CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,865
COMMITMENTS
8,264 3,762 2,353 14,209 18,751 24,825 24,865 40 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 965)
-231 11 659 548 296 975 965 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 15.1 9.5 57.1 75.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 6 5 8 9 23 18
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,437
COMMITMENTS
5,013 6,514 1,406 20,018 18,517 26,437 26,437 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 244)
4 50 175 66 19 244 244 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 24.6 5.3 75.7 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 5 8 8 16 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,331
COMMITMENTS
2,200 5,000 4,979 34,152 31,351 41,331 41,331 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -112)
-100 0 -1,500 1,488 1,388 -112 -112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 12.1 12.0 82.6 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 3 9 8 16 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,421
COMMITMENTS
2,971 6,477 5,852 44,098 40,592 52,921 52,921 7,500 7,500
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,754)
-485 1,414 286 1,953 53 1,754 1,754 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.7 9.7 73.0 67.2 87.6 87.6 12.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 9 8 13 11 24 22
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,989,666
COMMITMENTS
308,337 352,380 698,028 2948707 2929198 3955072 3979606 34,594 10,060
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 76,296)
-16,405 -23,714 31,760 60,610 68,798 75,965 76,844 331 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.8 17.5 73.9 73.4 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
32 42 59 144 119 211 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,585,640
COMMITMENTS
151,317 124,175 1266637 1167264 1194385 2585218 2585197 422 443
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -20,789)
-3,419 -8,863 -6,194 -11,212 -5,683 -20,826 -20,740 37 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.8 49.0 45.1 46.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 25 40 56 52 96 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,566
COMMITMENTS
8,354 7,814 2,099 215,918 221,738 226,371 231,651 11,195 5,915
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 7,385)
-1,116 1,293 13 9,584 6,344 8,481 7,650 -1,096 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.3 0.9 90.9 93.3 95.3 97.5 4.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 3 39 32 45 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,651
COMMITMENTS
3,901 0 3,276 94,215 101,687 101,392 104,963 6,259 2,688
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,617)
663 -57 564 2,386 3,786 3,613 4,293 4 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 3.0 87.5 94.5 94.2 97.5 5.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 4 27 30 31 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,061
COMMITMENTS
1,936 4,652 3,320 189,527 192,531 194,783 200,503 14,278 8,558
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,029)
699 0 201 1,676 4,266 2,576 4,467 453 -1,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.2 1.6 90.7 92.1 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 3 30 30 34 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 625,245
COMMITMENTS
1,743 2,135 6,631 609,027 612,449 617,401 621,215 7,844 4,030
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 14,719)
-425 592 154 13,688 15,171 13,417 15,917 1,302 -1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 1.1 97.4 98.0 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 3 52 40 56 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,144
COMMITMENTS
12,665 1,750 8,478 287,396 296,431 308,539 306,659 4,605 6,485
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,074)
1,318 -1,402 2,022 3,480 5,127 6,820 5,747 -746 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.6 2.7 91.8 94.7 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 4 6 37 40 46 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,646
COMMITMENTS
1,552 2,474 2,339 223,277 223,821 227,168 228,634 4,478 3,012
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,044)
0 -914 285 4,583 6,430 4,868 5,801 176 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 1.0 96.4 96.6 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 3 40 42 44 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,442
COMMITMENTS
0 3,369 1,952 95,947 90,917 97,899 96,238 5,543 7,204
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,311)
0 -1,176 1,004 2,775 2,256 3,779 2,084 -1,468 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.9 92.8 87.9 94.6 93.0 5.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 22 26 24 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,104
COMMITMENTS
0 4,986 1,694 98,834 94,441 100,528 101,121 6,576 5,983
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,911)
-2,997 -628 -363 7,460 5,722 4,100 4,731 -189 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.6 92.3 88.2 93.9 94.4 6.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 4 32 27 36 32
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,994
COMMITMENTS
974 1,592 1,508 62,234 58,000 64,716 61,100 9,278 12,894
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,363)
-1,284 403 1,061 3,162 3,315 2,939 4,779 2,424 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.2 2.0 84.1 78.4 87.5 82.6 12.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 16 22 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,198
COMMITMENTS
0 2,996 0 171,839 169,081 171,839 172,077 5,359 5,121
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,028)
0 0 0 7,128 6,091 7,128 6,091 -1,100 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.0 95.4 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 30 24 30 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,461
COMMITMENTS
0 0 0 85,100 90,544 85,100 90,544 8,361 2,917
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,353)
0 0 0 3,046 2,866 3,046 2,866 -693 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 96.9 91.1 96.9 8.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 17 20 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 347,628
