CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,576
COMMITMENTS
6,120 6,519 2,250 15,206 14,807 23,576 23,576 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,561)
-2,900 -500 500 3,961 1,571 1,561 1,571 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 27.7 9.5 64.5 62.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 3 9 8 18 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,459,692
COMMITMENTS
442,051 394,172 962,221 3020345 3086258 4424617 4442651 35,075 17,041
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 75,353)
45,919 52,363 9,149 20,049 10,759 75,117 72,271 236 3,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.8 21.6 67.7 69.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
36 43 62 138 107 209 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,302,137
COMMITMENTS
128,992 44,061 1185770 987,070 1071443 2301832 2301275 305 862
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 64,468)
9,363 1,800 36,308 18,610 26,358 64,281 64,467 187 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.9 51.5 42.9 46.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
21 23 40 57 55 99 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,823
COMMITMENTS
11,033 7,084 5,753 189,120 198,789 205,906 211,626 15,917 10,197
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 8,040)
1,316 2,923 2,052 4,769 3,149 8,137 8,124 -97 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.2 2.6 85.3 89.6 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 4 32 31 38 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,707
COMMITMENTS
10,018 0 1,120 71,101 81,753 82,239 82,873 4,468 3,834
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -568)
1,290 0 444 -1,612 -1,014 122 -570 -690 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 1.3 82.0 94.3 94.8 95.6 5.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 27 29 30 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,520
COMMITMENTS
6,504 12,260 3,451 195,905 188,875 205,860 204,586 6,660 7,934
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 11,934)
268 382 -169 11,993 11,631 12,092 11,844 -158 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.8 1.6 92.2 88.9 96.9 96.3 3.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 4 25 27 30 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 659,474
COMMITMENTS
20,913 21,384 16,903 614,032 613,696 651,848 651,983 7,626 7,491
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 27,019)
1,934 168 -284 25,544 28,072 27,194 27,956 -175 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.2 2.6 93.1 93.1 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 4 4 47 33 51 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,685
COMMITMENTS
0 14,558 546 251,382 234,040 251,928 249,144 6,757 9,541
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 6,010)
0 -924 -212 5,264 4,135 5,052 2,999 958 3,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.2 97.2 90.5 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 4 2 30 29 32 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,219
COMMITMENTS
1,560 4,745 5,154 240,093 239,021 246,807 248,920 6,412 4,299
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 9,874)
1,560 999 348 7,411 8,334 9,319 9,681 555 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.9 2.0 94.8 94.4 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 3 4 35 42 39 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,441
COMMITMENTS
6,722 0 1,663 96,749 101,183 105,134 102,846 5,307 7,595
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 3,998)
-221 0 -659 4,754 4,391 3,874 3,732 124 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 1.5 87.6 91.6 95.2 93.1 4.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 21 22 23 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,458
COMMITMENTS
0 3,070 4,197 96,475 94,127 100,672 101,394 11,786 11,064
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 9,867)
0 1,126 -762 12,162 7,350 11,400 7,714 -1,533 2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 3.7 85.8 83.7 89.5 90.2 10.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 19 22 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,205
COMMITMENTS
707 1,211 0 18,533 18,327 19,240 19,538 965 667
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,116)
0 560 0 1,948 1,708 1,948 2,268 168 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.0 0.0 91.7 90.7 95.2 96.7 4.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 15 10 17 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,762
COMMITMENTS
287 1,152 1,657 73,033 73,938 74,977 76,747 9,785 8,015
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 891)
-8 885 -619 -2,165 -290 -2,792 -24 3,683 915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 2.0 86.2 87.2 88.5 90.5 11.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 15 15 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 201,535
COMMITMENTS
0 0 0 191,349 195,532 191,349 195,532 10,186 6,003
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 5,902)
0 0 0 5,536 5,902 5,536 5,902 366 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 97.0 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 23 23 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,522
COMMITMENTS
0 0 0 72,622 77,528 72,622 77,528 9,900 4,994
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -2,083)
0 0 0 -2,939 -1,913 -2,939 -1,913 856 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 93.9 88.0 93.9 12.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 14 19 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 306,102
COMMITMENTS
0 248 0 297,579 295,426 297,579 295,674 8,523 10,428
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,633)
0 0 0 -1,732 -2,517 -1,732 -2,517 99 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.2 96.5 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 1 0 44 35 44 36
