CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 14,782
COMMITMENTS
5,960 4,666 2,515 6,242 7,574 14,716 14,755 66 27
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 594)
463 140 70 75 389 608 599 -14 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 31.6 17.0 42.2 51.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 4 11 7 19 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,936
COMMITMENTS
10,509 5,544 1,386 12,041 17,006 23,936 23,936 0 -0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 57)
250 50 0 -193 7 57 57 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 23.2 5.8 50.3 71.0 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 3 9 9 18 15
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 18,973
COMMITMENTS
1,803 1,665 1,990 15,180 15,318 18,973 18,973 -0 -0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,920)
-70 -71 251 3,739 3,740 3,920 3,920 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.8 10.5 80.0 80.7 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 3 13 10 18 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,411,752
COMMITMENTS
439,146 453,396 958,939 2983621 2985727 4381706 4398062 30,046 13,690
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 68,883)
-30,450 73,561 -12,641 111,808 6,363 68,717 67,283 166 1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.3 21.7 67.6 67.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
29 41 58 146 117 210 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,161,896
COMMITMENTS
111,591 93,614 1044019 1006033 1022365 2161644 2159998 252 1,898
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 110,394)
5,837 3,002 89,787 15,235 16,893 110,860 109,682 -466 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.3 48.3 46.5 47.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
26 19 41 51 49 94 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,848
COMMITMENTS
13,310 4,062 7,556 172,625 187,544 193,491 199,162 15,357 9,686
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,666)
-2,735 -1,011 1,632 1,334 -165 231 456 1,435 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.9 3.6 82.7 89.8 92.6 95.4 7.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 4 29 30 35 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,716
COMMITMENTS
4,676 263 834 83,813 91,094 89,323 92,191 6,393 3,525
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,040)
1,687 -909 60 4,294 7,285 6,041 6,436 -1 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.3 0.9 87.6 95.2 93.3 96.3 6.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 27 23 30 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,550
COMMITMENTS
16,913 13,507 2,509 191,004 192,628 210,426 208,644 6,124 7,906
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 10,298)
3,481 1,559 -221 7,466 8,363 10,726 9,701 -428 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.2 1.2 88.2 89.0 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 2 28 27 33 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 666,641
COMMITMENTS
23,280 4,139 15,769 624,603 643,017 663,652 662,925 2,989 3,716
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,673)
-18,367 874 3,686 13,464 -5,897 -1,217 -1,337 -456 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 2.4 93.7 96.5 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 4 52 37 56 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,463
COMMITMENTS
11,196 15,421 1,019 228,328 219,978 240,543 236,418 6,920 11,045
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,349)
-1,048 1,057 -1,590 3,807 1,856 1,169 1,323 1,180 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.2 0.4 92.3 88.9 97.2 95.5 2.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 4 29 26 35 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 244,580
COMMITMENTS
276 4,280 3,588 235,569 227,949 239,433 235,817 5,147 8,763
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 4,222)
276 -1,716 205 2,704 5,671 3,185 4,160 1,037 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.7 1.5 96.3 93.2 97.9 96.4 2.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 3 34 40 37 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,478
COMMITMENTS
7,815 0 1,751 81,088 87,819 90,654 89,570 4,824 5,908
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 4,461)
409 0 -581 4,367 4,427 4,195 3,846 266 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 1.8 84.9 92.0 94.9 93.8 5.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 20 23 22 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,908
COMMITMENTS
5,481 4,312 5,312 78,668 89,192 89,461 98,816 14,447 5,092
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,151)
-796 276 -30 822 874 -4 1,120 1,155 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.1 5.1 75.7 85.8 86.1 95.1 13.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 17 19 20 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,245
COMMITMENTS
488 0 0 26,687 27,699 27,175 27,699 1,070 546
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 869 960 869 960 211 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 94.5 98.1 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 15 11 17 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,164
COMMITMENTS
1,794 2,149 1,022 73,514 73,814 76,330 76,985 7,834 7,179
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,876)
568 -390 85 3,058 2,985 3,711 2,680 -835 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.6 1.2 87.3 87.7 90.7 91.5 9.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 215,170
COMMITMENTS
0 4,650 0 205,688 204,066 205,688 208,716 9,482 6,454
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,441)
0 453 0 3,901 2,965 3,901 3,418 -1,460 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 95.6 94.8 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 26 29 26 30
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,985
COMMITMENTS
0 0 0 79,876 83,831 79,876 83,831 7,109 3,154
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,392)
0 0 0 1,192 1,530 1,192 1,530 200 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 96.4 91.8 96.4 8.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 303,978
