CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,900
COMMITMENTS
8,495 3,751 1,694 13,661 18,455 23,850 23,900 50 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,692)
-517 -335 926 1,278 1,101 1,687 1,692 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 15.7 7.1 57.2 77.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 5 4 8 9 22 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,193
COMMITMENTS
5,009 6,464 1,232 19,953 18,497 26,193 26,193 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,611)
-123 0 110 -2,599 -2,722 -2,611 -2,611 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 24.7 4.7 76.2 70.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 4 8 7 16 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,443
COMMITMENTS
2,300 5,000 6,479 32,664 29,964 41,443 41,443 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 381)
0 0 1,500 -1,119 -1,118 381 381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.1 15.6 78.8 72.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 4 9 8 17 15
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 58,668
COMMITMENTS
3,456 5,063 5,566 42,146 40,539 51,168 51,168 7,500 7,500
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 5,645)
-2,641 20 919 4,908 2,207 3,185 3,145 2,460 2,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.6 9.5 71.8 69.1 87.2 87.2 12.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 8 8 13 11 25 21
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,913,370
COMMITMENTS
324,742 376,094 666,268 2888097 2860400 3879107 3902762 34,263 10,608
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 86,748)
19,111 -3,983 49,581 17,419 40,240 86,111 85,838 637 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.6 17.0 73.8 73.1 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
31 43 59 142 114 207 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,606,429
COMMITMENTS
154,737 133,039 1272831 1178476 1200068 2606044 2605938 384 491
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 24,589)
2,775 21,986 2,619 19,207 -53 24,601 24,553 -12 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.1 48.8 45.2 46.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
19 23 39 55 51 94 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,181
COMMITMENTS
9,470 6,521 2,086 206,334 215,394 217,890 224,001 12,291 6,180
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -7,724)
1,510 3,173 -424 -7,489 -10,195 -6,403 -7,446 -1,321 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.8 0.9 89.6 93.6 94.7 97.3 5.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 5 4 37 31 44 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,034
COMMITMENTS
3,238 57 2,712 91,829 97,901 97,779 100,670 6,255 3,364
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -16,363)
-1,380 31 357 -15,724 -17,907 -16,747 -17,519 384 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.1 2.6 88.3 94.1 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 27 28 31 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,032
COMMITMENTS
1,237 4,652 3,119 187,851 188,265 192,207 196,036 13,825 9,996
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -18,822)
50 -831 -386 -19,857 -17,817 -20,193 -19,034 1,371 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 1.5 91.2 91.4 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 28 29 31 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 610,526
COMMITMENTS
2,168 1,543 6,477 595,339 597,278 603,984 605,298 6,542 5,228
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 12,529)
463 -2,510 1,547 10,016 12,171 12,026 11,208 503 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 1.1 97.5 97.8 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 4 51 39 56 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,070
COMMITMENTS
11,347 3,152 6,456 283,916 291,304 301,719 300,912 5,351 6,158
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -18,687)
2,353 -1,876 802 -22,214 -18,079 -19,059 -19,153 372 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.0 2.1 92.5 94.9 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 5 6 37 39 45 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,602
COMMITMENTS
1,552 3,388 2,054 218,694 217,391 222,300 222,833 4,302 3,769
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -10,420)
-2,205 842 -1,405 -5,449 -9,653 -9,059 -10,216 -1,361 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.5 0.9 96.5 95.9 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 3 38 42 42 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,131
COMMITMENTS
0 4,545 948 93,172 88,661 94,120 94,154 7,011 6,977
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,725)
0 180 -945 -4,006 -4,447 -4,951 -5,212 226 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.9 92.1 87.7 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 17 24 19 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,193
COMMITMENTS
2,997 5,614 2,057 91,374 88,719 96,428 96,390 6,765 6,803
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,939)
2,731 -815 -11 -4,658 -1,201 -1,938 -2,027 -1 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.4 2.0 88.5 86.0 93.4 93.4 6.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 5 3 29 23 33 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,631
COMMITMENTS
2,258 1,189 447 59,072 54,685 61,777 56,321 6,854 12,310
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -5,986)
515 -1,613 -240 -4,753 -3,811 -4,478 -5,664 -1,508 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.7 0.7 86.1 79.7 90.0 82.1 10.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 16 21 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,170
COMMITMENTS
0 2,996 0 164,711 162,990 164,711 165,986 6,459 5,184
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -9,802)
0 -240 0 -10,276 -9,290 -10,276 -9,530 474 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 96.2 95.2 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 28 23 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,108
COMMITMENTS
0 0 0 82,054 87,678 82,054 87,678 9,054 3,430
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,997)
0 0 0 -3,617 -4,121 -3,617 -4,121 -380 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 96.2 90.1 96.2 9.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 16 19 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 342,792
COMMITMENTS
1,367 0 4,518 328,623 328,904 334,508 333,422 8,284 9,370
