COMMITMENTS
558 9,646 817 97,523 93,154 98,898 103,617 6,293 1,574
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -720)
-422 184 247 -545 -1,027 -720 -596 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.2 0.8 92.7 88.6 94.0 98.5 6.0 1.5
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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,809
COMMITMENTS
4,604 21,145 2,184 181,670 174,213 188,458 197,542 17,351 8,267
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,106)
1,906 3,475 -183 -10 -494 1,713 2,798 -607 -1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.3 1.1 88.3 84.6 91.6 96.0 8.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 3 30 33 34 38
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,636
COMMITMENTS
0 1,737 0 25,084 21,998 25,084 23,735 1,552 2,901
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,092)
0 0 0 1,092 1,092 1,092 1,092 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 94.2 82.6 94.2 89.1 5.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 13 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,155
COMMITMENTS
620 248 0 42,033 43,301 42,653 43,549 1,502 606
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,460)
0 0 0 2,101 2,250 2,101 2,250 359 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.0 95.2 98.1 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 16 19 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 280,069
COMMITMENTS
727 11,534 3,238 266,646 261,488 270,611 276,260 9,458 3,809
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,390)
0 -231 339 5,148 4,970 5,487 5,078 -97 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.1 1.2 95.2 93.4 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 3 40 38 44 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 122,157
COMMITMENTS
0 0 0 119,841 118,679 119,841 118,679 2,316 3,478
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,529)
0 0 0 2,018 1,253 2,018 1,253 -489 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.2 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 24 26 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,928
COMMITMENTS
2,996 0 0 87,533 94,594 90,529 94,594 10,399 6,334
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,107)
0 0 0 233 301 233 301 874 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 86.7 93.7 89.7 93.7 10.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 21 21 22 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,088
COMMITMENTS
0 0 0 83,681 84,817 83,681 84,817 9,407 8,271
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,144)
0 0 0 700 119 700 119 444 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 91.1 89.9 91.1 10.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 15 19 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,310
COMMITMENTS
0 671 0 35,674 35,177 35,674 35,848 636 462
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,110)
0 330 0 784 780 784 1,110 326 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.2 96.9 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 14 11 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 138,159
COMMITMENTS
16,379 10,114 10,986 110,172 116,418 137,538 137,518 621 641
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,377)
-503 -845 526 1,436 1,748 1,459 1,429 -82 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.3 8.0 79.7 84.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 10 17 47 49 66 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,422
COMMITMENTS
105 305 2,228 40,089 39,864 42,422 42,396 0 26
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 510)
-23 187 -28 561 326 510 484 0 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 5.3 94.5 94.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 5 26 25 31 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 404,965
COMMITMENTS
29,189 8,656 20,075 355,701 375,907 404,965 404,638 0 327
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 11,607)
1,640 -1,015 728 9,239 11,567 11,607 11,280 0 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.1 5.0 87.8 92.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 24 23 27 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,568,246
COMMITMENTS
30,172 27,135 40,901 1497173 1500210 1568246 1568246 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 23,140)
5,488 3,136 0 17,652 20,004 23,140 23,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.7 2.6 95.5 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 4 6 38 42 46 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,436
COMMITMENTS
492 804 7,449 50,488 50,176 58,430 58,430 6 6
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,184)
103 -273 23 3,057 3,433 3,184 3,184 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 12.7 86.4 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 4 26 22 31 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 350,426
COMMITMENTS
7,629 6,358 31,673 311,123 312,394 350,425 350,425 1 1
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 27,669)
0 952 0 27,669 26,717 27,669 27,669 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.8 9.0 88.8 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 17 15 20 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 584,616
COMMITMENTS
10,475 22,514 15,244 558,897 546,858 584,616 584,616 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -8,209)
0 0 0 -8,209 -8,209 -8,209 -8,209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.9 2.6 95.6 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 26 23 28 27
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,526
COMMITMENTS
2,259 3,129 3,250 42,309 41,889 47,818 48,268 708 258
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 17)
-301 -66 281 -49 -262 -69 -47 86 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.4 6.7 87.2 86.3 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 26 24 30 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,460
COMMITMENTS
0 345 100 58,556 59,015 58,656 59,460 804 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,480)
0 0 0 4,480 4,780 4,480 4,780 0 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 98.5 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 30 25 31 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,850
COMMITMENTS
90 150 230 73,278 73,466 73,598 73,846 252 4
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,155)
0 0 0 5,155 5,155 5,155 5,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.3 99.2 99.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 33 26 34 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,640
COMMITMENTS
1,190 125 10 17,390 18,505 18,590 18,640 50 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 355)
