CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,178
COMMITMENTS
8,829 4,966 1,709 15,570 19,503 26,108 26,178 70 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -1,096)
389 -1,081 11 -1,501 -26 -1,101 -1,096 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 19.0 6.5 59.5 74.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 8 8 10 10 26 21
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 27,651
COMMITMENTS
4,547 6,569 1,973 21,130 19,109 27,651 27,651 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,089)
-941 705 942 2,088 442 2,089 2,089 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 23.8 7.1 76.4 69.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 3 10 8 19 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,033
COMMITMENTS
3,549 4,765 1,865 29,619 28,403 35,033 35,033 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 388)
-103 520 -214 705 82 388 388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.6 5.3 84.5 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 5 14 10 23 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,193,675
COMMITMENTS
333,154 354,046 816,826 3008795 3010426 4158775 4181298 34,900 12,377
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -6,271)
-40,553 33,964 -16,198 51,732 -24,486 -5,019 -6,720 -1,252 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.4 19.5 71.7 71.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
38 43 63 142 123 214 196
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,048,947
COMMITMENTS
131,886 76,625 947,915 968,745 1023883 2048546 2048423 400 524
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 75,823)
-23,899 -11,675 3,155 96,854 84,494 76,111 75,974 -289 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.7 46.3 47.3 50.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
23 22 41 54 58 97 101
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,647
COMMITMENTS
9,827 7,774 2,291 226,965 237,931 239,083 247,996 14,564 5,651
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 7,015)
-160 2,857 660 6,907 4,795 7,407 8,312 -392 -1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.1 0.9 89.5 93.8 94.3 97.8 5.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 5 5 35 33 44 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,802
COMMITMENTS
6,521 1,629 1,045 113,992 118,702 121,558 121,376 4,244 4,426
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 5,307)
3,063 -541 -519 2,639 4,335 5,183 3,275 124 2,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.3 0.8 90.6 94.4 96.6 96.5 3.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 3 31 32 37 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,644
COMMITMENTS
152 11,373 3,359 195,190 183,437 198,701 198,169 7,943 8,475
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 263)
-85 1,388 196 409 -997 520 587 -257 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.5 1.6 94.5 88.8 96.2 95.9 3.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 7 4 29 31 33 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,487
COMMITMENTS
7,557 1,270 1,766 645,758 655,514 655,081 658,550 7,406 3,937
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 8,598)
423 -438 -644 7,140 9,680 6,919 8,598 1,679 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.3 97.5 98.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 5 53 41 60 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,295
COMMITMENTS
4,668 9,424 1,371 309,197 304,697 315,236 315,492 8,059 7,803
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 3,406)
-1,858 -2,622 -1,150 5,769 6,514 2,761 2,742 645 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.9 0.4 95.6 94.2 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 2 40 37 44 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,147
COMMITMENTS
4,309 3,133 5,438 219,005 219,871 228,752 228,442 5,395 5,705
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 8,503)
-430 -171 -179 7,985 8,397 7,376 8,047 1,127 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 2.3 93.5 93.9 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 4 38 45 43 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,734
COMMITMENTS
1,241 2,416 4,605 94,650 94,381 100,496 101,402 7,238 6,332
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 5,155)
-2,902 2,412 1,948 5,600 386 4,646 4,746 509 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.2 4.3 87.9 87.6 93.3 94.1 6.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 23 27 26 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,482
COMMITMENTS
311 10,296 1,856 89,599 80,279 91,766 92,431 5,716 5,051
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,884)
-31 1,246 220 2,758 1,333 2,947 2,799 -63 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.6 1.9 91.9 82.4 94.1 94.8 5.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 6 4 32 30 36 37
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,635
COMMITMENTS
390 341 0 20,360 20,568 20,750 20,909 885 726
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.6 0.0 94.1 95.1 95.9 96.6 4.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 11 15 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,260
COMMITMENTS
192 4,025 1,259 69,011 61,186 70,462 66,470 6,798 10,790
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,815)
0 1,136 -171 2,052 750 1,881 1,715 -66 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.2 1.6 89.3 79.2 91.2 86.0 8.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,444
COMMITMENTS
360 0 0 180,022 180,002 180,382 180,002 6,062 6,442
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 789)
120 0 0 578 1,216 698 1,216 91 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.6 96.5 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 27 23 28 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,652
COMMITMENTS
0 0 0 81,750 84,487 81,750 84,487 7,902 5,165
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,988)
0 0 0 2,744 3,108 2,744 3,108 244 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 94.2 91.2 94.2 8.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 15 19 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 344,328
COMMITMENTS
720 0 3,687 326,044 330,111 330,451 333,798 13,877 10,530
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 4,382)
-62 -1,057 0 4,841 5,013 4,779 3,956 -397 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.1 94.7 95.9 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 0 2 45 40 47 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,927
