CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,519
COMMITMENTS
9,339 3,824 1,403 13,722 19,293 24,464 24,519 55 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,032)
5 85 305 738 642 1,047 1,032 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 15.6 5.7 56.0 78.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 5 4 8 10 21 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,005
COMMITMENTS
5,320 6,464 1,006 22,679 21,535 29,005 29,005 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -234)
31 0 -4 -261 -230 -234 -234 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 22.3 3.5 78.2 74.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 2 8 7 16 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,255
COMMITMENTS
2,150 4,853 5,079 33,026 30,323 40,255 40,255 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 12.1 12.6 82.0 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 4 8 7 16 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,193
COMMITMENTS
6,233 4,780 5,227 31,733 33,186 43,193 43,193 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -340)
261 39 -192 -409 -187 -340 -340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 11.1 12.1 73.5 76.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 8 12 10 22 20
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,977,491
COMMITMENTS
301,075 370,120 660,329 2981756 2934994 3943160 3965443 34,331 12,048
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 26,407)
10,665 -15,323 -14,950 36,196 57,361 31,911 27,088 -5,504 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.3 16.6 75.0 73.8 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
34 42 59 141 117 207 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,242,151
COMMITMENTS
123,032 122,657 1005246 1113386 1113676 2241664 2241579 487 572
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 271,491)
14,614 28,733 69,796 186,781 172,894 271,191 271,423 300 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.5 44.8 49.7 49.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 22 39 50 48 90 88
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,683
COMMITMENTS
8,772 3,994 2,123 191,467 203,893 202,362 210,010 14,321 6,673
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,944)
831 761 -474 5,383 5,199 5,740 5,486 -796 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.8 1.0 88.4 94.1 93.4 96.9 6.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 4 33 29 40 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,597
COMMITMENTS
3,667 20 3,070 91,470 97,415 98,207 100,505 6,390 4,092
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,994)
1,214 -549 67 3,165 4,965 4,446 4,483 -452 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 2.9 87.4 93.1 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 3 21 28 24 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,762
COMMITMENTS
215 9,070 1,849 194,118 183,617 196,182 194,536 8,580 10,226
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 5,283)
-28 1,096 -182 5,668 3,318 5,458 4,232 -175 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.4 0.9 94.8 89.7 95.8 95.0 4.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 30 29 34 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 611,659
COMMITMENTS
9,730 1,669 5,670 589,688 599,949 605,088 607,288 6,571 4,371
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 5,286)
232 -67 611 4,531 5,569 5,374 6,113 -88 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.9 96.4 98.1 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 3 6 51 38 58 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 327,902
COMMITMENTS
4,941 3,370 3,408 310,971 315,354 319,320 322,132 8,582 5,770
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 6,201)
2,088 -492 325 3,278 5,463 5,691 5,296 510 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 1.0 94.8 96.2 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 5 5 36 41 42 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,462
COMMITMENTS
1,976 2,326 3,659 207,265 208,460 212,900 214,445 5,562 4,017
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,390)
-3,569 137 69 3,367 2,096 -133 2,302 1,523 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 1.7 94.9 95.4 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 3 37 41 41 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,768
COMMITMENTS
436 0 3,440 85,647 87,423 89,523 90,863 7,245 5,905
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,514)
436 -931 1 1,002 2,582 1,439 1,652 75 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 3.6 88.5 90.3 92.5 93.9 7.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 16 27 18 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,444
COMMITMENTS
1,048 2,055 3,735 84,538 83,175 89,321 88,965 6,123 6,479
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,188)
295 288 83 974 1,784 1,352 2,155 836 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.2 3.9 88.6 87.1 93.6 93.2 6.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 26 25 31 30
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,662
COMMITMENTS
1,748 1,899 880 61,087 54,671 63,715 57,450 6,947 13,212
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,153)
71 26 -89 183 1,830 165 1,767 988 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.7 1.2 86.4 77.4 90.2 81.3 9.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,680
COMMITMENTS
0 2,996 0 169,174 166,379 169,174 169,375 5,506 5,305
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,872)
0 0 0 3,174 3,440 3,174 3,440 -302 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 96.8 95.2 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 28 24 28 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,156
COMMITMENTS
0 0 0 80,627 87,275 80,627 87,275 9,529 2,881
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,498)
0 0 0 1,856 3,782 1,856 3,782 642 -1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 96.8 89.4 96.8 10.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 16 18 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,443