0 50 0 355 305 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.7 0.1 93.3 99.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 23 17 24 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 273,888
COMMITMENTS
3,128 3,832 7,080 263,680 262,976 273,888 273,888 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 8,952)
368 368 0 8,584 8,584 8,952 8,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.4 2.6 96.3 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 24 21 27 23
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,099
COMMITMENTS
2,850 278 198 5,947 8,300 8,995 8,776 104 323
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 716)
226 88 -88 538 650 676 650 40 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 3.1 2.2 65.4 91.2 98.9 96.5 1.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 18 19 23 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,775
COMMITMENTS
960 525 240 20,575 21,010 21,775 21,775 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 810)
0 0 0 810 810 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.4 1.1 94.5 96.5 100.0 100.0 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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,270
COMMITMENTS
0 840 230 13,810 13,200 14,040 14,270 230 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 1.6 96.8 92.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 24 21 25 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,986
COMMITMENTS
636 18 329 15,294 15,249 16,259 15,596 727 1,390
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 287)
0 0 0 241 309 241 309 46 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.1 1.9 90.0 89.8 95.7 91.8 4.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 28 25 30 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,143
COMMITMENTS
275 11,437 1,090 53,314 42,416 54,679 54,943 464 200
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,574)
275 444 25 2,274 2,105 2,574 2,574 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 20.7 2.0 96.7 76.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 2 34 36 36 41
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,802
COMMITMENTS
220 10,990 1,402 57,903 47,405 59,525 59,797 277 5
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 26)
220 -106 65 -274 67 11 26 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 18.4 2.3 96.8 79.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 6 4 35 39 39 46
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,120
COMMITMENTS
500 0 0 48,475 49,030 48,975 49,030 145 90
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,540)
0 0 0 1,830 1,540 1,830 1,540 -290 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 30 14 31 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,230
COMMITMENTS
0 0 0 49,130 49,190 49,130 49,190 100 40
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,320)
0 0 0 1,320 1,280 1,320 1,280 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 32 15 32 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 397,984
COMMITMENTS
65,748 1,984 22,708 309,528 373,292 397,984 397,984 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,264)
-2,265 1,984 368 6,161 1,912 4,264 4,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.5 5.7 77.8 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 31 32 35 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,969
COMMITMENTS
4,993 486 818 18,941 23,068 24,752 24,372 217 597
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 324)
40 173 66 196 107 302 346 22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 1.9 3.3 75.9 92.4 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 4 27 33 34 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 13,884
COMMITMENTS
1,033 1,101 772 12,077 12,009 13,882 13,882 2 2
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 78)
0 0 0 78 78 78 78 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 7.9 5.6 87.0 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 16 14 20 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 545,656
COMMITMENTS
1,952 7,333 14,498 529,206 523,825 545,656 545,656 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,416)
1,952 0 0 3,464 5,416 5,416 5,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 2.7 97.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 20 22 22 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,910
COMMITMENTS
6,458 0 3,098 35,923 42,493 45,479 45,591 431 319
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 350)
-48 0 284 114 44 350 328 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 6.7 78.2 92.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 19 23 24 25
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,551
COMMITMENTS
3,367 0 855 12,749 15,393 16,971 16,248 580 1,303
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 710)
-88 0 132 666 578 710 710 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.0 4.9 72.6 87.7 96.7 92.6 3.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 4 18 21 23 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 227,148
COMMITMENTS
50,172 736 0 176,194 226,412 226,366 227,148 782 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,472)
1,104 736 0 368 736 1,472 1,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.3 0.0 77.6 99.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 18 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,741
COMMITMENTS
1,205 167 308 11,968 12,195 13,481 12,670 260 1,071
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 110)
0 0 44 66 66 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.2 2.2 87.1 88.7 98.1 92.2 1.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 19 18 22 21
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 120,455
COMMITMENTS
10,448 48 1,127 108,880 119,280 120,455 120,455 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 7,008)
0 48 736 6,272 6,224 7,008 7,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.9 90.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 22 21 25 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,846
COMMITMENTS
558 0 1,313 21,975 22,533 23,846 23,846 0 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 283)
0 0 0 283 283 283 283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 5.5 92.2 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 14 19 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 19,019
COMMITMENTS
842 1,453 2,428 15,749 15,092 19,019 18,972 0 46
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 512)
7 631 70 486 -185 563 517 -51 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.6 12.8 82.8 79.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 13 19 15
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,465
COMMITMENTS