COMMITMENTS
374 2,074 2,890 66,081 59,755 69,345 64,719 5,582 10,208
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,490)
276 -696 -272 1,436 4,050 1,440 3,082 50 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 3.9 88.2 79.8 92.6 86.4 7.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 18 23 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,466
COMMITMENTS
0 1,559 1,601 60,512 60,502 62,113 63,662 4,353 2,804
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -67)
0 1,187 -715 7 -112 -708 360 641 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 2.4 91.0 91.0 93.5 95.8 6.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 19 19 21 21
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,479
COMMITMENTS
3,829 990 0 84,527 86,844 88,356 87,834 1,123 1,645
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 17,299)
443 990 0 16,281 16,278 16,724 17,268 575 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.1 0.0 94.5 97.1 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 0 21 21 24 23
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,546
COMMITMENTS
8,518 5,800 150 96,704 98,586 105,372 104,536 1,174 2,010
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 16,804)
478 902 150 16,058 16,152 16,686 17,204 118 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.4 0.1 90.8 92.5 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 7 1 32 31 40 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,658
COMMITMENTS
0 2,725 0 45,169 42,350 45,169 45,075 489 583
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 3,848)
0 0 0 3,818 3,821 3,818 3,821 30 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 98.9 92.8 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 17 28 17 29
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,827
COMMITMENTS
572 128 1,504 167,877 165,897 169,953 167,529 3,874 6,298
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,210)
-59 30 -8 2,345 1,880 2,278 1,902 -68 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.9 96.6 95.4 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 34 35 36 37
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,492
COMMITMENTS
0 2,579 0 22,394 19,659 22,394 22,238 1,098 1,254
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,340)
0 1,680 0 2,010 212 2,010 1,892 330 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 95.3 83.7 95.3 94.7 4.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 11 16 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,850
COMMITMENTS
2,058 477 2,664 54,159 62,054 58,881 65,195 8,969 2,655
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 911)
2 0 277 1,060 1,200 1,339 1,477 -428 -566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.7 3.9 79.8 91.5 86.8 96.1 13.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 19 21 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,989
COMMITMENTS
159 5,985 4,029 87,968 83,333 92,156 93,347 7,833 6,642
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,096)
-120 676 0 1,311 727 1,191 1,403 -95 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.0 4.0 88.0 83.3 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 23 25 25 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,625
COMMITMENTS
2,050 0 1,425 92,549 101,198 96,024 102,623 9,601 3,002
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,953)
-164 0 192 5,576 3,210 5,604 3,402 -2,651 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.3 87.6 95.8 90.9 97.2 9.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 19 21 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,445
COMMITMENTS
666 1,178 899 83,503 85,481 85,068 87,558 4,377 1,887
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,507)
-677 848 440 2,684 1,151 2,447 2,439 60 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 1.0 93.4 95.6 95.1 97.9 4.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 26 23 29 27
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,623
COMMITMENTS
519 2,974 727 108,948 110,260 110,194 113,961 7,429 3,662
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 964)
291 -1,066 -316 25 914 0 -468 964 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.5 0.6 92.6 93.7 93.7 96.9 6.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 22 20 23 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,123
COMMITMENTS
2,258 16,928 2,672 178,204 168,922 183,134 188,522 10,989 5,601
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 3,321)
-175 849 -477 4,075 2,733 3,423 3,105 -102 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.7 1.4 91.8 87.0 94.3 97.1 5.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 3 33 28 37 33
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,846
COMMITMENTS
2,282 3,984 0 13,347 11,249 15,629 15,233 217 613
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,214)
272 1,710 0 2,159 414 2,431 2,124 -217 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 25.1 0.0 84.2 71.0 98.6 96.1 1.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 12 13 14 15
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,528
COMMITMENTS
2,776 2,010 0 40,357 41,243 43,133 43,253 395 275
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 6,208)
360 0 0 6,058 6,088 6,418 6,088 -210 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.6 0.0 92.7 94.8 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,175
COMMITMENTS
2,116 2,121 0 44,792 46,223 46,908 48,344 2,267 831
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,370)
1,620 540 0 660 1,774 2,280 2,314 90 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.3 0.0 91.1 94.0 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 14 16 15 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 223,660
COMMITMENTS
2,482 5,686 3,838 211,752 211,036 218,072 220,560 5,588 3,100
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -936)
450 -3,028 -485 -1,143 2,304 -1,178 -1,209 242 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.5 1.7 94.7 94.4 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 5 4 42 37 49 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,542
COMMITMENTS
0 0 0 102,344 102,816 102,344 102,816 2,198 1,726
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,053)
0 0 0 1,629 1,873 1,629 1,873 424 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.3 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 29 28 29 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,967