COMMITMENTS
303 7,476 450 296,557 288,093 297,310 296,019 6,668 7,959
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,800)
303 0 0 5,717 3,577 6,020 3,577 -2,220 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.5 0.1 97.6 94.8 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 1 43 37 45 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,947
COMMITMENTS
0 2,590 3,379 54,359 50,796 57,738 56,765 6,209 7,182
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 5,674)
-1,907 1,789 1,027 6,396 3,092 5,516 5,908 158 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 5.3 85.0 79.4 90.3 88.8 9.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 19 21 21 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,217
COMMITMENTS
3,057 0 3,129 59,816 59,140 66,002 62,269 5,215 8,948
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 585)
340 0 185 -695 364 -170 549 755 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 4.4 84.0 83.0 92.7 87.4 7.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 13 18 15
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,507
COMMITMENTS
16,718 5,412 0 81,683 89,302 98,401 94,714 1,106 4,793
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 9,020)
2,040 3,600 0 6,920 5,360 8,960 8,960 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.4 0.0 82.1 89.7 98.9 95.2 1.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 13 18 15 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,551
COMMITMENTS
21,156 11,492 0 65,147 72,831 86,303 84,323 248 2,228
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 8,790)
2,040 3,600 0 6,750 5,130 8,790 8,730 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 13.3 0.0 75.3 84.1 99.7 97.4 0.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 8 0 23 29 28 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,241
COMMITMENTS
0 0 0 35,469 35,900 35,469 35,900 772 341
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,370)
0 0 0 2,280 2,370 2,280 2,370 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.1 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 15 24 15 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,490
COMMITMENTS
2,013 0 565 149,447 153,379 152,025 153,944 11,465 9,546
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 5,613)
654 -309 -305 3,627 5,613 3,976 4,999 1,637 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.3 91.4 93.8 93.0 94.2 7.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 28 27 30 28
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,288
COMMITMENTS
1,537 2,084 0 14,519 14,318 16,056 16,402 2,232 1,886
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 480)
30 -120 0 544 420 574 300 -94 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.4 0.0 79.4 78.3 87.8 89.7 12.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 12 14 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,006
COMMITMENTS
0 2,126 1,928 51,641 50,106 53,569 54,160 5,437 4,846
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 152)
-287 12 516 -77 -220 152 308 0 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 3.3 87.5 84.9 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 14 17 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,680
COMMITMENTS
0 1,864 2,985 103,158 97,425 106,143 102,274 2,537 6,406
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,516)
-338 1,352 1,054 1,740 -215 2,456 2,191 60 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 2.7 94.9 89.6 97.7 94.1 2.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 20 25 22 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,575
COMMITMENTS
2,074 2,169 0 81,114 81,965 83,188 84,134 6,387 5,441
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,788)
-1,183 -180 -77 4,602 3,474 3,342 3,217 446 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.4 0.0 90.6 91.5 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 15 21 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,570
COMMITMENTS
0 25,726 1,152 114,030 92,228 115,182 119,106 7,388 3,464
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,910)
0 437 155 3,755 3,072 3,910 3,664 0 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.0 0.9 93.0 75.2 94.0 97.2 6.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 16 13 17 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,263
COMMITMENTS
1,868 10,855 5,104 201,591 198,516 208,563 214,475 12,700 6,788
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 351)
-497 304 486 2,464 -571 2,453 219 -2,102 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.9 2.3 91.1 89.7 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 34 26 37 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,367
COMMITMENTS
2,464 780 0 23,732 26,919 26,196 27,699 2,171 668
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,780)
480 -420 0 3,000 4,119 3,480 3,699 300 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.7 0.0 83.7 94.9 92.3 97.6 7.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 11 15 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,962
COMMITMENTS
744 0 0 29,244 30,532 29,988 30,532 974 430
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 240)
0 0 0 180 120 180 120 60 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 94.5 98.6 96.9 98.6 3.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 16 16 17 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 268,207
COMMITMENTS
0 29,339 2,307 257,767 232,022 260,074 263,668 8,133 4,539
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 7,203)
0 -1,619 -412 6,717 8,820 6,305 6,789 898 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 0.9 96.1 86.5 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 5 5 42 37 47 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 62,857
COMMITMENTS
5,992 0 0 50,533 59,366 56,525 59,366 6,332 3,491
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,611)
541 0 0 324 5,427 865 5,427 1,746 -2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 80.4 94.4 89.9 94.4 10.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 17 20 18 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,158