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -20,601)
454 -1,080 651 -22,496 -19,937 -21,391 -20,366 790 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.3 95.9 95.9 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 0 3 48 40 52 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,166
COMMITMENTS
1,788 19 1,687 50,095 48,931 53,570 50,637 5,596 8,529
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -6,493)
-599 -3,077 352 -4,609 -1,503 -4,856 -4,228 -1,637 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 2.9 84.7 82.7 90.5 85.6 9.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 19 23 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,198
COMMITMENTS
0 2,825 833 58,824 54,685 59,657 58,343 3,541 4,855
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,476)
0 -652 -132 -2,032 -1,324 -2,164 -2,108 -312 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.3 93.1 86.5 94.4 92.3 5.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 16 17 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,921
COMMITMENTS
6,066 0 0 57,760 63,899 63,826 63,899 2,095 2,022
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -40,977)
-912 -2,820 -1,500 -37,681 -30,599 -40,093 -34,919 -884 -6,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 87.6 96.9 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 18 16 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,315
COMMITMENTS
9,839 9,600 1,500 93,305 94,223 104,644 105,323 1,671 992
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -36,311)
1,126 -5,030 -1,970 -33,360 -28,716 -34,204 -35,716 -2,107 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 9.0 1.4 87.8 88.6 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 6 1 31 24 37 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,407
COMMITMENTS
300 0 240 72,657 72,506 73,197 72,746 210 661
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -16,601)
-124 -630 0 -16,291 -14,781 -16,415 -15,411 -186 -1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.3 99.0 98.8 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 13 21 15 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,033
COMMITMENTS
6,742 0 993 193,215 199,339 200,950 200,332 9,083 9,701
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -13,842)
1,925 -540 -572 -14,363 -12,707 -13,010 -13,819 -832 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.5 92.0 94.9 95.7 95.4 4.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 34 34 36 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,157
COMMITMENTS
0 1,140 120 16,889 14,425 17,009 15,685 1,148 2,472
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,247)
0 31 -31 -3,813 -4,634 -3,844 -4,634 -403 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.7 93.0 79.4 93.7 86.4 6.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 11 10 12 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,198
COMMITMENTS
1,800 707 598 34,211 45,088 36,609 46,393 13,589 3,805
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -5,483)
-1,168 310 -280 -3,634 -4,895 -5,082 -4,865 -401 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.4 1.2 68.2 89.8 72.9 92.4 27.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 14 13 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,391
COMMITMENTS
1,059 8,457 1,353 86,920 77,949 89,332 87,759 6,059 7,632
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,909)
-90 -125 -207 -3,352 -2,864 -3,649 -3,196 -260 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.9 1.4 91.1 81.7 93.6 92.0 6.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 22 24 24 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,613
COMMITMENTS
5,179 0 656 88,935 101,155 94,770 101,811 8,843 1,802
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -5,009)
-12 0 -388 -4,525 -4,853 -4,925 -5,241 -84 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.6 85.8 97.6 91.5 98.3 8.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 20 17 24 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,022
COMMITMENTS
2,996 0 0 105,333 109,056 108,329 109,056 4,693 3,966
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -5,473)
-210 0 0 -6,174 -5,149 -6,384 -5,149 911 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 93.2 96.5 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 14 22 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,279
COMMITMENTS
0 1,941 1,105 100,842 103,726 101,947 106,772 7,332 2,507
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -5,856)
0 -537 -122 -5,870 -5,359 -5,992 -6,018 136 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.0 92.3 94.9 93.3 97.7 6.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 17 15 19 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,425
COMMITMENTS
327 18,344 1,492 145,169 134,660 146,988 154,496 14,437 6,929
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -10,747)
327 -2,231 -964 -8,762 -6,959 -9,399 -10,154 -1,348 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.4 0.9 89.9 83.4 91.1 95.7 8.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 27 25 29 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,028
COMMITMENTS
0 0 0 18,337 18,758 18,337 18,758 691 270
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -14,508)
-310 -1,329 0 -14,089 -13,175 -14,399 -14,504 -109 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 98.6 96.4 98.6 3.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 16 10 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,435
COMMITMENTS
360 300 0 38,612 40,133 38,972 40,433 2,463 1,002
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -9,436)
-496 0 0 -10,369 -9,089 -10,865 -9,089 1,429 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.0 93.2 96.9 94.1 97.6 5.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 14 17 15 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,701
COMMITMENTS
296 8,216 1,464 180,900 173,997 182,660 183,677 6,041 5,024
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -18,416)
-298 2,295 -863 -17,012 -18,540 -18,173 -17,108 -243 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.4 0.8 95.9 92.2 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 5 39 33 44 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 96,908
COMMITMENTS
199 0 476 90,931 92,531 91,606 93,007 5,302 3,901
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -7,100)
-403 0 188 -7,094 -6,572 -7,309 -6,384 209 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 93.8 95.5 94.5 96.0 5.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 21 19 22 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,358
