CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,487
COMMITMENTS
9,335 3,739 1,098 12,984 18,650 23,417 23,487 70 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,141)
614 195 72 435 874 1,121 1,141 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 15.9 4.7 55.3 79.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 5 4 8 10 20 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,239
COMMITMENTS
5,289 6,464 1,010 22,940 21,765 29,239 29,239 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 895)
6 0 -3 892 898 895 895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 22.1 3.5 78.5 74.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 8 7 15 13
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,533
COMMITMENTS
5,972 4,741 5,419 32,142 33,373 43,533 43,533 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 532)
280 644 75 176 -187 532 532 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 10.9 12.4 73.8 76.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 7 12 10 22 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,951,084
COMMITMENTS
290,410 385,443 675,279 2945560 2877633 3911249 3938355 39,835 12,729
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 111,899)
-13,982 26,950 60,204 70,450 26,550 116,672 113,704 -4,773 -1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 9.8 17.1 74.6 72.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
33 40 58 137 117 201 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,970,661
COMMITMENTS
108,418 93,924 935,450 926,605 940,782 1970473 1970157 187 504
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 263,141)
10,053 24,891 165,321 87,655 73,232 263,029 263,444 111 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.8 47.5 47.0 47.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 24 37 50 48 89 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,739
COMMITMENTS
7,941 3,233 2,597 186,084 198,694 196,622 204,524 15,117 7,215
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -28,089)
487 -1,596 83 -30,721 -27,852 -30,151 -29,365 2,062 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 1.2 87.9 93.8 92.9 96.6 7.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 3 32 28 37 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,603
COMMITMENTS
2,453 569 3,003 88,305 92,450 93,761 96,022 6,842 4,581
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -17,513)
-838 290 1,285 -17,153 -19,097 -16,706 -17,522 -807 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.6 3.0 87.8 91.9 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 4 20 26 24 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,479
COMMITMENTS
243 7,974 2,031 188,450 180,299 190,724 190,304 8,755 9,175
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -14,780)
-1,589 2,119 -904 -13,598 -16,177 -16,091 -14,962 1,311 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.0 1.0 94.5 90.4 95.6 95.4 4.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 3 30 30 33 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 606,373
COMMITMENTS
9,498 1,736 5,059 585,157 594,380 599,714 601,175 6,659 5,198
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -39,341)
-213 -863 899 -37,712 -39,279 -37,026 -39,243 -2,315 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.8 96.5 98.0 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 4 6 50 36 57 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,701
COMMITMENTS
2,853 3,862 3,083 307,693 309,891 313,629 316,836 8,072 4,865
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -23,069)
-2,543 -46 1,341 -19,928 -22,527 -21,130 -21,232 -1,939 -1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 1.0 95.6 96.3 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 5 5 36 40 42 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,072
COMMITMENTS
5,545 2,189 3,590 203,898 206,364 213,033 212,143 4,039 4,929
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -14,869)
-1,167 -153 -359 -12,741 -15,088 -14,267 -15,600 -602 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 1.7 93.9 95.1 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 3 35 38 40 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,254
COMMITMENTS
0 931 3,439 84,645 84,841 88,084 89,211 7,170 6,043
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -10,308)
-341 -2,864 381 -10,927 -7,028 -10,887 -9,511 579 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 3.6 88.9 89.1 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 18 27 20 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,256
COMMITMENTS
753 1,767 3,652 83,564 81,391 87,969 86,810 5,287 6,446
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -10,437)
-2,199 1,067 1,638 -9,116 -12,687 -9,677 -9,982 -760 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.9 3.9 89.6 87.3 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 26 25 30 29
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,509
COMMITMENTS
1,677 1,873 969 60,904 52,841 63,550 55,683 5,959 13,826
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,530)
-27 -1,516 166 -5,507 -7,370 -5,368 -8,720 -162 3,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.7 1.4 87.6 76.0 91.4 80.1 8.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 14 15 16 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,808
COMMITMENTS
0 2,996 0 166,000 162,939 166,000 165,935 5,808 5,873
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,963)
-248 856 0 -5,641 -6,910 -5,889 -6,054 -74 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 96.6 94.8 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 27 23 27 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,658
COMMITMENTS
0 0 0 78,771 83,493 78,771 83,493 8,887 4,165
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -7,282)
0 0 0 -8,882 -7,825 -8,882 -7,825 1,600 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 95.2 89.9 95.2 10.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 15 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 11,355
COMMITMENTS
248 0 0 10,425 10,003 10,673 10,003 682 1,352
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,710)
0 0 0 -2,659 -3,114 -2,659 -3,114 -51 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 91.8 88.1 94.0 88.1 6.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 11 13 11
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 347,772