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,657
COMMITMENTS
256 7,521 2,167 71,203 57,832 73,626 67,520 5,031 11,137
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 3,321)
256 241 10 2,367 4,556 2,633 4,807 688 -1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.6 2.8 90.5 73.5 93.6 85.8 6.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 16 21 18
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,730
COMMITMENTS
1,617 362 1,322 57,824 58,992 60,763 60,676 5,967 6,054
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 4,099)
460 362 -122 3,119 4,287 3,457 4,527 642 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 2.0 86.7 88.4 91.1 90.9 8.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 15 16 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,611
COMMITMENTS
21,685 1,457 428 41,574 61,554 63,687 63,439 924 1,172
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 560)
0 0 0 560 560 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 2.3 0.7 64.3 95.3 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 3 2 26 29 35 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,371
COMMITMENTS
806 7,820 248 56,038 48,559 57,092 56,627 279 744
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 700)
0 0 0 700 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.6 0.4 97.7 84.6 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 18 15 20 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 156,707
COMMITMENTS
1,657 30 976 146,814 148,182 149,447 149,188 7,260 7,519
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 3,604)
209 28 -335 3,697 3,831 3,571 3,524 33 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.6 93.7 94.6 95.4 95.2 4.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 28 28 30 30
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,063
COMMITMENTS
0 373 1,496 93,933 90,179 95,429 92,048 4,634 8,015
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,089)
-468 -182 -694 2,379 1,578 1,217 702 872 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.5 93.9 90.1 95.4 92.0 4.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 20 25 21 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,526
COMMITMENTS
1,303 12 906 65,530 64,918 67,739 65,836 2,787 4,690
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,358)
-952 12 591 1,570 615 1,209 1,218 149 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.3 92.9 92.0 96.0 93.3 4.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 15 21 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,908
COMMITMENTS
0 15,086 0 86,291 77,560 86,291 92,646 8,617 2,262
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 4,073)
-217 -232 -31 5,908 3,898 5,660 3,635 -1,587 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.9 0.0 90.9 81.7 90.9 97.6 9.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 19 11 19 12
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,297
COMMITMENTS
372 329 0 20,522 20,664 20,894 20,993 403 304
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,568)
-1,888 0 0 4,456 2,568 2,568 2,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.5 0.0 96.4 97.0 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 15 11 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,637
COMMITMENTS
571 8,828 874 103,484 98,494 104,929 108,196 7,708 4,441
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -2,278)
461 -645 60 -2,917 -4,925 -2,396 -5,510 118 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.8 0.8 91.9 87.4 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 15 20 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,034
COMMITMENTS
4,836 12,198 2,827 183,227 184,247 190,890 199,272 12,144 3,762
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 7,686)
2,434 856 -970 6,000 7,009 7,464 6,895 222 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.0 1.4 90.2 90.7 94.0 98.1 6.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 32 30 34 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,064
COMMITMENTS
825 0 0 10,018 12,754 10,843 12,754 2,221 310
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 560)
0 0 0 448 560 448 560 112 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 76.7 97.6 83.0 97.6 17.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 14 10 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,349
COMMITMENTS
0 0 0 25,233 26,375 25,233 26,375 2,116 974
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 196)
0 0 0 298 196 298 196 -102 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 96.4 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 14 11 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 250,986
COMMITMENTS
0 17,032 2,093 235,526 227,383 237,619 246,508 13,367 4,478
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 8,240)
0 -2,066 397 6,302 8,806 6,699 7,137 1,541 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.8 93.8 90.6 94.7 98.2 5.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 3 38 34 41 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 75,468
COMMITMENTS
0 0 0 70,913 69,846 70,913 69,846 4,555 5,622
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 8,983)
0 0 0 8,130 7,554 8,130 7,554 853 1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 92.6 94.0 92.6 6.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 19 22 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,136
COMMITMENTS
0 0 0 88,025 89,958 88,025 89,958 6,111 4,178
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 16,726)
0 0 0 13,616 16,820 13,616 16,820 3,110 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 95.6 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 18 22 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,653
COMMITMENTS
0 0 0 75,536 74,919 75,536 74,919 4,117 4,734
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,824)