COMMITMENTS
0 0 0 65,243 62,541 65,243 62,541 8,724 11,426
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,186)
0 0 0 1,068 1,763 1,068 1,763 118 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 84.6 88.2 84.6 11.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,945
COMMITMENTS
0 608 0 63,651 70,963 63,651 71,571 10,294 2,374
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,648)
0 -60 0 1,947 2,528 1,947 2,468 701 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 86.1 96.0 86.1 96.8 13.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 21 24 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 76,874
COMMITMENTS
2,134 0 0 68,023 72,729 70,157 72,729 6,717 4,145
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 271)
0 0 0 728 273 728 273 -457 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 88.5 94.6 91.3 94.6 8.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 11 17 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 144,029
COMMITMENTS
14,501 4,896 13,337 115,742 125,648 143,581 143,881 448 147
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 694)
830 -1,036 -283 147 2,398 694 1,079 0 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.4 9.3 80.4 87.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 13 20 50 53 73 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 67,233
COMMITMENTS
349 3,242 3,726 63,029 60,241 67,104 67,208 129 25
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,666)
10 367 -35 1,666 1,309 1,641 1,641 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.8 5.5 93.7 89.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 8 4 27 25 33 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 541,336
COMMITMENTS
29,326 17,432 10,056 501,954 513,848 541,336 541,336 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 42,845)
0 2,049 2,039 40,806 38,757 42,845 42,845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.2 1.9 92.7 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 4 19 21 23 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,792,561
COMMITMENTS
38,156 40,331 35,555 1718850 1716675 1792561 1792561 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 11,017)
-384 15,208 -1,176 12,577 -3,015 11,017 11,017 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.2 2.0 95.9 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 3 5 37 42 44 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,071
COMMITMENTS
1,329 1,040 4,139 63,170 63,463 68,639 68,642 1,433 1,429
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 649)
-179 12 -538 -34 -245 -750 -771 1,400 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.5 5.9 90.2 90.6 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 6 24 23 33 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 556,181
COMMITMENTS
2,877 7,615 23,372 529,932 525,194 556,181 556,181 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 37,455)
0 952 0 37,455 36,503 37,455 37,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.4 4.2 95.3 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 21 17 23 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 523,947
COMMITMENTS
16,406 8,024 9,058 498,483 506,865 523,947 523,947 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 6,324)
0 0 0 6,324 6,324 6,324 6,324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.5 1.7 95.1 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 3 31 28 35 33
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,961
COMMITMENTS
2,304 2,135 2,097 44,926 45,093 49,327 49,325 634 636
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 214)
0 -105 0 194 256 194 151 20 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.3 4.2 89.9 90.3 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 3 24 26 29 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,494
COMMITMENTS
0 260 60 57,159 57,085 57,219 57,405 275 89
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 605)
-10 15 10 605 580 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.1 99.4 99.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 1 34 31 35 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,775
COMMITMENTS
40 680 80 75,303 74,949 75,423 75,709 352 66
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 638)
0 0 0 620 640 620 640 18 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.1 99.4 98.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 36 32 37 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,070
COMMITMENTS
1,200 0 0 17,845 19,070 19,045 19,070 25 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,150)
0 0 0 1,150 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 93.6 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 17 24 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 263,120
COMMITMENTS
0 8,280 5,520 257,600 249,320 263,120 263,120 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 4,680)
0 -768 0 4,680 5,448 4,680 4,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 2.1 97.9 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 23 22 24 25
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,342
COMMITMENTS
1,381 407 21 5,728 6,722 7,130 7,150 212 192
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 108)
0 0 0 86 129 86 129 22 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.5 0.3 78.0 91.6 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 19 22 21 24
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,680
COMMITMENTS
100 0 50 6,385 6,435 6,535 6,485 145 195
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.7 95.6 96.3 97.8 97.1 2.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 10 16 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,555
COMMITMENTS
1,180 225 20 17,330 18,270 18,530 18,515 25 40
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 555)
0 0 0 570 570 570 570 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.2 0.1 93.4 98.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 22 22 23 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,870
COMMITMENTS
0 750 120 14,430 13,940 14,550 14,810 320 60
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.8 97.0 93.7 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 26 21 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,107
COMMITMENTS
611 42 131 17,110 16,535 17,852 16,708 255 1,399