COMMITMENTS
2,212 216 5,706 328,187 331,832 336,105 337,754 11,667 10,018
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,939)
-1,487 -156 2,316 -7,230 -4,774 -6,401 -2,614 3,462 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 1.6 94.4 95.4 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 3 44 38 49 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,748
COMMITMENTS
4,131 240 1,070 52,079 53,245 57,280 54,555 7,468 10,193
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -7,402)
2,927 -438 -1,443 -9,842 -4,322 -8,358 -6,203 956 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.4 1.7 80.4 82.2 88.5 84.3 11.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 15 18 18
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,757
COMMITMENTS
0 437 820 51,666 49,650 52,486 50,907 4,271 5,850
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,043)
0 -802 0 -5,279 -4,736 -5,279 -5,538 -764 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.4 91.0 87.5 92.5 89.7 7.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,189
COMMITMENTS
2,322 0 0 53,756 58,275 56,078 58,275 3,111 914
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -45,420)
-3,002 -6,365 -610 -42,241 -37,542 -45,853 -44,517 433 -903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 90.8 98.5 94.7 98.5 5.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 14 14 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,582
COMMITMENTS
5,324 5,019 1,956 78,477 79,398 85,757 86,373 1,825 1,209
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -41,038)
-2,224 -3,510 -630 -38,420 -37,337 -41,274 -41,477 236 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.7 2.2 89.6 90.7 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 1 27 25 36 30
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,886
COMMITMENTS
0 868 0 68,452 67,151 68,452 68,019 434 867
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -144)
0 -1,020 0 -182 1,136 -182 116 38 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.4 97.5 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 12 20 12 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,568
COMMITMENTS
3,764 800 1,264 187,906 190,584 192,934 192,648 6,634 6,920
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,696)
232 -318 -203 -4,142 -2,728 -4,113 -3,249 417 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 0.6 94.2 95.5 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 35 35 37 36
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,191
COMMITMENTS
0 240 0 17,994 16,652 17,994 16,892 1,197 2,299
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,216)
0 -2,130 0 -4,862 -3,431 -4,862 -5,561 -354 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 93.8 86.8 93.8 88.0 6.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 11 12 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,208
COMMITMENTS
3,010 671 682 46,002 57,957 49,694 59,310 12,514 2,898
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,853)
646 5 -752 -5,589 -2,312 -5,695 -3,059 2,842 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.1 1.1 73.9 93.2 79.9 95.3 20.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 15 17 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,641
COMMITMENTS
2,113 5,136 2,750 80,203 75,748 85,066 83,634 7,575 9,007
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,848)
1,751 -1,186 -994 -7,126 -5,089 -6,369 -7,269 -479 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.5 3.0 86.6 81.8 91.8 90.3 8.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 16 24 18 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,739
COMMITMENTS
4,505 1,863 1,180 90,174 96,845 95,859 99,888 8,880 4,851
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -9,212)
-1,938 -62 454 -8,085 -11,274 -9,569 -10,882 357 1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.8 1.1 86.1 92.5 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 17 22 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,627
COMMITMENTS
5,871 0 0 98,297 104,917 104,168 104,917 3,459 2,710
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,471)
797 0 0 -4,566 -4,758 -3,769 -4,758 298 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 91.3 97.5 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 18 23 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,082
COMMITMENTS
0 9 854 97,095 100,849 97,949 101,712 8,133 4,370
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,493)
-445 9 215 -7,380 -5,439 -7,610 -5,215 1,117 -1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.8 91.5 95.1 92.3 95.9 7.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 14 16 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,002
COMMITMENTS
1,336 16,448 874 151,371 144,244 153,581 161,566 13,421 5,436
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -17,361)
-538 258 -2,406 -15,803 -13,856 -18,747 -16,004 1,386 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.8 0.5 90.6 86.4 92.0 96.7 8.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 27 26 28 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,256
COMMITMENTS
558 1,209 0 23,326 22,954 23,884 24,163 372 93
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -13,830)
-180 -870 -210 -13,324 -12,510 -13,714 -13,590 -116 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.0 0.0 96.2 94.6 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 15 14 17 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,468
COMMITMENTS
496 0 0 38,842 39,011 39,338 39,011 1,130 1,457
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -8,071)
-1,980 -540 0 -5,551 -7,241 -7,531 -7,781 -540 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.0 96.4 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 11 17 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 200,960
COMMITMENTS
1,208 4,461 1,361 192,725 189,588 195,294 195,410 5,666 5,550
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -17,637)
-196 -1,381 363 -18,666 -19,104 -18,499 -20,122 862 2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 0.7 95.9 94.3 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 4 37 33 42 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 93,159
COMMITMENTS
0 0 0 85,449 88,391 85,449 88,391 7,710 4,768
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -8,336)
