CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 15,814
COMMITMENTS
6,138 4,921 709 8,913 10,184 15,760 15,814 54 -0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 651)
434 545 -79 294 186 649 651 2 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 31.1 4.5 56.4 64.4 99.7 100.0 0.3 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 5 4 6 9 20 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,725
COMMITMENTS
4,777 5,889 1,109 18,839 17,727 24,725 24,725 -0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 36)
-19 0 21 35 16 36 36 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 23.8 4.5 76.2 71.7 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 2 7 8 16 13
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 26,291
COMMITMENTS
3,731 1,211 1,842 20,719 23,238 26,291 26,291 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 427)
-487 -207 642 272 -8 427 427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.6 7.0 78.8 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 3 6 12 9 23 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,007,199
COMMITMENTS
270,337 349,938 817,110 2884665 2823193 3972112 3990241 35,087 16,958
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,769)
-7,292 -9,199 -15,842 30,243 33,226 7,109 8,185 -1,340 -2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.7 20.4 72.0 70.5 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
27 44 55 133 110 194 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,461,377
COMMITMENTS
241,705 140,683 1091538 1127601 1227352 2460844 2459573 534 1,804
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 243,555)
23,240 27,425 105,441 114,847 110,699 243,528 243,565 27 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.7 44.3 45.8 49.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 17 37 52 54 90 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,241
COMMITMENTS
6,214 13,139 4,743 219,942 220,178 230,899 238,060 14,342 7,181
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -588)
1,385 2,032 -637 -1,730 -1,272 -982 123 394 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.4 1.9 89.7 89.8 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 7 5 35 31 41 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,448
COMMITMENTS
15,846 3,127 1,924 96,170 110,816 113,940 115,867 5,508 3,581
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,367)
-409 -216 246 3,739 2,667 3,576 2,697 -209 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.6 1.6 80.5 92.8 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 1 3 29 29 37 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,862
COMMITMENTS
2,764 4,870 5,297 226,698 226,468 234,759 236,635 8,103 6,227
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 9,376)
499 -1,013 -210 8,873 11,427 9,162 10,204 214 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.0 2.2 93.3 93.2 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 5 27 32 32 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 719,673
COMMITMENTS
70,009 7,816 9,953 632,129 691,826 712,091 709,595 7,582 10,078
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,223)
-430 -1,034 828 6,056 6,220 6,454 6,014 -1,231 -791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.1 1.4 87.8 96.1 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 5 46 35 51 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,146
COMMITMENTS
3,763 20,313 1,592 285,238 263,950 290,593 285,855 4,553 9,291
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 13,259)
1,116 4,509 -259 13,535 10,479 14,392 14,729 -1,133 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.9 0.5 96.6 89.4 98.5 96.9 1.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 3 33 32 36 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,415
COMMITMENTS
454 7,346 5,919 247,063 240,606 253,436 253,871 6,979 6,544
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,674)
-1,703 1,953 2,017 6,010 -2,397 6,324 1,573 -2,650 2,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.8 2.3 94.9 92.4 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 4 4 39 38 43 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,506
COMMITMENTS
5,210 0 3,502 100,072 102,681 108,784 106,183 5,722 8,323
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,512)
1,253 0 172 3,327 6,116 4,752 6,288 760 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 3.1 87.4 89.7 95.0 92.7 5.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 21 20 24 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,678
COMMITMENTS
887 1,904 5,449 98,653 98,409 104,989 105,762 7,689 6,916
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -375)
332 40 -92 947 877 1,187 825 -1,562 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 4.8 87.6 87.3 93.2 93.9 6.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 28 25 32 30
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,753
COMMITMENTS
0 1,707 2,318 76,758 75,645 79,076 79,670 9,677 9,083
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -110)
0 1,153 -64 16 -1,212 -48 -123 -62 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 2.6 86.5 85.2 89.1 89.8 10.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 15 20 17 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,423
COMMITMENTS
0 0 0 184,928 185,155 184,928 185,155 7,495 7,268
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -217)
0 0 0 -372 -215 -372 -215 155 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 96.2 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 22 24 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,941
COMMITMENTS
0 0 0 75,249 81,819 75,249 81,819 12,692 6,122