COMMITMENTS
0 0 0 77,528 78,316 77,528 78,316 4,630 3,842
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 756)
0 0 0 1,796 1,244 1,796 1,244 -1,040 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 95.3 94.4 95.3 5.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 58,734
COMMITMENTS
0 1,564 2,782 50,601 49,624 53,383 53,970 5,351 4,764
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,128)
0 -428 428 213 855 641 855 487 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 4.7 86.2 84.5 90.9 91.9 9.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 13 19 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 154,881
COMMITMENTS
20,571 9,407 18,498 115,496 126,320 154,564 154,225 316 656
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 883)
-1,818 697 -8 2,773 221 947 910 -64 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 6.1 11.9 74.6 81.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 10 19 53 53 74 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,492
COMMITMENTS
1,188 1,014 2,997 42,307 42,481 46,492 46,492 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 41)
-792 -24 150 683 -85 41 41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.2 6.4 91.0 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 4 25 18 29 23
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 367,832
COMMITMENTS
25,591 0 22,250 319,991 345,582 367,832 367,832 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 281)
-961 0 961 281 -680 281 281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 6.0 87.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 15 20 17 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,484,315
COMMITMENTS
27,047 34,576 68,205 1389063 1381534 1484315 1484315 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 19,424)
-10,578 11,262 5,144 24,858 3,018 19,424 19,424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.3 4.6 93.6 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 5 6 40 43 48 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,700
COMMITMENTS
2,581 1,768 6,036 41,082 41,894 49,699 49,699 1 1
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,891)
-374 -406 211 3,054 3,087 2,891 2,891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.6 12.1 82.7 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 4 21 21 25 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 274,684
COMMITMENTS
0 54,359 10,293 264,391 210,032 274,684 274,684 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 337)
0 337 -337 674 337 337 337 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.8 3.7 96.3 76.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 2 13 15 15 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 610,895
COMMITMENTS
45,524 0 16,725 548,646 594,170 610,895 610,895 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 924)
2,966 0 -760 -1,282 1,684 924 924 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 2.7 89.8 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 0 2 27 29 33 31
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,002
COMMITMENTS
5,339 6,385 2,663 43,069 42,145 51,071 51,193 931 809
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,958)
377 1,636 33 1,485 308 1,895 1,977 63 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 12.3 5.1 82.8 81.0 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 4 21 25 26 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,750
COMMITMENTS
150 150 150 41,830 42,200 42,130 42,500 620 250
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -105)
50 -100 100 -255 -105 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.4 97.8 98.7 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 27 19 30 20
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,716
COMMITMENTS
0 370 50 55,306 55,056 55,356 55,476 360 240
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 680)
0 -230 50 630 860 680 680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.1 99.3 98.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 18 31 19
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,330
COMMITMENTS
0 110 50 12,280 12,170 12,330 12,330 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 575)
0 0 0 575 575 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.4 99.6 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 21 21 22 23
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 293,648
COMMITMENTS
11,560 0 3,968 278,120 289,680 293,648 293,648 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 10,776)
-1,216 0 0 11,992 10,776 10,776 10,776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.4 94.7 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 18 25 19
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,517
COMMITMENTS
2,829 43 44 5,475 8,384 8,348 8,471 169 46
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 199)
60 0 0 334 218 394 218 -195 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 0.5 0.5 64.3 98.4 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 15 18 19 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,600
COMMITMENTS
4,250 150 150 12,200 16,300 16,600 16,600 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 0.9 0.9 73.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 11 18 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,245
COMMITMENTS
290 50 40 16,675 17,055 17,005 17,145 240 100
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 225)
200 0 -20 45 245 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 0.2 96.7 98.9 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
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 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,346
COMMITMENTS
0 700 360 12,701 12,026 13,061 13,086 285 260
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -15 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 2.7 95.2 90.1 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 21 20 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,978
COMMITMENTS
1,383 0 558 14,929 15,887 16,870 16,445 1,108 1,533
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 93)
