CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 19,074
COMMITMENTS
10,450 8,369 715 7,869 9,981 19,034 19,065 40 9
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 43.9 3.7 41.3 52.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 2 7 7 15 13
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,619
COMMITMENTS
5,901 6,519 2,334 15,384 14,766 23,619 23,619 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 44)
-219 0 84 179 -40 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 27.6 9.9 65.1 62.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 3 9 8 17 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,487,257
COMMITMENTS
459,783 389,447 956,112 3039851 3123547 4455746 4469106 31,511 18,151
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 27,565)
17,732 -4,725 -6,109 19,506 37,289 31,129 26,455 -3,564 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 8.7 21.3 67.7 69.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
30 47 60 140 107 209 175
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,438,059
COMMITMENTS
141,261 49,354 1277371 1019323 1110658 2437955 2437384 104 675
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 135,922)
12,269 5,293 91,601 32,253 39,215 136,123 136,109 -202 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.0 52.4 41.8 45.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
21 25 42 59 54 103 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,122
COMMITMENTS
10,272 12,307 6,004 198,703 204,888 214,979 223,199 15,143 6,923
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 8,299)
-761 5,223 251 9,583 6,099 9,073 11,573 -774 -3,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.3 2.6 86.3 89.0 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 7 5 34 32 41 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,435
COMMITMENTS
12,519 0 1,036 71,221 84,244 84,776 85,280 4,659 4,155
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,728)
2,501 0 -84 120 2,491 2,537 2,407 191 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 1.2 79.6 94.2 94.8 95.4 5.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 27 28 30 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,974
COMMITMENTS
7,401 11,806 4,670 197,063 188,408 209,134 204,884 6,840 11,090
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,454)
897 -454 1,219 1,158 -467 3,274 298 180 3,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.5 2.2 91.2 87.2 96.8 94.9 3.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 4 24 27 30 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,650
COMMITMENTS
30,842 13,865 15,509 623,989 641,581 670,340 670,955 8,310 7,695
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 19,176)
9,929 -7,519 -1,394 9,957 27,885 18,492 18,972 684 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.0 2.3 91.9 94.5 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 4 48 35 52 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,454
COMMITMENTS
0 13,166 252 257,085 240,401 257,337 253,819 7,117 10,635
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 5,769)
0 -1,392 -294 5,703 6,361 5,409 4,675 360 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.1 97.2 90.9 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 1 33 31 34 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,754
COMMITMENTS
1,722 5,006 5,269 248,778 248,436 255,769 258,711 5,985 3,043
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 8,535)
162 261 115 8,685 9,415 8,962 9,791 -427 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.9 2.0 95.0 94.9 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 5 5 34 41 39 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,251
COMMITMENTS
6,159 0 1,747 106,520 108,441 114,426 110,188 4,825 9,063
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 8,810)
-563 0 84 9,771 7,258 9,292 7,342 -482 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 1.5 89.3 90.9 96.0 92.4 4.0 7.6
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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,401
COMMITMENTS
0 2,880 4,325 92,170 91,004 96,495 98,209 12,906 11,192
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -3,057)
0 -190 128 -4,305 -3,123 -4,177 -3,185 1,120 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 4.0 84.2 83.2 88.2 89.8 11.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 19 23 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,773
COMMITMENTS
707 1,211 0 19,989 19,615 20,696 20,826 1,077 947
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,456 1,288 1,456 1,288 112 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.6 0.0 91.8 90.1 95.1 95.7 4.9 4.3
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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,745
COMMITMENTS
0 2,327 1,524 74,253 74,962 75,777 78,813 10,968 7,932
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,983)
-287 1,175 -133 1,220 1,024 800 2,066 1,183 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.8 85.6 86.4 87.4 90.9 12.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 14 15 16 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,051
COMMITMENTS
0 0 0 191,235 195,986 191,235 195,986 10,816 6,065
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 516)
0 0 0 -114 454 -114 454 630 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 97.0 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 23 24 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,100
COMMITMENTS
0 0 0 73,972 79,012 73,972 79,012 10,128 5,088
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,578)
0 0 0 1,350 1,484 1,350 1,484 228 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 94.0 88.0 94.0 12.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 14 20 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 310,016