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -308 89 -308 89 428 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.6 93.0 85.6 93.0 14.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 13 16 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,003
COMMITMENTS
736 0 0 325,517 328,156 326,253 328,156 10,750 8,847
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,011)
736 -36 -305 3,674 3,588 4,105 3,247 -94 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.6 97.4 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 0 0 45 38 46 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,864
COMMITMENTS
1,342 2,289 3,262 69,892 59,896 74,496 65,447 4,368 13,417
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,063)
-763 -90 379 3,235 2,251 2,851 2,540 212 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.9 4.1 88.6 75.9 94.5 83.0 5.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 16 21 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,213
COMMITMENTS
444 2,467 1,594 67,792 66,458 69,830 70,519 7,383 6,694
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,685)
-803 -458 190 1,937 2,415 1,324 2,147 1,361 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.2 2.1 87.8 86.1 90.4 91.3 9.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 14 20 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,874
COMMITMENTS
8,464 1,950 0 57,748 63,286 66,212 65,236 1,662 2,638
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,788)
3,720 0 0 -664 3,326 3,056 3,326 732 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 2.9 0.0 85.1 93.2 97.6 96.1 2.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 0 22 27 27 29
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,494
COMMITMENTS
0 7,736 0 62,311 52,873 62,311 60,609 183 1,885
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,773)
0 0 0 4,680 4,153 4,680 4,153 93 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 0.0 99.7 84.6 99.7 97.0 0.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 13 21 13 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,578
COMMITMENTS
643 13,358 1,418 154,509 137,620 156,570 152,396 5,008 9,182
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,078)
643 -1,162 159 8,207 5,621 9,009 4,618 -4,931 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.3 0.9 95.6 85.2 96.9 94.3 3.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 27 28 29 30
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,703
COMMITMENTS
2,728 1,008 1,692 46,285 53,560 50,705 56,260 10,998 5,443
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 561)
-124 -2,354 450 396 2,692 722 788 -161 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.6 2.7 75.0 86.8 82.2 91.2 17.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 13 15 16 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,093
COMMITMENTS
0 2,405 3,588 101,164 99,647 104,752 105,640 7,341 6,453
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 465)
0 394 103 486 -156 589 341 -124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 3.2 90.3 88.9 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 22 25 24 27
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,474
COMMITMENTS
1,128 15,984 581 91,737 80,483 93,446 97,048 7,028 3,426
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,283)
0 62 0 3,515 1,513 3,515 1,575 -1,232 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 15.9 0.6 91.3 80.1 93.0 96.6 7.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 14 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,258
COMMITMENTS
1,290 10,677 400 97,116 91,529 98,806 102,606 5,452 1,652
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 829)
188 -2 149 977 1,509 1,314 1,656 -485 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 10.2 0.4 93.1 87.8 94.8 98.4 5.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 19 16 20 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,441
COMMITMENTS
1,390 18,122 3,078 181,643 173,466 186,111 194,666 13,330 4,775
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,251)
-2,109 -851 1,157 4,962 3,058 4,010 3,364 -1,759 -1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.1 1.5 91.1 87.0 93.3 97.6 6.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 5 3 33 32 36 38
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,978
COMMITMENTS
0 1,179 0 21,888 21,037 21,888 22,216 1,090 762
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,131)
0 279 0 3,801 4,681 3,801 4,960 -670 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 95.3 91.6 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 13 14 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,895
COMMITMENTS
0 0 0 39,289 40,047 39,289 40,047 1,606 848
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 411)
0 0 0 1,147 961 1,147 961 -736 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 97.9 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 12 15 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 269,602
COMMITMENTS
2,068 11,255 2,391 255,566 251,317 260,025 264,963 9,577 4,639
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,444)
30 853 0 1,726 932 1,756 1,785 688 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.2 0.9 94.8 93.2 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 2 40 36 43 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 117,239
COMMITMENTS
0 0 0 114,118 112,412 114,118 112,412 3,121 4,827
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 842)
0 0 0 1,090 842 1,090 842 -248 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 95.9 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 22 26 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,252
COMMITMENTS
2,576 0 0 78,547 85,000 81,123 85,000 10,129 6,252