0 850 50 30,010 29,445 30,060 30,345 405 120
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 170)
0 -50 50 60 170 110 170 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.2 98.5 96.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 22 15 23 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,985
COMMITMENTS
0 900 0 26,640 25,725 26,640 26,625 345 360
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 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 03/31/15 |
--------------------------------------------------------------| 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 03/24/15 (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 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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,529
COMMITMENTS
0 0 0 19,319 19,529 19,319 19,529 210 0
CHANGES FROM 03/24/15 (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 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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,780
COMMITMENTS
0 50 0 15,860 16,670 15,860 16,720 920 60
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,730)
0 0 0 1,730 1,730 1,730 1,730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 94.5 99.3 94.5 99.6 5.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 10 11 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,965
COMMITMENTS
0 0 0 13,230 13,905 13,230 13,905 735 60
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 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 03/31/15 |
--------------------------------------------------------------| 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 03/24/15 (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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,079
COMMITMENTS
1,815 55 390 112,734 114,634 114,939 115,079 140 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,130)
0 0 50 2,080 2,080 2,130 2,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.3 98.0 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 2 37 38 40 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 140,881
COMMITMENTS
2,770 0 470 137,626 140,411 140,866 140,881 15 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,135)
-50 0 0 1,185 1,135 1,135 1,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.3 97.7 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 0 2 39 40 43 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 155,139
COMMITMENTS
18,630 6,462 6,243 129,897 142,230 154,770 154,935 369 204
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,715)
-660 -320 25 2,300 1,914 1,665 1,619 50 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.2 4.0 83.7 91.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 6 8 46 40 57 52
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,946
COMMITMENTS
1,178 2,100 3,077 99,497 98,754 103,752 103,931 194 15
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,003)
0 0 0 3,003 3,003 3,003 3,003 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.0 3.0 95.7 95.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 40 33 47 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,050
COMMITMENTS
295 815 0 25,395 25,105 25,690 25,920 360 130
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 685)
0 0 0 685 685 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.1 0.0 97.5 96.4 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 25 13 26 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,325
COMMITMENTS
684 315 0 23,276 23,890 23,960 24,205 365 120
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 675)
0 0 0 645 675 645 675 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 0.0 95.7 98.2 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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 21,780
COMMITMENTS
0 950 300 21,235 19,770 21,535 21,020 245 760
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 860)
0 0 0 920 860 920 860 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 1.4 97.5 90.8 98.9 96.5 1.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 22 20 23 22
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,524
COMMITMENTS
2,553 2,770 703 29,768 30,051 33,024 33,524 500 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,055)
0 0 0 1,055 1,055 1,055 1,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.3 2.1 88.8 89.6 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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,000
COMMITMENTS
3,915 0 0 16,137 20,728 20,052 20,728 948 272
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 130)
0 0 0 100 130 100 130 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.0 0.0 76.8 98.7 95.5 98.7 4.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 20 20 22 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,229
COMMITMENTS
396 310 260 24,913 25,624 25,569 26,194 660 35
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3)
30 0 30 -57 -27 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 1.0 95.0 97.7 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 27 24 31 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,976
COMMITMENTS
592 750 143 23,125 23,073 23,860 23,966 116 10
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 860)
25 50 0 835 810 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.1 0.6 96.5 96.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 25 25 27 28
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,743
COMMITMENTS
0 1,070 0 15,359 14,673 15,359 15,743 384 0
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 274)
0 0 0 274 274 274 274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 97.6 93.2 97.6 100.0 2.4 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 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,515
COMMITMENTS
25 2,585 290 26,075 23,430 26,390 26,305 125 210
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 370)
0 75 0 370 295 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.7 1.1 98.3 88.4 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 1 24 23 26 26
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,795
COMMITMENTS
975 0 0 7,615 9,760 8,590 9,760 1,205 35
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 810)
0 0 0 145 810 145 810 665 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 77.7 99.6 87.7 99.6 12.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 19 17 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,430
COMMITMENTS
430 125 300 8,540 10,905 9,270 11,330 2,160 100
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 720)
0 0 0 -345 735 -345 735 1,065 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.1 2.6 74.7 95.4 81.1 99.1 18.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 16 17 17 19
Updated April 3, 2015