COMMITMENTS
0 248 0 302,700 299,410 302,700 299,658 7,316 10,358
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,914)
0 0 0 5,121 3,984 5,121 3,984 -1,207 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.6 96.6 97.6 96.7 2.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 1 0 45 34 45 35
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,203
COMMITMENTS
0 6,921 2,909 74,257 60,667 77,166 70,497 4,037 10,706
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,546)
-256 -600 742 3,054 2,835 3,540 2,977 -994 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 3.6 91.4 74.7 95.0 86.8 5.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 3 20 17 23 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,382
COMMITMENTS
1,847 0 1,439 62,566 63,346 65,852 64,785 5,530 6,597
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,652)
230 -362 117 4,742 4,354 5,089 4,109 -437 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 2.0 87.6 88.7 92.3 90.8 7.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 14 17 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,811
COMMITMENTS
16,404 0 372 62,917 77,185 79,693 77,557 3,118 5,254
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 0.0 0.4 76.0 93.2 96.2 93.7 3.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 11 13 13 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,963
COMMITMENTS
21,685 1,457 428 43,814 63,937 65,927 65,822 1,036 1,141
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,352)
0 0 0 2,240 2,383 2,240 2,383 112 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 2.2 0.6 65.4 95.5 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 3 2 26 31 35 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,115
COMMITMENTS
806 7,820 248 58,782 51,191 59,836 59,259 279 856
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,744)
0 0 0 2,744 2,632 2,744 2,632 0 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.0 0.4 97.8 85.2 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 19 15 21 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,053
COMMITMENTS
809 30 1,188 151,647 152,709 153,644 153,927 7,409 7,126
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,346)
-848 0 212 4,833 4,527 4,197 4,739 149 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.7 94.2 94.8 95.4 95.6 4.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 29 29 31 31
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,264
COMMITMENTS
0 3,005 1,653 99,177 93,465 100,830 98,123 4,434 7,141
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 5,201)
0 2,632 157 5,244 3,286 5,401 6,075 -200 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 1.6 94.2 88.8 95.8 93.2 4.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 22 26 24 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,943
COMMITMENTS
1,790 0 81 65,967 65,914 67,838 65,995 4,105 5,948
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,417)
487 -12 -825 437 996 99 159 1,318 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.1 91.7 91.6 94.3 91.7 5.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 15 20 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,817
COMMITMENTS
0 15,388 0 91,650 81,281 91,650 96,669 8,167 3,148
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,909)
0 302 0 5,359 3,721 5,359 4,023 -450 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 0.0 91.8 81.4 91.8 96.8 8.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 20 11 20 12
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,929
COMMITMENTS
922 329 28 21,678 21,840 22,628 22,197 301 732
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,632)
550 0 28 1,156 1,176 1,734 1,204 -102 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.4 0.1 94.5 95.3 98.7 96.8 1.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 11 16 13 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,046
COMMITMENTS
736 7,578 758 100,763 97,697 102,257 106,033 7,789 4,013
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -2,591)
165 -1,250 -116 -2,721 -797 -2,672 -2,163 81 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.9 0.7 91.6 88.8 92.9 96.4 7.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 14 20 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,508
COMMITMENTS
1,748 12,412 3,421 188,806 187,917 193,975 203,750 13,533 3,758
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,474)
-3,088 214 594 5,579 3,670 3,085 4,478 1,389 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.0 1.6 91.0 90.6 93.5 98.2 6.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 33 30 35 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,724
COMMITMENTS
825 0 0 12,454 15,106 13,279 15,106 2,445 618
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,660)
0 0 0 2,436 2,352 2,436 2,352 224 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 79.2 96.1 84.5 96.1 15.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 13 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,953
COMMITMENTS
0 0 0 28,893 29,951 28,893 29,951 2,060 1,002
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,604)
0 0 0 3,660 3,576 3,660 3,576 -56 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 96.8 93.3 96.8 6.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 15 12 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 263,102
COMMITMENTS
0 17,093 2,197 249,487 239,679 251,684 258,969 11,418 4,133
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 12,116)
0 61 104 13,961 12,296 14,065 12,461 -1,949 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.8 94.8 91.1 95.7 98.4 4.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 4 3 38 36 41 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 80,085