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 155 670 155 670 -155 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 86.1 93.1 88.9 93.1 11.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,533
COMMITMENTS
0 979 0 76,101 78,674 76,101 79,653 9,432 5,880
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -470)
0 979 0 -283 -440 -283 539 -187 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 89.0 92.0 89.0 93.1 11.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 17 19 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 154,966
COMMITMENTS
15,169 11,549 15,048 123,356 127,430 153,573 154,028 1,393 938
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,671)
-325 1,265 256 4,911 3,748 4,842 5,269 829 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.5 9.7 79.6 82.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 9 16 52 55 71 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,219
COMMITMENTS
279 333 1,996 39,944 39,891 42,219 42,219 -0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 42)
9 76 -10 43 -24 42 42 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 4.7 94.6 94.5 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 26 24 30 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 403,684
COMMITMENTS
29,454 7,384 19,112 355,118 377,188 403,684 403,684 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,016)
-992 1,000 0 3,008 1,016 2,016 2,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.8 4.7 88.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 3 24 21 28 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,589,140
COMMITMENTS
34,502 18,139 38,557 1509447 1524338 1582506 1581034 6,634 8,106
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 52,748)
4,736 -6,249 -1,206 42,584 52,097 46,114 44,642 6,634 8,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 2.4 95.0 95.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 5 6 39 44 48 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,866
COMMITMENTS
582 708 6,751 52,533 52,406 59,866 59,866 -0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 543)
36 9 -116 807 811 727 705 -184 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 11.3 87.8 87.5 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 4 27 22 32 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 366,042
COMMITMENTS
2,992 4,154 31,369 331,680 330,518 366,041 366,041 1 1
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,256)
-3,272 0 0 8,528 5,256 5,256 5,256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 8.6 90.6 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 18 15 21 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 560,544
COMMITMENTS
12,039 15,849 13,289 535,216 531,406 560,544 560,544 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,247)
0 0 0 4,247 4,247 4,247 4,247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.8 2.4 95.5 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 24 28 26 32
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,909
COMMITMENTS
2,529 2,415 2,952 41,681 42,394 47,162 47,761 747 148
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 760)
-166 -357 186 740 933 760 762 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.0 6.2 87.0 88.5 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 26 31 30 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,094
COMMITMENTS
0 345 50 57,753 57,687 57,803 58,082 291 12
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 779)
0 0 0 1,262 767 1,262 767 -483 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.1 99.4 99.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 33 26 34 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,514
COMMITMENTS
50 150 230 71,876 72,119 72,156 72,499 358 15
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,700)
0 50 0 1,688 1,638 1,688 1,688 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.3 99.1 99.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 37 27 38 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,620
COMMITMENTS
1,190 175 10 16,175 17,345 17,375 17,530 245 90
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 0.1 91.8 98.4 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 22 15 23 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 281,560
COMMITMENTS
0 7,696 6,688 274,872 267,176 281,560 281,560 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,112)
0 2,304 0 1,112 -1,192 1,112 1,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.4 97.6 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 24 20 25 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,394
COMMITMENTS
2,790 294 198 5,302 7,709 8,290 8,201 104 193
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 346)
80 60 0 246 286 326 346 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 3.5 2.4 63.2 91.8 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 18 21 24 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,515
COMMITMENTS
1,060 525 140 21,255 21,850 22,455 22,515 60 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 705)
0 0 0 705 705 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.3 0.6 94.4 97.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 24 24 25 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,970
COMMITMENTS
0 725 230 13,515 12,995 13,745 13,950 225 20
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -40)
0 0 0 140 95 140 95 -180 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 1.6 96.7 93.0 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 24 25 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,595
COMMITMENTS
636 18 307 15,991 15,714 16,934 16,039 661 1,556
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -262)
0 0 0 -222 -283 -222 -283 -40 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.1 1.7 90.9 89.3 96.2 91.2 3.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 26 23 28 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,564