0 0 0 3,155 665 3,155 665 -331 2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 94.1 94.8 94.1 5.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 14 22 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 143,023
COMMITMENTS
16,817 9,862 12,838 112,500 119,814 142,155 142,513 867 509
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,048)
82 1,086 -366 2,543 1,540 2,259 2,260 -212 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 6.9 9.0 78.7 83.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 10 17 50 50 68 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,397
COMMITMENTS
236 1,125 2,360 38,801 37,911 41,397 41,397 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 785)
50 908 -355 1,090 232 785 785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.7 5.7 93.7 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 23 22 27 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 357,380
COMMITMENTS
13,321 4,760 27,319 316,740 325,301 357,380 357,380 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 28,357)
375 -498 -1,728 29,710 30,583 28,357 28,357 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.3 7.6 88.6 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 21 21 23 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,451,821
COMMITMENTS
15,518 8,899 51,663 1384640 1391259 1451821 1451821 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 41,110)
-4,313 -2,098 -1,255 46,678 44,463 41,110 41,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.6 3.6 95.4 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 5 7 36 43 45 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,322
COMMITMENTS
4,269 947 3,680 41,352 44,649 49,300 49,276 21 45
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -2,311)
1,003 -16 -881 -2,435 -1,332 -2,313 -2,230 3 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.9 7.5 83.8 90.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 20 21 24 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 287,835
COMMITMENTS
7,887 33,735 24,064 255,884 230,036 287,835 287,835 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -4,457)
1,248 9,615 -328 -5,377 -13,744 -4,457 -4,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 11.7 8.4 88.9 79.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 15 16 18 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 647,074
COMMITMENTS
21,292 17,968 15,044 610,738 614,062 647,074 647,074 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -12,892)
1,136 1,800 -1,800 -12,228 -12,892 -12,892 -12,892 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.8 2.3 94.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 24 26 28 28
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,479
COMMITMENTS
4,151 5,014 2,191 45,414 45,065 51,756 52,270 723 209
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -3,159)
78 -255 -346 -2,845 -2,514 -3,113 -3,115 -46 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.6 4.2 86.5 85.9 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 3 23 26 28 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,579
COMMITMENTS
130 0 370 59,474 59,744 59,974 60,114 605 465
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,526)
-20 0 0 -1,256 -1,526 -1,276 -1,526 -250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 98.2 98.6 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 25 19 26 20
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,180
COMMITMENTS
470 0 390 73,195 73,710 74,055 74,100 125 80
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -215)
420 -5 -65 -385 -150 -30 -220 -185 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 98.7 99.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 29 23 31 24
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,140
COMMITMENTS
50 310 0 16,030 15,830 16,080 16,140 60 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,975)
-50 50 0 -1,925 -2,025 -1,975 -1,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 0.0 99.3 98.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 17 15 18 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 263,528
COMMITMENTS
6,992 0 2,352 254,184 261,176 263,528 263,528 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,312)
-2,616 0 -784 2,088 -528 -1,312 -1,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.9 96.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 18 24 19
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,060
COMMITMENTS
2,998 129 124 4,918 7,484 8,040 7,737 20 323
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -778)
-278 -18 -52 -424 -752 -754 -822 -24 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 1.6 1.5 61.0 92.9 99.8 96.0 0.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 15 16 18 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,945
COMMITMENTS
0 460 0 17,945 17,485 17,945 17,945 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,975)
0 0 0 -1,735 -1,975 -1,735 -1,975 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 100.0 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 21 19 21 21
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,450
COMMITMENTS
0 860 380 12,810 12,210 13,190 13,450 260 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -402)
0 -10 0 -392 -392 -392 -402 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 2.8 95.2 90.8 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 19 22 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,763
COMMITMENTS
1,909 38 367 13,958 14,976 16,234 15,381 529 1,382
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -641)
315 0 -44 -892 -1,064 -621 -1,108 -20 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.2 2.2 83.3 89.3 96.8 91.8 3.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 24 25 26 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,902
COMMITMENTS
0 9,885 1,195 44,167 34,798 45,362 45,878 540 24
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,789)