COMMITMENTS
518 0 0 11,398 11,699 11,916 11,699 527 744
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,088)
270 0 0 973 1,696 1,243 1,696 -155 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 91.6 94.0 95.8 94.0 4.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 14 12 16 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 349,964
COMMITMENTS
300 1,459 4,558 335,302 332,838 340,160 338,855 9,804 11,109
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,192)
-1,912 1,243 -1,148 7,115 1,006 4,055 1,101 -1,863 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 1.3 95.8 95.1 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 3 45 39 49 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,380
COMMITMENTS
4,804 0 1,280 53,693 56,625 59,777 57,905 7,603 9,475
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,632)
673 -240 210 1,614 3,380 2,497 3,350 135 -718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.9 79.7 84.0 88.7 85.9 11.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 17 17 19 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,490
COMMITMENTS
0 499 752 53,498 51,268 54,250 52,519 4,240 5,971
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,733)
0 62 -68 1,832 1,618 1,764 1,612 -31 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.3 91.5 87.7 92.8 89.8 7.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 17 16 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,307
COMMITMENTS
2,322 0 0 54,508 59,393 56,830 59,393 3,477 914
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,118)
0 0 0 752 1,118 752 1,118 366 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 90.4 98.5 94.2 98.5 5.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 15 15 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,600
COMMITMENTS
5,324 5,019 1,956 80,495 81,416 87,775 88,391 1,825 1,209
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,018)
0 0 0 2,018 2,018 2,018 2,018 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.6 2.2 89.8 90.9 98.0 98.7 2.0 1.3
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,554
COMMITMENTS
0 868 0 70,880 69,639 70,880 70,507 674 1,047
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,668)
0 0 0 2,428 2,488 2,428 2,488 240 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.1 97.3 99.1 98.5 0.9 1.5
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,483
COMMITMENTS
3,764 2,657 1,013 190,144 194,050 194,921 197,720 9,562 6,763
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,915)
0 1,857 -251 2,238 3,466 1,987 5,072 2,928 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 0.5 93.0 94.9 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 2 36 35 39 37
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,221
COMMITMENTS
0 270 0 18,024 16,532 18,024 16,802 1,197 2,419
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 30)
0 30 0 30 -120 30 -90 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 93.8 86.0 93.8 87.4 6.2 12.6
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,449
COMMITMENTS
1,747 333 1,299 43,821 54,547 46,867 56,179 13,582 4,270
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,759)
-1,263 -338 617 -2,181 -3,410 -2,827 -3,131 1,068 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 2.1 72.5 90.2 77.5 92.9 22.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 14 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,186
COMMITMENTS
2,096 7,276 2,661 83,978 78,644 88,735 88,581 8,451 8,605
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 4,545)
-17 2,140 -89 3,775 2,896 3,669 4,947 876 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.5 2.7 86.4 80.9 91.3 91.1 8.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 17 23 19 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,614
COMMITMENTS
4,683 2,165 1,029 92,193 98,030 97,905 101,224 8,709 5,390
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,875)
178 302 -151 2,019 1,185 2,046 1,336 -171 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.0 1.0 86.5 91.9 91.8 94.9 8.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 19 16 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,094
COMMITMENTS
5,778 0 0 99,579 107,074 105,357 107,074 4,737 3,020
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,467)
-93 0 0 1,282 2,157 1,189 2,157 1,278 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 90.4 97.3 95.7 97.3 4.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 17 22 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,964
COMMITMENTS
0 552 854 98,287 101,951 99,141 103,357 7,823 3,607
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 882)
0 543 0 1,192 1,102 1,192 1,645 -310 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.8 91.9 95.3 92.7 96.6 7.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 14 17 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,915
COMMITMENTS
175 16,094 1,394 152,898 144,845 154,467 162,333 13,448 5,582
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 913)
-1,161 -354 520 1,527 601 886 767 27 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.6 0.8 91.1 86.3 92.0 96.7 8.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 28 25 30 28
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,045
COMMITMENTS
0 3,649 0 13,955 9,965 13,955 13,614 90 431
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.0 0.0 99.4 71.0 99.4 96.9 0.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 11 10 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,316
COMMITMENTS
558 1,209 0 26,386 26,014 26,944 27,223 372 93
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,060)
0 0 0 3,060 3,060 3,060 3,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.4 0.0 96.6 95.2 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 16 16 18 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,076
COMMITMENTS
496 0 0 39,450 39,619 39,946 39,619 1,130 1,457
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 608)
0 0 0 608 608 608 608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.0 96.5 97.2 96.5 2.8 3.5
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,682