0 0 0 -11,163 -10,638 -11,163 -10,638 2,827 2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 94.9 91.7 94.9 8.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 71,399
COMMITMENTS
0 0 0 62,230 68,544 62,230 68,544 9,169 2,855
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,363)
0 0 0 -2,112 -882 -2,112 -882 749 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 96.0 87.2 96.0 12.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 18 17 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 147,250
COMMITMENTS
20,510 6,146 10,379 115,790 130,533 146,679 147,058 571 192
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,752)
770 -666 -155 -4,905 -3,201 -4,290 -4,021 -1,462 -1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.2 7.0 78.6 88.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 14 20 47 49 71 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,470
COMMITMENTS
114 2,995 445 53,911 51,030 54,470 54,470 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,203)
-78 465 -1,642 -4,459 -5,026 -6,179 -6,203 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.5 0.8 99.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 6 3 25 21 29 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 492,916
COMMITMENTS
0 18,490 2,989 489,927 471,437 492,916 492,916 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -50,516)
-1,053 8,595 -7,300 -42,163 -51,811 -50,516 -50,516 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.6 99.4 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 18 21 20 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,653,510
COMMITMENTS
23,606 27,738 19,603 1610301 1606169 1653510 1653510 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -82,148)
-5,366 -1,544 -1,536 -75,246 -79,068 -82,148 -82,148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.7 1.2 97.4 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 4 4 36 42 44 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,761
COMMITMENTS
701 1,381 984 64,076 63,397 65,761 65,761 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,949)
-594 745 108 -3,456 -4,794 -3,942 -3,942 -7 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 1.5 97.4 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 7 3 23 22 26 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 601,658
COMMITMENTS
1,982 8,568 3,274 596,402 589,816 601,658 601,658 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -31,090)
-1,929 -2,560 -632 -28,529 -27,898 -31,090 -31,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 0.5 99.1 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 20 18 22 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 477,243
COMMITMENTS
401 7,600 392 476,450 469,251 477,243 477,243 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -35,359)
-3,840 0 0 -31,519 -35,359 -35,359 -35,359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.6 0.1 99.8 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 31 32 33 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,701
COMMITMENTS
701 1,826 277 42,683 41,281 43,661 43,384 1,040 1,317
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,094)
-208 -697 -21 -2,865 -2,737 -3,094 -3,455 0 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.1 0.6 95.5 92.3 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 2 24 22 29 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,442
COMMITMENTS
0 40 60 50,810 51,099 50,870 51,199 572 243
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,338)
0 -50 0 -5,335 -5,400 -5,335 -5,450 -3 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 98.8 99.3 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 35 32 36 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,805
COMMITMENTS
0 655 0 65,165 65,046 65,165 65,701 640 104
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,188)
-40 -50 0 -6,152 -6,133 -6,192 -6,183 4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.0 98.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 0 36 34 36 35
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,324
COMMITMENTS
100 0 0 20,204 20,324 20,304 20,324 20 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 855)
0 0 0 855 855 855 855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 20 24 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 264,664
COMMITMENTS
768 0 1,176 262,720 263,488 264,664 264,664 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,976)
-392 0 0 2,368 1,976 1,976 1,976 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.4 99.3 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 24 21 26 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,683
COMMITMENTS
1,556 260 0 7,960 9,273 9,516 9,533 167 150
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 699)
154 0 0 567 699 721 699 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.7 0.0 82.2 95.8 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 20 18 23 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,600
COMMITMENTS
2,400 0 0 9,200 11,600 11,600 11,600 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.0 0.0 79.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,995
COMMITMENTS
0 750 0 18,995 18,195 18,995 18,945 0 50
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 605)
0 -50 0 605 655 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 100.0 95.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 0 24 21 24 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,402
COMMITMENTS
0 5 25 16,047 16,372 16,072 16,402 330 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 357)
0 0 0 357 357 357 357 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 97.8 99.8 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 24 26 25 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,320
COMMITMENTS
0 126 0 16,727 16,385 16,727 16,511 593 809
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 406)
0 126 0 408 299 408 425 -2 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.6 94.6 96.6 95.3 3.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 27 27 27 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,258
COMMITMENTS
0 4,162 192 51,360 47,699 51,552 52,053 706 205
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,327)
0 -712 -2 -3,280 -2,525 -3,282 -3,239 -45 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.4 98.3 91.3 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 33 30 36 33