0 -757 -38 -2,007 -1,010 -2,045 -1,805 256 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.5 2.6 96.2 75.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 1 30 32 31 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,356
COMMITMENTS
82 9,913 1,517 52,475 42,882 54,074 54,312 282 44
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,182)
0 -829 2 -1,169 -309 -1,167 -1,136 -15 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 18.2 2.8 96.5 78.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 6 2 34 35 37 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,190
COMMITMENTS
100 1,305 0 43,800 42,860 43,900 44,165 290 25
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -530)
0 -70 0 -530 -460 -530 -530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.0 0.0 99.1 97.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 26 14 27 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,745
COMMITMENTS
0 1,305 0 48,505 47,440 48,505 48,745 240 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,770)
0 -70 0 -1,770 -1,700 -1,770 -1,770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 99.5 97.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 27 15 27 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 361,269
COMMITMENTS
87,539 0 22,364 251,366 338,905 361,269 361,269 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -21,987)
-7,121 0 4,656 -19,522 -26,643 -21,987 -21,987 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.0 6.2 69.6 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 27 27 31 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,117
COMMITMENTS
5,361 146 761 17,869 22,399 23,991 23,306 126 811
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,820)
-495 62 125 -1,450 -2,302 -1,820 -2,115 0 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 0.6 3.2 74.1 92.9 99.5 96.6 0.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 4 22 28 29 32
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,628
COMMITMENTS
293 231 1,232 11,103 11,165 12,628 12,628 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,640)
-441 231 77 -1,276 -1,948 -1,640 -1,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 9.8 87.9 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 15 9 17 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 535,659
COMMITMENTS
426 0 20,312 514,921 515,347 535,659 535,659 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -16,440)
-2,666 0 -432 -13,342 -16,008 -16,440 -16,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 3.8 96.1 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 24 17 25 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,381
COMMITMENTS
8,751 0 2,896 37,329 46,043 48,976 48,939 405 442
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,657)
-445 0 20 -1,146 -1,655 -1,571 -1,635 -86 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 5.9 75.6 93.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 22 17 26 19
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,645
COMMITMENTS
5,086 0 364 10,452 15,342 15,902 15,706 743 939
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 379)
-384 0 0 763 379 379 379 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 0.0 2.2 62.8 92.2 95.5 94.4 4.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 2 15 20 20 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 225,544
COMMITMENTS
31,702 0 2,632 191,210 222,912 225,544 225,544 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 9,711)
5,776 0 0 3,935 9,711 9,711 9,711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 1.2 84.8 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 13 18 16 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,155
COMMITMENTS
1,550 542 264 10,215 11,052 12,029 11,858 126 297
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 446)
262 0 -132 272 578 402 446 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.5 2.2 84.0 90.9 99.0 97.6 1.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 19 20 23
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 118,292
COMMITMENTS
12,409 0 799 105,084 117,493 118,292 118,292 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 9,503)
5,088 0 -352 4,767 9,855 9,503 9,503 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.7 88.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 18 17 21 18
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,637
COMMITMENTS
0 2,162 1,490 20,123 17,985 21,613 21,637 24 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,373)
0 553 -154 1,503 974 1,349 1,373 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 6.9 93.0 83.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 17 16 18 18
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,620
COMMITMENTS
0 900 0 19,225 18,720 19,225 19,620 395 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 355)
0 0 0 535 355 535 355 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 98.0 95.4 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 20 12 20 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,035
COMMITMENTS
0 900 0 15,650 15,135 15,650 16,035 385 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -125)
0 0 0 55 -125 55 -125 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 97.6 94.4 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 10 19 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,070
COMMITMENTS
0 4,650 0 24,070 19,360 24,070 24,010 0 60
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -25)
0 -50 0 -25 25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.3 0.0 100.0 80.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 21 10 21 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,035
COMMITMENTS
0 2,550 50 15,985 13,435 16,035 16,035 0 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.9 0.3 99.7 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 18 7 19 8
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,225
COMMITMENTS
50 0 0 16,155 17,105 16,205 17,105 1,020 120