COMMITMENTS
0 0 0 61,084 63,716 61,084 63,716 11,274 8,642
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,926)
0 0 0 -3,656 -4,333 -3,656 -4,333 -270 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.4 88.1 84.4 88.1 15.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 16 14 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,722
COMMITMENTS
2,354 0 0 63,773 71,015 66,127 71,015 7,595 2,707
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,718)
0 0 0 -3,975 -4,794 -3,975 -4,794 257 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 86.5 96.3 89.7 96.3 10.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 19 19 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 87,008
COMMITMENTS
3,164 0 0 77,019 83,261 80,183 83,261 6,825 3,747
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,850)
-240 0 0 -7,009 -6,222 -7,249 -6,222 2,399 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 88.5 95.7 92.2 95.7 7.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 11 14 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 159,939
COMMITMENTS
21,559 9,231 14,289 123,225 136,016 159,074 159,537 865 402
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,723)
219 547 549 -4,448 -4,772 -3,679 -3,675 -44 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.8 8.9 77.0 85.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 15 23 48 49 74 74
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,310
COMMITMENTS
208 1,420 443 51,635 50,423 52,286 52,286 24 24
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,133)
0 27 -26 1,159 1,132 1,133 1,133 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.7 0.8 98.7 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 7 3 24 20 28 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 447,733
COMMITMENTS
0 15,048 3,914 443,819 428,771 447,733 447,733 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,699)
0 -952 304 3,395 4,347 3,699 3,699 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.9 99.1 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 19 16 21 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,590,976
COMMITMENTS
34,854 49,315 14,157 1541965 1527504 1590976 1590976 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -95,030)
11,640 784 -2,352 -104,318 -93,462 -95,030 -95,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.1 0.9 96.9 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 4 38 41 47 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,173
COMMITMENTS
1,209 3,076 684 65,279 63,388 67,173 67,149 0 24
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -6,511)
-83 -61 -352 -6,076 -6,098 -6,511 -6,511 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.6 1.0 97.2 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 7 3 21 21 25 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 536,276
COMMITMENTS
0 11,342 4,674 531,602 520,260 536,276 536,276 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -56,800)
-114 838 -190 -56,496 -57,448 -56,800 -56,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.9 99.1 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 1 21 18 22 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 448,765
COMMITMENTS
401 760 0 448,364 448,005 448,765 448,765 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -29,008)
0 0 -392 -28,616 -28,616 -29,008 -29,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 99.9 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 30 32 31 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,902
COMMITMENTS
906 1,347 255 40,935 40,496 42,096 42,098 806 804
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,164)
63 -352 -22 -2,161 -1,721 -2,120 -2,095 -44 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.1 0.6 95.4 94.4 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 30 26 35 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,464
COMMITMENTS
60 0 0 50,038 50,137 50,098 50,137 366 327
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,708)
60 -40 -60 -3,785 -3,865 -3,785 -3,965 77 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.2 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 36 31 37 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,105
COMMITMENTS
50 580 0 66,383 66,178 66,433 66,758 672 347
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,960)
0 -75 0 -4,127 -3,943 -4,127 -4,018 167 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.0 98.9 98.6 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 0 34 33 35 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,716
COMMITMENTS
0 0 0 16,576 16,596 16,576 16,596 140 120
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,063)
-100 0 0 -1,968 -2,063 -2,068 -2,063 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 19 19 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 237,048
COMMITMENTS
784 0 0 236,264 237,048 237,048 237,048 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -12,936)
0 0 -1,176 -11,760 -11,760 -12,936 -12,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 24 20 25 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,702
COMMITMENTS
1,523 140 0 7,031 8,199 8,554 8,339 148 363
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -668)
-110 0 0 -491 -647 -601 -647 -67 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.6 0.0 80.8 94.2 98.3 95.8 1.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 0 18 17 22 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,665
COMMITMENTS
0 550 0 17,665 16,975 17,665 17,525 0 140
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,170)
0 -100 0 -1,170 -1,170 -1,170 -1,270 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 100.0 96.1 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 24 22 24 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,245
COMMITMENTS
0 75 0 20,065 20,110 20,065 20,185 180 60
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 680)
0 75 0 680 605 680 680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.1 99.3 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 26 24 26 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,332
COMMITMENTS
0 82 44 18,014 17,297 18,058 17,423 274 909
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 111)
0 -44 44 598 243 642 243 -531 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 98.3 94.4 98.5 95.0 1.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 25 26 26 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,009