COMMITMENTS
1,174 5,457 1,828 193,958 190,109 196,960 197,394 5,722 5,288
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,722)
-34 996 467 1,233 521 1,666 1,984 56 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.7 0.9 95.7 93.8 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 5 36 33 42 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 95,448
COMMITMENTS
0 0 0 88,537 90,710 88,537 90,710 6,911 4,738
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,289)
0 0 0 3,088 2,319 3,088 2,319 -799 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 95.0 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 19 20 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,037
COMMITMENTS
0 0 0 62,981 70,057 62,981 70,057 10,056 2,980
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,638)
0 0 0 751 1,513 751 1,513 887 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.2 95.9 86.2 95.9 13.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 18 16 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 83,180
COMMITMENTS
3,404 0 0 73,821 78,800 77,225 78,800 5,955 4,380
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 88.7 94.7 92.8 94.7 7.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 9 14 9
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,689
COMMITMENTS
20,326 6,870 12,752 122,725 136,750 155,803 156,371 886 318
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 9,439)
-184 723 2,372 6,935 6,217 9,124 9,313 315 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.4 8.1 78.3 87.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 15 22 48 50 72 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 56,451
COMMITMENTS
105 3,274 485 55,837 52,692 56,427 56,451 24 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,981)
-9 279 40 1,926 1,662 1,957 1,981 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 0.9 98.9 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 7 3 23 23 27 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 500,216
COMMITMENTS
0 18,877 2,989 497,227 478,350 500,216 500,216 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 7,300)
0 387 0 7,300 6,913 7,300 7,300 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: 31)
0 4 2 19 21 21 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,681,859
COMMITMENTS
24,007 34,010 19,603 1638249 1628246 1681859 1681859 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 28,349)
401 6,272 0 27,948 22,077 28,349 28,349 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 1.2 97.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 6 4 37 42 45 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,422
COMMITMENTS
724 1,710 1,423 67,275 66,289 69,422 69,422 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,661)
23 329 439 3,198 2,892 3,661 3,661 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.5 2.1 96.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 7 5 22 22 27 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 603,150
COMMITMENTS
1,030 8,568 3,922 598,198 590,660 603,150 603,150 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,492)
-952 0 648 1,796 844 1,492 1,492 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.4 0.7 99.2 97.9 100.0 100.0 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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 485,912
COMMITMENTS
1,969 7,600 392 483,551 477,920 485,912 485,912 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 8,669)
1,568 0 0 7,101 8,669 8,669 8,669 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.6 0.1 99.5 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 31 32 34 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,314
COMMITMENTS
824 1,826 277 43,153 41,894 44,254 43,997 1,060 1,317
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 613)
123 0 0 470 613 593 613 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.0 0.6 95.2 92.5 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 2 24 23 29 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,387
COMMITMENTS
0 40 60 50,755 51,044 50,815 51,144 572 243
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -55 -55 -55 0 0
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: 45)
0 1 1 36 33 37 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,400
COMMITMENTS
0 655 0 64,745 64,641 64,745 65,296 655 104
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -405)
0 0 0 -420 -405 -420 -405 15 0
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,794
COMMITMENTS
100 0 0 18,379 18,644 18,479 18,644 315 150
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,530)
0 0 0 -1,825 -1,680 -1,825 -1,680 295 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 97.8 99.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 19 21 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 255,864
COMMITMENTS
0 0 1,176 254,688 254,688 255,864 255,864 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -8,800)
-768 0 0 -8,032 -8,800 -8,800 -8,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.5 99.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 1 23 21 24 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,736
COMMITMENTS
1,430 260 0 7,096 8,113 8,526 8,373 210 363
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -947)
-126 0 0 -864 -1,160 -990 -1,160 43 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 3.0 0.0 81.2 92.9 97.6 95.8 2.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 17 20 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,250
COMMITMENTS
2,250 500 0 9,000 10,750 11,250 11,250 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -350)
-150 500 0 -200 -850 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.4 0.0 80.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 12 12 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,610
COMMITMENTS
0 650 0 17,610 16,920 17,610 17,570 0 40
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,385)
0 -100 0 -1,385 -1,275 -1,385 -1,375 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 100.0 96.1 100.0 99.8 0.0 0.2
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,715