COMMITMENTS
3,169 2,846 4,411 330,568 331,953 338,148 339,210 9,480 8,418
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,836)
1,802 2,846 -107 1,945 3,049 3,640 5,788 1,196 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 1.3 95.1 95.5 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 3 48 39 51 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,396
COMMITMENTS
3,072 383 1,154 51,165 51,659 55,391 53,196 6,005 8,200
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,230)
1,284 364 -533 1,070 2,728 1,821 2,559 409 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.6 1.9 83.3 84.1 90.2 86.6 9.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 22 24 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,489
COMMITMENTS
0 2,430 855 61,888 58,452 62,743 61,737 3,746 4,752
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,291)
0 -395 22 3,064 3,767 3,086 3,394 205 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.3 93.1 87.9 94.4 92.9 5.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 18 18 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,920
COMMITMENTS
6,662 0 0 61,015 69,269 67,677 69,269 2,243 651
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,999)
596 0 0 3,255 5,370 3,851 5,370 148 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 87.3 99.1 96.8 99.1 3.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 16 20 19 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,128
COMMITMENTS
10,315 9,662 1,620 96,372 97,881 108,307 109,163 1,821 965
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,813)
476 62 120 3,067 3,658 3,663 3,840 150 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.8 1.5 87.5 88.9 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 2 34 26 41 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,670
COMMITMENTS
300 0 240 74,858 74,859 75,398 75,099 272 571
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,263)
0 0 0 2,201 2,353 2,201 2,353 62 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.3 98.9 98.9 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 13 22 15 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,010
COMMITMENTS
5,581 0 1,457 198,190 202,085 205,228 203,542 6,782 8,468
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,977)
-1,161 0 464 4,975 2,746 4,278 3,210 -2,301 -1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.7 93.5 95.3 96.8 96.0 3.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 36 34 38 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,025
COMMITMENTS
0 1,760 120 17,787 14,611 17,907 16,491 1,118 2,534
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 868)
0 620 0 898 186 898 806 -30 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 0.6 93.5 76.8 94.1 86.7 5.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 11 11 12 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,226
COMMITMENTS
2,311 707 687 33,546 45,213 36,544 46,607 13,682 3,619
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 28)
511 0 89 -665 125 -65 214 93 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.4 1.4 66.8 90.0 72.8 92.8 27.2 7.2
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,270
COMMITMENTS
0 10,085 2,119 93,941 80,384 96,060 92,588 6,210 9,682
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,879)
-1,059 1,628 766 7,021 2,435 6,728 4,829 151 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 2.1 91.9 78.6 93.9 90.5 6.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 2 24 24 26 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,170
COMMITMENTS
5,173 0 702 90,628 101,774 96,503 102,476 9,667 3,694
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,557)
-6 0 46 1,693 619 1,733 665 824 1,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.7 85.4 95.9 90.9 96.5 9.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 19 18 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,306
COMMITMENTS
2,996 0 0 106,714 109,340 109,710 109,340 3,596 3,966
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 284)
0 0 0 1,381 284 1,381 284 -1,097 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 94.2 96.5 96.8 96.5 3.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 15 23 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,027
COMMITMENTS
0 2,397 560 104,303 105,777 104,863 108,734 6,164 2,293
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,748)
0 456 -545 3,461 2,051 2,916 1,962 -1,168 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.5 93.9 95.3 94.4 97.9 5.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 18 16 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,636
COMMITMENTS
0 17,552 1,780 146,431 134,807 148,211 154,139 14,425 8,497
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,211)
-327 -792 288 1,262 147 1,223 -357 -12 1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 1.1 90.0 82.9 91.1 94.8 8.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 29 27 31 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,229
COMMITMENTS
0 1,488 0 20,377 19,351 20,377 20,839 852 390
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,201)
0 1,488 0 2,040 593 2,040 2,081 161 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 96.0 91.2 96.0 98.2 4.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 16 11 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,075
COMMITMENTS
360 300 0 38,436 39,680 38,796 39,980 2,279 1,095
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -360)
0 0 0 -176 -453 -176 -453 -184 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.0 93.6 96.6 94.5 97.3 5.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 15 18 16 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,565
COMMITMENTS
82 6,118 1,958 183,484 178,455 185,524 186,531 6,041 5,034
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,864)
-214 -2,098 494 2,584 4,458 2,864 2,854 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.0 95.8 93.2 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 7 7 39 33 46 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 98,731
COMMITMENTS
0 0 0 91,872 93,570 91,872 93,570 6,859 5,161
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,823)