COMMITMENTS
0 11,604 1,041 53,075 41,724 54,116 54,369 448 195
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 484)
0 -19 -24 558 527 534 484 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.3 1.9 97.3 76.5 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 2 33 32 35 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,376
COMMITMENTS
0 10,903 1,407 57,944 47,026 59,351 59,336 25 40
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 639)
0 165 -21 840 495 819 639 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.4 2.4 97.6 79.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 6 3 36 37 39 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,745
COMMITMENTS
1,595 0 0 47,050 48,670 48,645 48,670 100 75
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,965)
0 0 0 1,965 1,965 1,965 1,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 96.5 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 31 15 33 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,545
COMMITMENTS
1,290 0 0 48,085 49,455 49,375 49,455 170 90
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,610)
0 0 0 1,610 1,610 1,610 1,610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.1 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 32 16 33 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 380,944
COMMITMENTS
63,762 2,417 21,528 295,654 356,999 380,944 380,944 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 464)
793 -784 0 -329 1,248 464 464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.6 5.7 77.6 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 32 32 36 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,358
COMMITMENTS
5,047 480 781 17,293 21,776 23,121 23,037 237 321
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 92)
146 -27 7 -105 132 48 112 44 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 2.1 3.3 74.0 93.2 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 4 28 34 35 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,190
COMMITMENTS
464 1,485 746 15,980 14,959 17,190 17,190 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,435)
-50 -156 -25 1,510 1,616 1,435 1,435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.6 4.3 93.0 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 17 12 22 15
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 177,478
COMMITMENTS
18,070 608 10,568 148,829 166,291 177,467 177,467 11 11
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.3 6.0 83.9 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 13 5 17 7
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 512,951
COMMITMENTS
0 12,476 14,038 498,913 486,437 512,951 512,951 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 951)
0 0 0 951 951 951 951 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 2.7 97.3 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 20 22 22 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,525
COMMITMENTS
6,050 216 2,960 35,064 40,944 44,074 44,120 451 405
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 574)
0 0 0 574 554 574 554 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.5 6.6 78.8 92.0 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 19 21 24 24
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,513
COMMITMENTS
3,590 0 706 12,703 15,543 16,999 16,249 514 1,264
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 215)
144 0 -41 90 209 193 168 22 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 4.0 72.5 88.8 97.1 92.8 2.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 4 18 23 23 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 209,640
COMMITMENTS
47,435 0 0 162,205 209,640 209,640 209,640 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,256)
0 0 0 1,256 1,256 1,256 1,256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.0 0.0 77.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 18 19 21 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,045
COMMITMENTS
1,231 0 154 11,314 11,782 12,699 11,936 346 1,109
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -236)
-62 0 0 -23 -214 -85 -214 -151 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.2 86.7 90.3 97.3 91.5 2.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 22 20 24 21
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 111,078
COMMITMENTS
10,057 0 0 101,021 111,078 111,078 111,078 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -375)
0 0 0 -375 -375 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 90.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 18 19 20 19
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,569
COMMITMENTS
714 0 1,157 21,698 22,412 23,569 23,569 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 383)
0 0 0 383 383 383 383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 4.9 92.1 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 14 17 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 86,998
COMMITMENTS
2,891 13,786 12,582 70,853 59,884 86,326 86,252 672 746
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 8,858)
-1,241 4,244 847 10,040 3,770 9,646 8,861 -788 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 15.8 14.5 81.4 68.8 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 14 21 17
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,560
COMMITMENTS
0 850 50 29,005 28,540 29,055 29,440 505 120
CHANGES FROM 04/14/15 (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 2.9 0.2 98.1 96.5 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 17 21 18
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,925
COMMITMENTS
0 900 0 25,480 24,665 25,480 25,565 445 360