COMMITMENTS
0 0 0 16,400 16,655 16,400 16,655 315 60
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 313)
0 -5 -25 353 283 328 253 -15 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 99.6 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 25 24 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,754
COMMITMENTS
0 126 0 16,140 15,606 16,140 15,732 614 1,022
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -566)
0 0 0 -587 -779 -587 -779 21 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.3 93.1 96.3 93.9 3.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 26 24 26 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,747
COMMITMENTS
0 3,992 224 54,809 51,228 55,033 55,444 714 303
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,489)
0 -170 32 3,449 3,529 3,481 3,391 8 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.4 98.3 91.9 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 33 30 35 32
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,469
COMMITMENTS
126 6,726 2,849 64,473 57,768 67,448 67,343 21 126
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,831)
55 512 441 2,335 1,888 2,831 2,841 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.0 4.2 95.6 85.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 4 35 34 39 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,410
COMMITMENTS
650 0 0 45,730 46,380 46,380 46,380 30 30
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,570
COMMITMENTS
810 0 0 46,700 47,570 47,510 47,570 60 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 245)
0 0 0 245 245 245 245 0 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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 317,760
COMMITMENTS
26,270 3,104 2,392 289,098 312,264 317,760 317,760 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,612)
-3,201 0 0 1,589 -1,612 -1,612 -1,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.0 0.8 91.0 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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,408
COMMITMENTS
2,948 665 373 19,893 22,116 23,214 23,153 194 255
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 474)
196 46 44 231 364 471 453 3 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.8 1.6 85.0 94.5 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 4 3 24 33 29 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 35,414
COMMITMENTS
2,096 973 614 32,704 33,827 35,414 35,414 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 946)
0 183 -29 975 792 946 946 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.7 1.7 92.3 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 6 2 16 14 21 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 434,993
COMMITMENTS
0 2,370 0 434,993 432,623 434,993 434,993 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 7,084)
0 0 0 7,084 7,084 7,084 7,084 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: 29)
0 1 0 21 15 21 16
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,580
COMMITMENTS
636 553 0 31,858 31,539 32,494 32,092 86 488
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 295)
0 0 0 295 295 295 295 0 0
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 17 19 19 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,498
COMMITMENTS
2,176 66 297 13,620 15,311 16,093 15,674 405 824
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 524)
187 -40 -3 340 526 524 483 0 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.4 1.8 82.6 92.8 97.5 95.0 2.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 19 19 23 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 192,995
COMMITMENTS
25,701 0 3,564 163,730 189,431 192,995 192,995 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 6,953)
2,335 0 0 4,618 6,953 6,953 6,953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 1.8 84.8 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 18 22 21 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,904
COMMITMENTS
208 411 82 13,572 13,029 13,862 13,522 42 382
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,612)
-100 63 -63 1,755 1,694 1,592 1,694 20 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.0 0.6 97.6 93.7 99.7 97.3 0.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 21 22 23 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 171,910
COMMITMENTS
8,993 0 0 162,917 171,910 171,910 171,910 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 19,855)
5,497 0 0 14,358 19,855 19,855 19,855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 94.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 23 21 25 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,633
COMMITMENTS
26 0 0 17,607 17,633 17,633 17,633 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 488)
26 0 0 462 488 488 488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 17 16 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,430
COMMITMENTS
0 700 0 7,965 7,680 7,965 8,380 465 50
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 0)
0 100 0 0 -115 0 -15 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.0 94.5 91.1 94.5 99.4 5.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 11 15 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 510,926
COMMITMENTS
38,098 18,609 62,072 410,280 430,246 510,450 510,926 476 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 320,902)
20,206 13,123 38,083 263,639 270,096 321,928 321,302 -1,026 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.6 12.1 80.3 84.2 99.9 100.0 0.1 0.0
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,240
COMMITMENTS
0 575 0 22,790 22,460 22,790 23,035 450 205
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 70)
0 0 0 -15 105 -15 105 85 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 98.1 96.6 98.1 99.1 1.9 0.9
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,540
COMMITMENTS
0 600 0 19,920 19,675 19,920 20,275 620 265
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 335)
0 0 0 250 370 250 370 85 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 97.0 95.8 97.0 98.7 3.0 1.3