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -41 0 -41 0 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 0.7 94.5 91.3 98.6 92.3 1.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 24 23 25 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,989
COMMITMENTS
40 7,186 2,181 53,453 46,402 55,674 55,769 315 220
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,058)
40 -595 390 628 1,263 1,058 1,058 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.8 3.9 95.5 82.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 6 4 32 29 36 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,746
COMMITMENTS
15 9,614 3,787 59,937 50,259 63,739 63,660 7 86
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 2,333)
-12 -375 568 1,777 2,140 2,333 2,333 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.1 5.9 94.0 78.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 8 6 35 34 41 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,410
COMMITMENTS
1,070 0 0 48,290 49,410 49,360 49,410 50 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 980)
0 0 0 985 1,010 985 1,010 -5 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.7 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 29 18 31 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,345
COMMITMENTS
935 0 0 49,300 50,345 50,235 50,345 110 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 490)
10 0 0 430 525 440 525 50 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.9 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 29 20 30 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 350,290
COMMITMENTS
53,973 1,576 20,744 275,573 327,970 350,290 350,290 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 5,913)
3,993 0 0 1,920 5,913 5,913 5,913 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.4 5.9 78.7 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 3 28 33 34 38
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,546
COMMITMENTS
4,142 806 788 18,490 21,699 23,420 23,293 126 253
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 433)
426 -43 -1 8 435 433 391 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.4 3.3 78.5 92.2 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 6 7 27 33 34 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,453
COMMITMENTS
2,186 289 459 35,808 37,705 38,453 38,453 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,106)
288 54 0 818 1,052 1,106 1,106 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.8 1.2 93.1 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 2 19 14 24 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 492,880
COMMITMENTS
0 15,644 7,534 485,346 469,702 492,880 492,880 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 7,752)
0 0 0 7,752 7,752 7,752 7,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.5 98.5 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 22 17 23 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 39,980
COMMITMENTS
3,243 233 2,397 34,086 36,458 39,726 39,088 254 892
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -553)
-1,104 0 84 425 -637 -595 -553 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.6 6.0 85.3 91.2 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 17 21 21 24
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,092
COMMITMENTS
0 4,345 0 62,092 57,747 62,092 62,092 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,969)
0 0 0 1,969 1,969 1,969 1,969 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,528
COMMITMENTS
2,118 211 442 15,692 17,325 18,252 17,978 276 550
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,064)
-953 0 232 1,806 832 1,085 1,064 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.1 2.4 84.7 93.5 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 3 21 24 25 29
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 196,184
COMMITMENTS
12,069 0 6,716 177,399 189,468 196,184 196,184 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 3,122)
-1,176 0 801 3,497 2,321 3,122 3,122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 3.4 90.4 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 18 24 20 25
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,446
COMMITMENTS
1,208 232 84 12,112 12,408 13,404 12,724 42 722
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 407)
0 232 0 407 320 407 552 0 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.7 0.6 90.1 92.3 99.7 94.6 0.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 23 23 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 128,432
COMMITMENTS
5,513 0 0 122,919 128,432 128,432 128,432 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,518)
0 0 0 1,518 1,518 1,518 1,518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 95.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 22 21 24 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,059
COMMITMENTS
430 0 770 19,859 20,289 21,059 21,059 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -47)
0 0 0 -47 -47 -47 -47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 3.7 94.3 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 16 18 17
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 175,456
COMMITMENTS
5,481 0 0 169,975 175,456 175,456 175,456 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,904)
0 0 0 1,904 1,904 1,904 1,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 16 15 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,565
COMMITMENTS
0 300 0 8,980 9,200 8,980 9,500 585 65
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 10)
0 0 0 -20 10 -20 10 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 93.9 96.2 93.9 99.3 6.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 13 16 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 96,385
COMMITMENTS
4,396 142 12,329 79,408 83,661 96,134 96,131 251 254
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -751)
-504 -31 -458 203 -249 -759 -739 8 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.1 12.8 82.4 86.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 20 18 24 21
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,400
COMMITMENTS
0 750 0 25,045 24,650 25,045 25,400 355 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -70)
0 0 0 -70 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.6 97.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 16 22 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,840
COMMITMENTS
0 750 0 21,235 21,030 21,235 21,780 605 60