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,638
COMMITMENTS
71 6,214 2,408 62,138 55,880 64,617 64,502 21 136
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,037)
-157 -837 785 -2,650 -2,017 -2,022 -2,069 -15 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.6 3.7 96.1 86.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 5 4 35 33 39 40
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,210
COMMITMENTS
650 0 0 45,530 46,180 46,180 46,180 30 30
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -4,270)
-110 0 0 -4,150 -4,300 -4,260 -4,300 -10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.5 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 29 14 30 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,325
COMMITMENTS
810 0 0 46,455 47,325 47,265 47,325 60 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,755)
-140 0 0 -2,605 -2,755 -2,745 -2,755 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.2 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 29 18 30 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 319,372
COMMITMENTS
29,471 3,104 2,392 287,509 313,876 319,372 319,372 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -23,320)
-5,299 784 -776 -17,245 -23,328 -23,320 -23,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.0 0.7 90.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 28 32 31 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,934
COMMITMENTS
2,752 619 329 19,662 21,752 22,743 22,700 191 234
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,360)
68 -169 -127 -1,321 -1,021 -1,380 -1,317 20 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.7 1.4 85.7 94.8 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 3 24 32 29 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,468
COMMITMENTS
2,096 790 643 31,729 33,035 34,468 34,468 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,935)
-52 -2 29 -3,912 -3,962 -3,935 -3,935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.3 1.9 92.1 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 2 16 14 21 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 427,909
COMMITMENTS
0 2,370 0 427,909 425,539 427,909 427,909 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -43,375)
-768 -768 0 -42,607 -42,607 -43,375 -43,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 13 21 14
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,285
COMMITMENTS
636 553 0 31,563 31,244 32,199 31,797 86 488
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,586)
-1,012 -126 0 -1,510 -2,377 -2,522 -2,503 -64 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.7 0.0 97.8 96.8 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 18 19 20 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,974
COMMITMENTS
1,989 106 300 13,280 14,785 15,569 15,191 405 783
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -734)
-208 -21 -84 -718 -884 -1,010 -989 276 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.7 1.9 83.1 92.6 97.5 95.1 2.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 18 19 21 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 186,042
COMMITMENTS
23,366 0 3,564 159,112 182,478 186,042 186,042 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 4,566)
7 0 0 4,559 4,566 4,566 4,566 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 1.9 85.5 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 18 22 20 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,292
COMMITMENTS
308 348 145 11,817 11,335 12,270 11,828 22 464
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -607)
-21 125 -85 -501 -667 -607 -627 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.8 1.2 96.1 92.2 99.8 96.2 0.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 20 23 22
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 152,055
COMMITMENTS
3,496 0 0 148,559 152,055 152,055 152,055 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 8,752)
-1,152 0 0 9,904 8,752 8,752 8,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.7 100.0 100.0 100.0 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 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,145
COMMITMENTS
0 0 0 17,145 17,145 17,145 17,145 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,375)
-50 0 -100 -1,225 -1,275 -1,375 -1,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 16 15 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,430
COMMITMENTS
0 600 0 7,965 7,795 7,965 8,395 465 35
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -390)
0 0 0 -345 -390 -345 -390 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 94.5 92.5 94.5 99.6 5.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 12 15 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 190,024
COMMITMENTS
17,892 5,486 23,989 146,641 160,150 188,522 189,624 1,502 399
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 31,180)
6,025 -217 537 23,138 30,687 29,700 31,007 1,481 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.9 12.6 77.2 84.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 4 21 18 27 22
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,170
COMMITMENTS
0 575 0 22,805 22,355 22,805 22,930 365 240
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -950)
0 -75 0 -925 -1,115 -925 -1,190 -25 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 98.4 96.5 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 15 21 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,205
COMMITMENTS
0 600 0 19,670 19,305 19,670 19,905 535 300
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -740)
0 -75 0 -705 -905 -705 -980 -35 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 97.4 95.5 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 12 17 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,394
COMMITMENTS
350 0 0 22,924 23,394 23,274 23,394 120 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,390)
-50 0 0 -1,460 -1,390 -1,510 -1,390 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.0 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 23 20 25 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,529
COMMITMENTS
250 0 0 22,069 22,529 22,319 22,529 210 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,426)
0 0 0 -1,536 -1,426 -1,536 -1,426 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.0 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 12 20 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,305