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,559
COMMITMENTS
250 50 100 23,194 23,409 23,544 23,559 15 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 165)
-100 50 100 270 15 270 165 -105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.4 98.5 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 24 21 26 22
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,629
COMMITMENTS
250 0 0 22,169 22,629 22,419 22,629 210 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,285
COMMITMENTS
0 0 0 12,900 13,045 12,900 13,045 385 240
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 980)
0 0 0 940 980 940 980 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 98.2 97.1 98.2 2.9 1.8
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,182
COMMITMENTS
0 0 0 13,722 13,942 13,722 13,942 460 240
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,230)
0 0 0 1,190 1,230 1,190 1,230 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.3 96.8 98.3 3.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 23 11 23 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 105,610
COMMITMENTS
3,560 1,140 50 102,000 104,300 105,610 105,490 0 120
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,180)
0 50 0 1,180 1,010 1,180 1,060 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.1 0.0 96.6 98.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 1 35 34 38 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,311
COMMITMENTS
3,600 1,240 300 111,396 113,701 115,296 115,241 15 70
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,130)
100 150 100 2,930 2,880 3,130 3,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.1 0.3 96.6 98.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 3 40 35 45 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 150,638
COMMITMENTS
18,291 12,053 4,208 127,992 134,300 150,491 150,562 147 76
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,622)
-267 597 625 1,242 393 1,600 1,615 22 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 8.0 2.8 85.0 89.2 99.9 99.9 0.1 0.1
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,737
COMMITMENTS
1,145 3,305 1,385 100,052 97,927 102,582 102,617 155 120
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 577)
-30 0 30 517 607 517 637 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.2 1.3 97.4 95.3 99.8 99.9 0.2 0.1
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,590
COMMITMENTS
150 825 125 22,315 21,560 22,590 22,510 0 80
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 450)
50 50 -25 425 425 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 0.6 98.8 95.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 26 14 27 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,435
COMMITMENTS
50 0 125 19,230 19,150 19,405 19,275 30 160
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,159
COMMITMENTS
0 300 0 28,600 28,694 28,600 28,994 559 165
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 305)
0 0 0 245 365 245 365 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.1 98.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 27 26 27 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,299
COMMITMENTS
0 0 0 10,299 10,299 10,299 10,299 0 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -330)
0 -50 0 -330 -280 -330 -330 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 16 16 16 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,906
COMMITMENTS
2,668 2,020 300 26,287 27,545 29,255 29,865 651 41
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -14)
75 0 0 -89 -14 -14 -14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.8 1.0 87.9 92.1 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 20 25 23 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,926
COMMITMENTS
2,000 0 0 22,190 24,926 24,190 24,926 736 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 385)
60 0 0 325 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 89.0 100.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,180
COMMITMENTS
195 205 170 29,548 29,779 29,913 30,154 267 26
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,155)
-120 0 0 1,425 1,155 1,305 1,155 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 0.6 97.9 98.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 26 24 29 26
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,554
COMMITMENTS
0 165 140 22,919 23,249 23,059 23,554 495 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 685)
0 10 0 675 675 675 685 10 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 25 24 26 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,042
COMMITMENTS
0 715 0 17,858 17,007 17,858 17,722 184 320
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,370)
0 75 0 1,370 1,295 1,370 1,370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 99.0 94.3 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 17 17 17 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,416
COMMITMENTS
0 0 0 12,896 13,401 12,896 13,401 520 15
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 99.9 96.1 99.9 3.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 14 17 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,549
COMMITMENTS
2,259 900 0 32,975 34,574 35,234 35,474 315 75
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 430)
384 0 0 160 550 544 550 -114 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.5 0.0 92.8 97.3 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 0 28 24 33 26
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,120
COMMITMENTS
1,115 0 0 11,845 13,049 12,960 13,049 160 71
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -180)
24 0 0 -204 -180 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 90.3 99.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 19 20 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,863
COMMITMENTS
1,898 75 0 11,585 13,788 13,483 13,863 380 0
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 350)
24 0 0 326 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.5 0.0 83.6 99.5 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 23 21 24
Updated October 16, 2015