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.8 99.3 94.1 99.3 5.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 9 14 9
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,430
COMMITMENTS
200 50 0 16,605 17,380 16,805 17,430 625 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 95.3 99.7 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 21 10 22 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,015
COMMITMENTS
200 25 0 17,190 17,990 17,390 18,015 625 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.0 95.4 99.9 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 10 24 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,047
COMMITMENTS
1,715 913 517 101,645 102,617 103,877 104,047 170 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 3,070)
0 100 0 3,070 2,970 3,070 3,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 0.5 97.7 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 35 29 38 32
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 132,656
COMMITMENTS
3,714 385 320 128,562 131,951 132,596 132,656 60 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 4,901)
25 0 50 4,826 4,851 4,901 4,901 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 0.2 96.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 2 37 35 42 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 154,049
COMMITMENTS
24,264 8,425 5,480 124,071 140,014 153,815 153,919 234 130
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,929)
1,090 390 -5 839 1,545 1,924 1,930 5 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.5 3.6 80.5 90.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 5 9 40 37 52 48
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,573
COMMITMENTS
2,471 2,220 1,409 91,513 91,944 95,393 95,573 180 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,685)
25 0 0 1,660 1,685 1,685 1,685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.3 1.5 95.8 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 3 37 29 42 35
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,680
COMMITMENTS
400 940 0 15,770 15,620 16,170 16,560 510 120
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 525)
0 25 0 840 380 840 405 -315 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.6 0.0 94.5 93.6 96.9 99.3 3.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 22 13 23 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,895
COMMITMENTS
1,150 315 0 14,380 15,460 15,530 15,775 365 120
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 280)
100 0 0 495 160 595 160 -315 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.0 0.0 90.5 97.3 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 12 19 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 15,955
COMMITMENTS
0 115 325 14,605 14,555 14,930 14,995 1,025 960
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 0)
-125 115 150 -170 -610 -145 -345 145 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 2.0 91.5 91.2 93.6 94.0 6.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 21 17 22
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,253
COMMITMENTS
3,798 3,170 650 26,276 27,412 30,724 31,232 529 21
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,378)
300 600 0 1,078 788 1,378 1,388 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.1 2.1 84.1 87.7 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 19 22 23 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,767
COMMITMENTS
4,510 0 0 14,544 19,429 19,054 19,429 713 338
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 730)
25 0 0 745 720 770 720 -40 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 0.0 0.0 73.6 98.3 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 19 19 19
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,446
COMMITMENTS
0 623 396 22,827 22,359 23,223 23,378 223 68
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,367)
0 184 76 1,546 1,227 1,622 1,487 -255 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.7 97.4 95.4 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 3 27 22 30 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,230
COMMITMENTS
242 880 158 21,702 21,192 22,102 22,230 128 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,855)
0 100 0 1,855 1,855 1,855 1,955 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.0 0.7 97.6 95.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 25 22 26 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,035
COMMITMENTS
0 1,120 0 14,852 13,915 14,852 15,035 183 0
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 700)
0 120 0 700 580 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.0 98.8 92.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 15 13 15 15
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,865
COMMITMENTS
0 210 0 9,535 9,595 9,535 9,805 330 60
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.7 97.3 96.7 99.4 3.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,855
COMMITMENTS
50 3,455 340 20,345 16,970 20,735 20,765 120 90
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,380)
0 150 0 1,405 1,230 1,405 1,380 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 16.6 1.6 97.6 81.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 27 26 29 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 6,285
COMMITMENTS
75 0 0 5,960 6,235 6,035 6,235 250 50
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -280 -180 -280 -180 120 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 94.8 99.2 96.0 99.2 4.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 11 18 11
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,765
COMMITMENTS
920 350 460 7,715 8,855 9,095 9,665 670 100
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -107)
-10 0 10 -257 -195 -257 -185 150 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.6 4.7 79.0 90.7 93.1 99.0 6.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 11 16 13
Updated January 16, 2015