-1 0 22 72 52 93 74 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 3.1 83.0 88.4 93.8 91.5 6.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 23 21 24 22
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,403
COMMITMENTS
0 9,976 1,380 39,783 30,039 41,163 41,395 240 8
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -20)
0 177 110 -130 -307 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.1 3.3 96.1 72.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 33 30 35 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,775
COMMITMENTS
285 9,671 2,075 47,299 38,001 49,659 49,747 116 28
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 154)
-5 -300 55 104 395 154 150 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 19.4 4.2 95.0 76.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 5 34 36 40 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,665
COMMITMENTS
200 1,535 0 31,345 30,070 31,545 31,605 120 60
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 440)
200 0 0 240 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.8 0.0 99.0 95.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 16 28 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,995
COMMITMENTS
20 1,545 80 42,715 41,370 42,815 42,995 180 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 690)
20 0 80 650 610 750 690 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.2 99.3 96.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 31 16 32 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 396,894
COMMITMENTS
72,844 9,968 26,569 297,481 360,357 396,894 396,894 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,225)
393 25 792 5,040 5,408 6,225 6,225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 2.5 6.7 75.0 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 28 32 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,285
COMMITMENTS
6,365 156 1,508 20,204 26,283 28,077 27,947 208 338
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 696)
217 0 -57 536 772 696 715 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 0.6 5.3 71.4 92.9 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 5 25 33 33 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,013
COMMITMENTS
884 353 1,172 13,957 14,488 16,013 16,013 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 331)
125 0 -77 283 408 331 331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.2 7.3 87.2 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 21 11 26 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 478,180
COMMITMENTS
8,164 1,894 21,562 448,454 454,724 478,180 478,180 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 5,475)
0 0 0 5,475 5,475 5,475 5,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.4 4.5 93.8 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 24 17 26 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,591
COMMITMENTS
12,910 0 1,124 35,175 47,659 49,209 48,783 382 808
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,953)
1,298 0 -255 910 2,208 1,953 1,953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 0.0 2.3 70.9 96.1 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 1 19 19 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,835
COMMITMENTS
0 3,904 0 60,835 56,931 60,835 60,835 0 0
CHANGES FROM 10/14/14 (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 6.4 0.0 100.0 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 12 11 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,590
COMMITMENTS
5,950 1,782 606 10,569 14,625 17,125 17,013 465 577
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 191)
0 274 -82 273 -1 191 191 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 10.1 3.4 60.1 83.1 97.4 96.7 2.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 4 18 22 24 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 189,041
COMMITMENTS
49,502 0 2,304 137,235 186,737 189,041 189,041 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,594)
4,337 0 0 -2,743 1,594 1,594 1,594 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 0.0 1.2 72.6 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 17 20 21 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,000
COMMITMENTS
2,623 449 254 8,992 11,109 11,869 11,812 131 188
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 95)
76 133 -95 114 38 95 76 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.7 2.1 74.9 92.6 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 2 19 22 24 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 119,582
COMMITMENTS
15,947 0 784 102,851 118,798 119,582 119,582 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 391)
0 0 0 391 391 391 391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 0.7 86.0 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 17 16 20 18
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,000
COMMITMENTS
0 1,814 1,708 20,268 18,478 21,976 22,000 24 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 614)
0 305 -153 767 462 614 614 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 7.8 92.1 84.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 14 19 15
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 209,464
COMMITMENTS
7,384 0 4,168 197,912 205,296 209,464 209,464 0 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,753)
3,848 0 0 2,905 6,753 6,753 6,753 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 2.0 94.5 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 9 15 10
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 103,220
COMMITMENTS
426 864 2,056 8,760 8,321 11,242 11,242 91,979 91,979
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,212)
15 -22 -35 -81 -43 -101 -101 -1,111 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 2.0 8.5 8.1 10.9 10.9 89.1 89.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,580
COMMITMENTS
0 1,025 50 20,970 20,505 21,020 21,580 560 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.2 97.2 95.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 13 19 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,800
COMMITMENTS