-199 0 -476 941 1,039 266 563 1,557 1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 94.8 93.1 94.8 6.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 18 20 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,850
COMMITMENTS
0 0 0 62,024 65,231 62,024 65,231 11,826 8,619
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,492)
0 0 0 940 1,515 940 1,515 552 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.0 88.3 84.0 88.3 16.0 11.7
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,446
COMMITMENTS
0 0 0 65,004 68,207 65,004 68,207 7,442 4,239
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -1,276)
-2,354 0 0 1,231 -2,808 -1,123 -2,808 -153 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.7 94.1 89.7 94.1 10.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 91,317
COMMITMENTS
4,020 0 0 79,057 84,333 83,077 84,333 8,240 6,984
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,309)
856 0 0 2,038 1,072 2,894 1,072 1,415 3,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 86.6 92.4 91.0 92.4 9.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 10 15 10
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,803
COMMITMENTS
21,590 9,326 15,223 125,156 137,858 161,969 162,406 834 397
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,864)
31 94 933 1,931 1,841 2,895 2,869 -31 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.7 9.4 76.9 84.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 13 25 48 50 75 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,588
COMMITMENTS
154 1,367 600 51,810 50,622 52,564 52,588 24 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 279)
-54 -53 157 176 199 279 303 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.6 1.1 98.5 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 3 23 21 27 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 450,910
COMMITMENTS
726 13,710 4,172 446,012 433,028 450,910 450,910 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,177)
726 -1,338 258 2,193 4,257 3,177 3,177 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.0 0.9 98.9 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 19 17 21 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,603,880
COMMITMENTS
34,462 59,098 12,197 1557221 1532585 1603880 1603880 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 12,904)
-392 9,783 -1,960 15,256 5,081 12,904 12,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.7 0.8 97.1 95.6 100.0 100.0 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,945
COMMITMENTS
1,731 2,387 1,425 64,788 64,108 67,945 67,921 0 24
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 772)
522 -688 741 -491 720 772 772 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.5 2.1 95.4 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 6 4 21 21 27 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 539,179
COMMITMENTS
0 11,670 4,674 534,505 522,835 539,179 539,179 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,903)
0 328 0 2,903 2,575 2,903 2,903 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 449,866
COMMITMENTS
793 760 0 449,073 449,106 449,866 449,866 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,101)
392 0 0 709 1,101 1,101 1,101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 99.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 0 29 32 31 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,200
COMMITMENTS
865 1,347 255 41,059 40,753 42,179 42,355 1,021 845
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 298)
-41 0 0 124 257 83 257 215 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.1 0.6 95.0 94.3 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 1 29 25 34 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,892
COMMITMENTS
60 0 0 49,453 49,567 49,513 49,567 379 325
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -572)
0 0 0 -585 -570 -585 -570 13 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.1 99.3 99.2 99.3 0.8 0.7
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,428
COMMITMENTS
50 580 0 67,878 67,743 67,928 68,323 500 105
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,323)
0 0 0 1,495 1,565 1,495 1,565 -172 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 0.0 99.2 99.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 0 35 33 36 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,476
COMMITMENTS
0 0 0 18,336 18,356 18,336 18,356 140 120
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,760)
0 0 0 1,760 1,760 1,760 1,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 236,672
COMMITMENTS
784 0 0 235,888 236,672 236,672 236,672 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -376)
0 0 0 -376 -376 -376 -376 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 23 20 24 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,997
COMMITMENTS
1,400 140 0 7,408 8,472 8,808 8,612 189 385
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 295)
-123 0 0 377 273 254 273 41 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 1.6 0.0 82.3 94.2 97.9 95.7 2.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 18 17 21 18
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,510
COMMITMENTS
100 175 0 6,980 7,335 7,080 7,510 430 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.3 0.0 92.9 97.7 94.3 100.0 5.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 13 12 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,815
COMMITMENTS
0 550 0 18,815 18,125 18,815 18,675 0 140
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,150)
0 0 0 1,150 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 100.0 96.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 23 20 23 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,490
COMMITMENTS
0 75 0 21,310 21,355 21,310 21,430 180 60
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,245)
0 0 0 1,245 1,245 1,245 1,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.2 99.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 27 25 27 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,756
COMMITMENTS
0 82 44 18,395 17,274 18,439 17,400 317 1,356
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 424)