COMMITMENTS
0 0 0 74,976 76,015 74,976 76,015 5,109 4,070
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,617)
0 0 0 4,063 6,169 4,063 6,169 554 -1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 94.9 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 20 21 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,351
COMMITMENTS
0 0 0 89,544 91,173 89,544 91,173 5,807 4,178
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,215)
0 0 0 1,519 1,215 1,519 1,215 -304 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 95.6 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 18 23 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,984
COMMITMENTS
0 0 0 78,662 79,106 78,662 79,106 4,322 3,878
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,331)
0 0 0 3,126 4,187 3,126 4,187 205 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 95.3 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 13 22 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 144,022
COMMITMENTS
16,809 10,299 12,815 113,469 120,331 143,093 143,445 929 577
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,000)
-8 437 -22 969 518 938 932 62 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.2 8.9 78.8 83.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 9 17 50 50 68 69
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,837
COMMITMENTS
338 145 2,491 39,008 39,201 41,837 41,837 -0 -0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 441)
102 -980 131 208 1,290 441 441 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 6.0 93.2 93.7 100.0 100.0 -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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 363,813
COMMITMENTS
16,242 5,048 27,031 320,540 331,734 363,813 363,813 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,433)
2,921 288 -288 3,800 6,433 6,433 6,433 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.4 7.4 88.1 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 20 20 22 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,466,447
COMMITMENTS
19,136 8,311 52,331 1394980 1405805 1466447 1466447 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 14,626)
3,618 -588 668 10,340 14,546 14,626 14,626 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 3.6 95.1 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 7 37 44 46 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,395
COMMITMENTS
4,288 897 3,958 42,128 45,519 50,373 50,373 21 21
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,073)
19 -51 278 776 869 1,073 1,097 -0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.8 7.9 83.6 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 20 20 24 24
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 292,609
COMMITMENTS
5,983 33,735 24,064 262,562 234,810 292,609 292,609 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,774)
-1,904 0 0 6,678 4,774 4,774 4,774 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.5 8.2 89.7 80.2 100.0 100.0 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 647,840
COMMITMENTS
17,171 17,968 16,973 613,696 612,899 647,840 647,840 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 766)
-4,121 0 1,929 2,958 -1,163 766 766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.8 2.6 94.7 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 25 27 29 29
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,851
COMMITMENTS
3,761 5,054 2,337 46,113 45,209 52,211 52,600 640 251
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 372)
-390 40 146 699 144 455 330 -83 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 9.6 4.4 87.3 85.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 25 26 30 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,599
COMMITMENTS
130 0 370 60,519 60,924 61,019 61,294 580 305
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,020)
0 0 0 1,045 1,180 1,045 1,180 -25 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 98.2 98.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 27 20 28 21
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,425
COMMITMENTS
570 0 390 74,340 75,010 75,300 75,400 125 25
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,245)
100 0 0 1,145 1,300 1,245 1,300 0 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 98.6 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 29 22 31 23
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,410
COMMITMENTS
50 310 0 16,300 16,100 16,350 16,410 60 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 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: 29)
1 1 0 17 16 18 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 266,088
COMMITMENTS
7,344 0 2,352 256,392 263,736 266,088 266,088 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,560)
352 0 0 2,208 2,560 2,560 2,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.9 96.4 99.1 100.0 100.0 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,225
COMMITMENTS
2,990 221 132 5,083 7,549 8,205 7,902 20 323
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 165)
-8 92 8 165 65 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 2.7 1.6 61.8 91.8 99.8 96.1 0.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 15 16 18 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,850
COMMITMENTS
4,200 350 0 9,650 13,500 13,850 13,850 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -1,400)
-600 250 0 -800 -1,650 -1,400 -1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 2.5 0.0 69.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 11 11 12
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,145
COMMITMENTS