COMMITMENTS
41 4,481 389 60,134 55,954 60,564 60,824 445 185
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 571)
-59 -729 92 557 1,228 590 591 -19 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.3 0.6 98.6 91.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 6 34 30 40 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,118
COMMITMENTS
300 9,549 2,528 68,284 59,011 71,112 71,088 6 30
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,167)
-109 -72 65 -1,101 -1,145 -1,145 -1,152 -22 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 13.4 3.6 96.0 83.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 5 34 35 39 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,980
COMMITMENTS
910 0 0 43,050 43,980 43,960 43,980 20 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,680)
30 0 0 -4,600 -4,680 -4,570 -4,680 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 28 16 29 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,495
COMMITMENTS
735 0 0 44,700 45,495 45,435 45,495 60 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,855)
0 0 0 -2,735 -2,855 -2,735 -2,855 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.3 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 30 17 31 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 346,404
COMMITMENTS
26,221 25,728 2,367 317,816 318,309 346,404 346,404 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 15,299)
-5,912 21,448 -440 21,651 -5,709 15,299 15,299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.4 0.7 91.7 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 25 31 28 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,981
COMMITMENTS
4,669 2,206 440 20,609 22,423 25,718 25,069 263 912
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 1,077)
114 1,422 -48 992 -444 1,058 930 19 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.5 1.7 79.3 86.3 99.0 96.5 1.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 3 23 28 27 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,517
COMMITMENTS
419 1,796 641 30,433 29,080 31,493 31,517 24 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,010)
-837 -4 0 -3,197 -4,006 -4,034 -4,010 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.7 2.0 96.6 92.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 2 13 14 19 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 415,818
COMMITMENTS
0 1,586 0 415,818 414,232 415,818 415,818 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -40,768)
0 0 0 -40,768 -39,984 -40,768 -39,984 0 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.6 100.0 100.0 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 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,536
COMMITMENTS
636 377 0 31,836 31,692 32,472 32,069 64 467
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,362)
0 -132 0 -1,340 -1,164 -1,340 -1,296 -22 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 0.0 97.8 97.4 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,881
COMMITMENTS
1,782 2 451 13,584 14,945 15,817 15,398 64 483
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,104)
-370 -84 86 -754 -725 -1,038 -723 -66 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 2.8 85.5 94.1 99.6 97.0 0.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 21 22 25 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 192,637
COMMITMENTS
29,580 0 1,604 161,453 191,033 192,637 192,637 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -2,736)
375 0 -1,960 -1,151 -776 -2,736 -2,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 0.8 83.8 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 19 23 22 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,972
COMMITMENTS
83 587 226 13,603 12,799 13,912 13,612 60 360
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -307)
-85 133 41 -241 -503 -285 -329 -22 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 1.6 97.4 91.6 99.6 97.4 0.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 23 24 25 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 162,510
COMMITMENTS
2,770 0 1,927 157,813 160,583 162,510 162,510 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -14,481)
-2,719 0 -409 -11,353 -14,072 -14,481 -14,481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.2 97.1 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 23 20 25 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,304
COMMITMENTS
78 0 0 16,226 16,304 16,304 16,304 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 228)
0 0 0 228 228 228 228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 19 15 19
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,915
COMMITMENTS
0 850 0 8,835 8,055 8,835 8,905 80 10
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 90)
0 150 0 135 -10 135 140 -45 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.0 99.1 90.4 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 16 19 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 690,818
COMMITMENTS
59,371 23,146 80,987 550,460 586,685 690,818 690,818 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 56,759)
-4,909 -3,858 24,001 37,666 36,616 56,759 56,759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.4 11.7 79.7 84.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 4 22 19 28 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,165
COMMITMENTS
0 525 0 21,655 21,390 21,655 21,915 510 250
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,075)
0 -50 0 -1,050 -1,025 -1,050 -1,075 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.7 96.5 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 14 20 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,620
COMMITMENTS
0 525 0 19,050 18,765 19,050 19,290 570 330
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -920)
0 -75 0 -885 -925 -885 -1,000 -35 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.1 95.6 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 10 17 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,004
COMMITMENTS
250 225 0 22,754 22,779 23,004 23,004 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,935)
0 125 -100 -1,835 -1,960 -1,935 -1,935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 24 21 25 22
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,954
COMMITMENTS
250 0 0 21,704 21,954 21,954 21,954 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,820)