0 1,000 0 18,250 17,800 18,250 18,800 550 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 97.1 94.7 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 11 17 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,970
COMMITMENTS
50 1,800 0 18,920 16,960 18,970 18,760 0 210
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,780)
50 1,200 0 1,730 460 1,780 1,660 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.5 0.0 99.7 89.4 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 22 10 23 11
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,990
COMMITMENTS
0 0 0 11,990 11,840 11,990 11,840 0 150
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 0 120 0 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.7 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 9 18 9
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,295
COMMITMENTS
200 50 0 19,460 20,245 19,660 20,295 635 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.0 95.9 99.8 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 16 11 18 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,155
COMMITMENTS
325 0 0 18,005 19,155 18,330 19,155 825 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 495)
25 0 0 470 495 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 94.0 100.0 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 18 8 19 8
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,433
COMMITMENTS
325 0 0 19,193 20,433 19,518 20,433 915 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 425)
25 0 0 400 425 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 93.9 100.0 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 9 21 9
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,915
COMMITMENTS
2,895 1,045 200 107,790 109,670 110,885 110,915 30 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 315)
450 25 -100 -35 390 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.9 0.2 97.2 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 1 33 32 36 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,891
COMMITMENTS
4,545 1,055 275 126,070 129,561 130,890 130,891 1 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 630)
350 -25 0 280 655 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 0.2 96.3 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 2 40 35 46 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 162,151
COMMITMENTS
20,421 7,368 8,785 131,845 145,019 161,050 161,172 1,101 979
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 4,299)
66 1,365 173 3,724 2,672 3,963 4,210 336 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 4.5 5.4 81.3 89.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 11 42 37 55 49
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,080
COMMITMENTS
4,045 2,220 1,695 91,190 93,165 96,930 97,080 150 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 850)
370 0 0 480 850 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.3 1.7 93.9 96.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 5 34 31 41 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,095
COMMITMENTS
625 1,570 50 19,745 19,475 20,420 21,095 675 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 10)
100 0 0 -90 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.4 0.2 93.6 92.3 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 14 26 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,330
COMMITMENTS
550 515 0 18,280 18,815 18,830 19,330 500 0
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.7 0.0 94.6 97.3 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 23 13 24 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 8,080
COMMITMENTS
295 0 15 7,105 7,550 7,415 7,565 665 515
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.2 87.9 93.4 91.8 93.6 8.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 16 14 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,590
COMMITMENTS
4,563 1,330 1,070 18,093 22,027 23,726 24,427 864 163
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,454)
-75 0 0 3,469 3,495 3,394 3,495 60 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 5.4 4.4 73.6 89.6 96.5 99.3 3.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 22 20 27 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,485
COMMITMENTS
4,500 610 75 12,175 16,728 16,750 17,413 735 72
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,720)
0 0 0 3,720 3,720 3,720 3,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.5 0.4 69.6 95.7 95.8 99.6 4.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 20 20 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,362
COMMITMENTS
55 2,400 975 16,696 14,897 17,726 18,272 636 90
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -17)
-70 -240 300 -577 -77 -347 -17 330 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.1 5.3 90.9 81.1 96.5 99.5 3.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 26 21 28 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,157
COMMITMENTS
105 1,352 105 13,566 12,600 13,776 14,057 381 100
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 325)
-105 225 80 320 -70 295 235 30 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.6 0.7 95.8 89.0 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 20 25 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,337
COMMITMENTS
0 750 0 9,907 9,567 9,907 10,317 430 20
CHANGES FROM 10/14/14 (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 7.3 0.0 95.8 92.6 95.8 99.8 4.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 13 13 13 15
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,045
COMMITMENTS
350 1,920 280 9,255 7,830 9,885 10,030 160 15
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -80)
0 180 -180 100 -80 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 19.1 2.8 92.1 77.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 19 23 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 8,714
COMMITMENTS
1,720 200 430 6,054 7,954 8,204 8,584 510 130
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 510)
300 0 0 210 450 510 450 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 2.3 4.9 69.5 91.3 94.1 98.5 5.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 15 14 17 16
Updated October 24, 2014