0 460 0 18,145 17,685 18,145 18,145 0 0
CHANGES FROM 01/13/15 (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 2.5 0.0 100.0 97.5 100.0 100.0 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,830
COMMITMENTS
0 860 380 13,190 12,590 13,570 13,830 260 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 2.7 95.4 91.0 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,797
COMMITMENTS
1,935 38 367 14,944 15,970 17,246 16,375 551 1,422
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,034)
26 0 0 986 994 1,012 994 22 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.2 2.1 84.0 89.7 96.9 92.0 3.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 25 24 27 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,882
COMMITMENTS
0 9,873 1,205 44,301 34,780 45,506 45,858 376 24
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -20)
0 -12 10 134 -18 144 -20 -164 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.5 2.6 96.6 75.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 2 32 32 34 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,807
COMMITMENTS
82 10,235 1,527 52,921 42,995 54,530 54,757 277 50
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 451)
0 322 10 446 113 456 445 -5 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 18.7 2.8 96.6 78.4 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,870
COMMITMENTS
600 80 0 42,980 43,765 43,580 43,845 290 25
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -320)
500 -1,225 0 -820 905 -320 -320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.0 98.0 99.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,245
COMMITMENTS
0 80 0 48,005 48,165 48,005 48,245 240 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -500)
0 -1,225 0 -500 725 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.5 99.8 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 380,173
COMMITMENTS
86,539 0 22,364 271,270 357,809 380,173 380,173 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 18,904)
-1,000 0 0 19,904 18,904 18,904 18,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 0.0 5.9 71.4 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 27 28 31 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,184
COMMITMENTS
5,248 146 851 18,044 22,655 24,143 23,652 41 532
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 67)
-113 0 90 175 256 152 346 -85 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.6 3.5 74.6 93.7 99.8 97.8 0.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 4 23 29 30 33
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,988
COMMITMENTS
447 408 1,155 11,386 11,425 12,988 12,988 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 360)
154 177 -77 283 260 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.1 8.9 87.7 88.0 100.0 100.0 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 549,233
COMMITMENTS
0 5,859 16,778 532,455 526,596 549,233 549,233 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 13,574)
-426 5,859 -3,534 17,534 11,249 13,574 13,574 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 3.1 96.9 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 24 17 25 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,457
COMMITMENTS
8,688 0 2,815 37,593 46,160 49,096 48,975 361 482
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 76)
-63 0 -81 264 117 120 36 -44 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 5.7 76.0 93.3 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,579
COMMITMENTS
5,136 0 298 10,382 15,342 15,816 15,640 763 939
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -66)
50 0 -66 -70 0 -86 -66 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 0.0 1.8 62.6 92.5 95.4 94.3 4.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 2 16 20 21 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 238,664
COMMITMENTS
45,878 0 1,224 191,562 237,440 238,664 238,664 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 13,120)
14,176 0 -1,408 352 14,528 13,120 13,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.0 0.5 80.3 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 14 18 17 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,818
COMMITMENTS
1,484 586 330 10,878 11,605 12,692 12,521 126 297
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 663)
-66 44 66 663 553 663 663 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.6 2.6 84.9 90.5 99.0 97.7 1.0 2.3
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 01/20/15 |
--------------------------------------------------------------| 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 01/13/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,559
COMMITMENTS
0 2,364 1,336 20,199 17,859 21,535 21,559 24 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -78)
0 202 -154 76 -126 -78 -78 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 6.2 93.7 82.8 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,630
COMMITMENTS
0 900 0 19,235 18,730 19,235 19,630 395 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 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 01/20/15 |
--------------------------------------------------------------| 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 01/13/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,070
COMMITMENTS
0 100 0 24,070 23,910 24,070 24,010 0 60
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0)
0 -4,550 0 0 4,550 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 11 21 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,035
COMMITMENTS
0 0 0 16,035 16,035 16,035 16,035 0 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0)
0 -2,550 -50 50 2,600 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 8 19 8