0 0 0 -1,730 -1,820 -1,730 -1,820 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 16 22 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,555
COMMITMENTS
0 500 0 18,580 18,915 18,580 19,415 975 140
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -550)
0 -200 0 -805 -330 -805 -530 255 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 95.0 96.7 95.0 99.3 5.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 15 7 15 9
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,520
COMMITMENTS
0 0 0 15,195 15,360 15,195 15,360 325 160
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -985)
0 0 0 -925 -975 -925 -975 -60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 25 11 25 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,702
COMMITMENTS
25 200 0 16,302 16,342 16,327 16,542 375 160
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,040)
0 0 0 -955 -1,030 -955 -1,030 -85 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.0 97.6 97.8 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 25 15 26 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,620
COMMITMENTS
3,210 1,060 50 113,360 115,510 116,620 116,620 0 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,585)
-400 -80 0 3,985 3,665 3,585 3,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 0.0 97.2 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 1 37 32 40 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,396
COMMITMENTS
3,930 1,685 200 123,251 125,446 127,381 127,331 15 65
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 4,819)
100 -30 -100 4,819 4,959 4,819 4,829 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.3 0.2 96.7 98.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 1 38 33 43 38
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 150,824
COMMITMENTS
16,265 13,270 5,277 128,914 132,205 150,456 150,752 368 72
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,838)
-1,169 -33 -47 -3,804 -4,686 -5,019 -4,766 181 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.8 3.5 85.5 87.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 12 10 45 41 61 58
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,380
COMMITMENTS
1,620 3,595 1,290 101,378 99,495 104,288 104,380 92 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,178)
170 -135 -40 -4,305 -4,003 -4,175 -4,178 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.4 1.2 97.1 95.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 39 36 45 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,265
COMMITMENTS
395 805 60 21,810 21,330 22,265 22,195 0 70
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,355)
75 -20 -25 -1,405 -1,300 -1,355 -1,345 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.6 0.3 98.0 95.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 27 13 28 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,515
COMMITMENTS
25 0 125 18,335 18,350 18,485 18,475 30 40
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,060)
-25 0 0 -1,025 -1,020 -1,050 -1,020 -10 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 99.0 99.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 23 11 24 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,533
COMMITMENTS
349 300 0 29,114 29,148 29,463 29,448 70 85
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,125)
0 0 0 -1,120 -1,105 -1,120 -1,105 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.0 98.6 98.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 29 27 31 28
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,410
COMMITMENTS
3,093 1,795 200 25,822 27,330 29,115 29,325 295 85
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,808)
-95 -250 -100 -1,602 -1,439 -1,797 -1,789 -11 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.1 0.7 87.8 92.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 1 20 25 23 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,137
COMMITMENTS
1,935 0 0 22,834 25,112 24,769 25,112 368 25
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -809)
-490 0 0 -286 -809 -776 -809 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 90.8 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 20 22 22 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,545
COMMITMENTS
150 720 55 30,215 29,770 30,420 30,545 125 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 837)
0 65 10 854 777 864 852 -27 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 0.2 98.9 97.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 27 28 29 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,268
COMMITMENTS
0 125 140 22,858 22,973 22,998 23,238 270 30
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,332)
0 -90 0 -1,287 -1,242 -1,287 -1,332 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.6 98.2 98.7 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 24 26 25 27
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,916
COMMITMENTS
0 702 0 18,752 17,894 18,752 18,596 164 320
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 62)
0 -50 0 82 112 82 62 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 99.1 94.6 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 19 17 19 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,319
COMMITMENTS
0 300 0 13,790 13,799 13,790 14,099 529 220
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 714)
0 300 0 720 209 720 509 -6 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.3 96.4 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 13 16 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,877
COMMITMENTS
1,649 900 10 35,028 35,902 36,687 36,812 190 65
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,490)
-675 0 0 -810 -1,480 -1,485 -1,480 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.4 0.0 95.0 97.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 29 26 33 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,810
COMMITMENTS
975 0 0 12,325 13,754 13,300 13,754 510 56
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -380)
-30 0 0 -320 -365 -350 -365 -30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 89.2 99.6 96.3 99.6 3.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 19 21 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,598
COMMITMENTS
1,938 50 0 12,580 14,548 14,518 14,598 80 0
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -470)
0 -25 0 -365 -445 -365 -470 -105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.3 0.0 86.2 99.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 23 25 24 26
Updated November 13, 2015