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -60 -100 -60 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 97.2 96.3 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 11 17 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,964
COMMITMENTS
200 0 0 25,764 25,964 25,964 25,964 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -162)
0 0 0 -162 -162 -162 -162 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 23 22 25 22
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,976
COMMITMENTS
175 0 0 23,801 23,976 23,976 23,976 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 238)
0 0 0 471 253 471 253 -233 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 17 20 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,445
COMMITMENTS
0 100 0 17,595 18,135 17,595 18,235 850 210
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 95.4 98.3 95.4 98.9 4.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,460
COMMITMENTS
25 0 0 13,075 13,390 13,100 13,390 360 70
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.1 99.5 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 24 12 25 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,572
COMMITMENTS
25 0 0 14,182 14,572 14,207 14,572 365 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.3 100.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 12 27 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,230
COMMITMENTS
3,605 1,100 95 114,510 116,845 118,210 118,040 20 190
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 770)
0 0 0 770 770 770 770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 0.1 96.9 98.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 38 33 41 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,435
COMMITMENTS
1,655 1,470 335 124,430 124,547 126,420 126,352 15 83
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -15 10 -15 10 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 0.3 98.4 98.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 5 3 40 36 46 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 142,474
COMMITMENTS
16,486 6,238 3,921 121,687 131,905 142,094 142,064 380 410
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 865)
-414 -15 202 883 484 671 671 194 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.4 2.8 85.4 92.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
8 9 10 44 41 57 55
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,315
COMMITMENTS
945 3,175 2,960 99,299 97,180 103,204 103,315 111 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,142)
0 0 0 1,142 1,142 1,142 1,142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.1 2.9 96.1 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 39 35 45 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,585
COMMITMENTS
0 305 25 24,545 24,255 24,570 24,585 15 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.1 99.8 98.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 29 13 30 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,235
COMMITMENTS
0 105 100 21,075 20,930 21,175 21,135 60 100
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -90 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.5 99.2 98.6 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 25 10 26 11
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 27,614
COMMITMENTS
50 925 175 27,210 26,304 27,435 27,404 179 210
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 370)
0 -25 0 370 395 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 0.6 98.5 95.3 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 28 27 30 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,615
COMMITMENTS
740 0 160 9,715 10,455 10,615 10,615 0 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 1.5 91.5 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 17 17 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,136
COMMITMENTS
2,783 2,120 400 27,368 28,596 30,551 31,116 585 20
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -417)
-300 0 0 -177 -417 -477 -417 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.8 1.3 87.9 91.8 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 24 25 27 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,988
COMMITMENTS
2,287 0 60 20,991 23,928 23,338 23,988 650 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 605)
0 0 0 605 605 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.3 87.5 99.7 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 20 23 22 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,828
COMMITMENTS
250 15 200 27,169 27,573 27,619 27,788 209 40
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.7 97.6 99.1 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 26 29 28 30
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,269
COMMITMENTS
600 450 0 22,499 22,819 23,099 23,269 170 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 0.0 96.7 98.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 25 24 26 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,809
COMMITMENTS
0 810 0 15,707 14,999 15,707 15,809 102 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 99.4 94.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 14 18 15
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,044
COMMITMENTS
0 0 0 10,229 10,629 10,229 10,629 815 415
CHANGES FROM 08/18/15 (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 0.0 0.0 92.6 96.2 92.6 96.2 7.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 12 14 12
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,722
COMMITMENTS
25 2,380 245 32,273 29,912 32,543 32,537 179 185
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 215 235 215 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.3 0.7 98.6 91.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 27 23 29 25
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 12,826
COMMITMENTS
2,032 0 0 10,614 12,751 12,646 12,751 180 75
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 375)
75 0 0 300 360 375 360 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.0 82.8 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 16 18 18 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,009
COMMITMENTS
2,145 50 125 11,674 13,834 13,944 14,009 65 0
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 330)
65 0 0 265 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.4 0.9 83.3 98.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 25 21 27 23
Updated August 28, 2015