COMMITMENTS
0 0 0 11,960 12,065 11,960 12,065 345 240
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -385)
0 0 0 -400 -410 -400 -410 15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 98.0 97.2 98.0 2.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 9 22 9
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,952
COMMITMENTS
0 0 0 12,532 12,712 12,532 12,712 420 240
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -415)
0 0 0 -495 -460 -495 -460 80 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.1 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 23 10 23 10
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,430
COMMITMENTS
3,560 1,090 50 100,820 103,290 104,430 104,430 0 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,636)
40 -60 0 -6,671 -6,566 -6,631 -6,626 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.0 0.0 96.5 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 1 36 32 39 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,181
COMMITMENTS
3,500 1,090 200 108,466 110,821 112,166 112,111 15 70
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -8,520)
255 -10 50 -8,825 -8,540 -8,520 -8,500 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 0.2 96.7 98.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 2 41 34 45 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 149,016
COMMITMENTS
18,558 11,456 3,583 126,750 133,907 148,891 148,947 125 69
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,182)
2,381 1,839 200 -1,367 -838 1,214 1,201 -32 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.7 2.4 85.1 89.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 7 9 46 41 60 54
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,160
COMMITMENTS
1,175 3,305 1,355 99,535 97,320 102,065 101,980 95 180
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,091)
-15 -185 -85 -1,983 -1,821 -2,083 -2,091 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.2 1.3 97.4 95.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 4 41 35 47 40
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,140
COMMITMENTS
100 775 150 21,890 21,135 22,140 22,060 0 80
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,255)
100 250 -50 -1,305 -1,445 -1,255 -1,245 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.5 0.7 98.9 95.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 25 14 26 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,185
COMMITMENTS
50 0 125 18,980 18,900 19,155 19,025 30 160
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -890)
25 0 -25 -880 -915 -880 -940 -10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.7 98.9 98.5 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 24 10 25 11
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,854
COMMITMENTS
0 300 0 28,355 28,329 28,355 28,629 499 225
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -785)
-30 0 -25 -945 -735 -1,000 -760 215 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.3 98.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 27 25 27 26
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,629
COMMITMENTS
0 50 0 10,629 10,579 10,629 10,629 0 0
CHANGES FROM 09/29/15 (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 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 16 16 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,920
COMMITMENTS
2,593 2,020 300 26,376 27,559 29,269 29,879 651 41
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -380)
-115 -150 -50 -185 -180 -350 -380 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.8 1.0 88.2 92.1 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 20 24 23 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,541
COMMITMENTS
1,940 0 0 21,865 24,541 23,805 24,541 736 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -364)
-170 0 0 -141 -364 -311 -364 -53 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 89.1 100.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 22 19 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,025
COMMITMENTS
315 205 170 28,123 28,624 28,608 28,999 417 26
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,483)
0 70 -30 -1,456 -1,528 -1,486 -1,488 3 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.7 0.6 96.9 98.6 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 24 24 27 26
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,869
COMMITMENTS
0 155 140 22,244 22,574 22,384 22,869 485 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -770)
0 -265 140 -1,020 -645 -880 -770 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.6 97.3 98.7 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 24 25 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,672
COMMITMENTS
0 640 0 16,488 15,712 16,488 16,352 184 320
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 825)
0 -70 0 826 895 826 825 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 98.9 94.2 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 17 17 18
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,786
COMMITMENTS
0 0 0 12,266 12,771 12,266 12,771 520 15
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,090)
0 0 0 1,110 1,095 1,110 1,095 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 99.9 95.9 99.9 4.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,119
COMMITMENTS
1,875 900 0 32,815 34,024 34,690 34,924 429 195
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -680)
50 -10 -15 -720 -620 -685 -645 5 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.6 0.0 93.4 96.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 0 27 23 30 25
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,300
COMMITMENTS
1,091 0 0 12,049 13,229 13,140 13,229 160 71
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 199)
-111 0 0 380 128 269 128 -70 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 90.6 99.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 18 18 19 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,513
COMMITMENTS
1,874 75 0 11,259 13,438 13,133 13,513 380 0
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -46)
-71 0 -25 5 4 -91 -21 45 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.6 0.0 83.3 99.4 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 21 21 22
Updated October 9, 2015