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 98.3 95.1 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 11 19 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,771
COMMITMENTS
100 0 0 25,476 25,726 25,576 25,726 195 45
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.9 99.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 23 12 24 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,619
COMMITMENTS
0 0 0 19,424 19,619 19,424 19,619 195 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 610)
0 0 0 610 610 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 9 20 9
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,437
COMMITMENTS
0 0 0 13,825 14,437 13,825 14,437 612 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 100.0 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 8 19 8
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,348
COMMITMENTS
1,665 95 150 110,403 112,103 112,218 112,348 130 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,025)
-100 0 0 3,125 3,025 3,025 3,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 0.1 98.3 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 2 36 40 39 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 137,049
COMMITMENTS
1,965 150 720 134,364 136,179 137,049 137,049 0 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,510)
-150 0 50 5,610 5,460 5,510 5,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.5 98.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 3 42 41 46 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 150,662
COMMITMENTS
18,406 6,514 5,847 122,863 134,855 147,116 147,216 3,546 3,446
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 234)
675 599 -565 -3,218 -3,106 -3,108 -3,072 3,342 3,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.3 3.9 81.5 89.5 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 7 8 47 42 58 54
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,343
COMMITMENTS
2,560 1,915 3,325 92,663 93,508 98,548 98,748 1,795 1,595
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 349)
-75 0 25 -1,217 -1,256 -1,267 -1,231 1,616 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 3.3 92.3 93.2 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 6 40 32 48 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,425
COMMITMENTS
50 615 0 26,150 25,690 26,200 26,305 225 120
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,675)
0 -100 0 1,795 1,775 1,795 1,675 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.0 99.0 97.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 29 14 30 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,545
COMMITMENTS
25 215 50 23,230 23,145 23,305 23,410 240 135
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,410)
0 -100 50 1,480 1,460 1,530 1,410 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.2 98.7 98.3 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 24 10 26 11
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 23,060
COMMITMENTS
0 930 295 22,660 21,100 22,955 22,325 105 735
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 1,500 1,500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 1.3 98.3 91.5 99.5 96.8 0.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 25 22 26 24
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,112
COMMITMENTS
2,503 2,670 755 29,269 29,527 32,527 32,952 585 160
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -38)
135 0 -48 -235 -150 -148 -198 110 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.1 2.3 88.4 89.2 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 22 24 26 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,043
COMMITMENTS
3,870 0 0 16,223 20,961 20,093 20,961 950 82
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 119)
150 0 0 -71 346 79 346 40 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 0.0 77.1 99.6 95.5 99.6 4.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,557
COMMITMENTS
270 260 230 23,041 23,685 23,541 24,175 2,016 1,382
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 937)
0 0 0 -490 -415 -490 -415 1,427 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.9 90.2 92.7 92.1 94.6 7.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 24 23 27 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,791
COMMITMENTS
710 785 0 21,941 21,906 22,651 22,691 140 100
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 245)
0 150 0 245 95 245 245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.4 0.0 96.3 96.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 23 23 24 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,127
COMMITMENTS
0 990 0 15,330 14,532 15,330 15,522 797 605
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 504)
0 0 0 65 -101 65 -101 439 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 95.1 90.1 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 14 17 15
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,870
COMMITMENTS
25 2,570 290 27,410 24,785 27,725 27,645 145 225
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 830)
0 0 0 830 830 830 830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.2 1.0 98.3 88.9 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 24 21 26 24
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,706
COMMITMENTS
975 0 0 7,615 9,611 8,590 9,611 1,116 95
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 78.5 99.0 88.5 99.0 11.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 21 18 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,905
COMMITMENTS
1,936 100 265 8,079 10,280 10,280 10,645 625 260
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.9 2.4 74.1 94.3 94.3 97.6 5.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 16 16 18 19
Updated April 24, 2015