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| 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 01/13/15 (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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,610
COMMITMENTS
200 50 0 16,725 17,560 16,925 17,610 685 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 180)
0 0 0 120 180 120 180 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 95.0 99.7 96.1 100.0 3.9 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,265
COMMITMENTS
200 25 0 17,380 18,240 17,580 18,265 685 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 250)
0 0 0 190 250 190 250 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.0 95.2 99.9 96.2 100.0 3.8 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,878
COMMITMENTS
1,715 628 517 102,486 103,733 104,718 104,878 160 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 831)
0 -285 0 841 1,116 841 831 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 0.5 97.7 98.9 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 133,955
COMMITMENTS
3,589 75 420 129,876 133,460 133,885 133,955 70 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,299)
-125 -310 100 1,314 1,509 1,289 1,299 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.1 0.3 97.0 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 2 37 36 42 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 156,388
COMMITMENTS
24,137 8,462 5,695 126,294 142,087 156,126 156,244 262 144
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,339)
-127 37 215 2,223 2,073 2,311 2,325 28 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.4 3.6 80.8 90.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 6 8 39 36 50 47
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,393
COMMITMENTS
2,771 2,240 1,409 92,033 92,744 96,213 96,393 180 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 820)
300 20 0 520 800 820 820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 1.5 95.5 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 3 37 31 42 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,915
COMMITMENTS
375 940 25 16,005 15,820 16,405 16,785 510 130
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 235)
-25 0 25 235 200 235 225 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.6 0.1 94.6 93.5 97.0 99.2 3.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 13 24 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,180
COMMITMENTS
1,175 315 0 14,630 15,745 15,805 16,060 375 120
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 285)
25 0 0 250 285 275 285 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.9 0.0 90.4 97.3 97.7 99.3 2.3 0.7
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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 16,555
COMMITMENTS
0 415 325 15,205 14,855 15,530 15,595 1,025 960
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 600)
0 300 0 600 300 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 2.0 91.8 89.7 93.8 94.2 6.2 5.8
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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,905
COMMITMENTS
3,798 3,240 650 26,928 27,994 31,376 31,884 529 21
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 652)
0 70 0 652 582 652 652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.2 2.0 84.4 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,512
COMMITMENTS
4,955 0 0 14,859 20,224 19,814 20,224 698 288
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 745)
445 0 0 315 795 760 795 -15 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.0 0.0 72.4 98.6 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 17 20 19 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,554
COMMITMENTS
256 644 140 23,935 23,702 24,331 24,486 223 68
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,108)
256 21 -256 1,108 1,343 1,108 1,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.6 0.6 97.5 96.5 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 27 23 30 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,146
COMMITMENTS
242 880 158 21,618 21,108 22,018 22,146 128 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -84)
0 0 0 -84 -84 -84 -84 0 0
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 21 26 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,935
COMMITMENTS
0 1,120 0 14,752 13,815 14,752 14,935 183 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.0 98.8 92.5 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 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,840
COMMITMENTS
0 210 0 9,510 9,570 9,510 9,780 330 60
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.6 97.3 96.6 99.4 3.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 13 15 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,975
COMMITMENTS
50 3,455 465 21,340 17,965 21,855 21,885 120 90
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,120)
0 0 125 995 995 1,120 1,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.7 2.1 97.1 81.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 26 27 28 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 6,340
COMMITMENTS
75 0 0 6,135 6,340 6,210 6,340 130 0
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 55)
0 0 0 175 105 175 105 -120 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.8 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 13 19 13
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,845
COMMITMENTS
920 350 460 7,915 8,935 9,295 9,745 550 100
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 80)
0 0 0 200 80 200 80 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.6 4.7 80.4 90.8 94.4 99.0 5.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 12 17 14
Updated January 23, 2015