0 0 0 381 -23 381 -23 43 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 98.1 92.1 98.3 92.8 1.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 26 24 27 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,771
COMMITMENTS
25 5,075 249 62,052 57,262 62,326 62,586 445 185
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,762)
-16 594 -140 1,918 1,308 1,762 1,762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.4 98.9 91.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 5 34 30 39 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,664
COMMITMENTS
371 11,348 1,700 71,582 60,556 73,653 73,604 11 60
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,546)
71 1,799 -828 3,298 1,545 2,541 2,516 5 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 15.4 2.3 97.2 82.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 8 4 35 36 39 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,380
COMMITMENTS
910 0 0 43,450 44,380 44,360 44,380 20 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,400
COMMITMENTS
735 0 0 45,605 46,400 46,340 46,400 60 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 905)
0 0 0 905 905 905 905 0 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 352,755
COMMITMENTS
24,653 25,728 2,799 325,303 324,228 352,755 352,755 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,351)
-1,568 0 432 7,487 5,919 6,351 6,351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.3 0.8 92.2 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 26 32 29 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,413
COMMITMENTS
5,107 2,199 448 21,641 24,172 27,195 26,819 218 594
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,432)
437 -7 8 1,032 1,749 1,477 1,750 -45 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 8.0 1.6 78.9 88.2 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 5 25 30 30 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,725
COMMITMENTS
347 2,624 1,329 31,049 28,772 32,725 32,725 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,208)
-72 828 688 616 -308 1,232 1,208 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.0 4.1 94.9 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 3 14 15 20 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 420,914
COMMITMENTS
0 1,586 0 420,914 419,328 420,914 420,914 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,096)
0 0 0 5,096 5,096 5,096 5,096 0 0
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 17 21 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,493
COMMITMENTS
636 377 0 31,793 31,649 32,429 32,026 64 467
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -43)
0 0 0 -43 -43 -43 -43 0 0
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,129
COMMITMENTS
1,914 2 428 13,700 14,879 16,042 15,309 87 820
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 248)
132 0 -23 116 -66 225 -89 23 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 2.7 84.9 92.2 99.5 94.9 0.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 22 24 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 194,597
COMMITMENTS
29,580 0 1,604 163,413 192,993 194,597 194,597 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,960)
0 0 0 1,960 1,960 1,960 1,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 0.8 84.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 18 23 21 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,659
COMMITMENTS
83 546 226 15,290 14,506 15,599 15,278 60 381
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,687)
0 -41 0 1,687 1,707 1,687 1,666 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.5 1.4 97.6 92.6 99.6 97.6 0.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 23 26 25 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 163,277
COMMITMENTS
2,770 0 1,927 158,580 161,350 163,277 163,277 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 767)
0 0 0 767 767 767 767 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
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,365
COMMITMENTS
0 300 0 8,125 7,985 8,125 8,285 240 80
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 97.1 95.5 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 11 15 12
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,588
COMMITMENTS
78 0 0 16,510 16,588 16,588 16,588 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 284)
0 0 0 284 284 284 284 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: 24)
1 0 0 14 20 15 20
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,865
COMMITMENTS
0 850 0 8,785 8,005 8,785 8,855 80 10
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.0 99.1 90.3 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 698,738
COMMITMENTS
57,084 22,983 80,219 561,435 595,536 698,738 698,738 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 7,921)
-2,286 -163 -768 10,975 8,851 7,921 7,921 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.3 11.5 80.3 85.2 100.0 100.0 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,140
COMMITMENTS
0 525 0 21,630 21,365 21,630 21,890 510 250
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 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 15 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,705
COMMITMENTS
0 525 0 19,135 18,850 19,135 19,375 570 330
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 85)
0 0 0 85 85 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.1 95.7 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,059
COMMITMENTS
250 225 0 22,809 22,834 23,059 23,059 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 55)
0 0 0 55 55 55 55 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 20 25 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| 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 11/10/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,745
COMMITMENTS
0 500 0 19,110 19,245 19,110 19,745 635 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 190)
0 0 0 530 330 530 330 -340 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 96.8 97.5 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 8 16 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,820
COMMITMENTS
0 0 0 15,490 15,660 15,490 15,660 330 160
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 300)
0 0 0 295 300 295 300 5 0
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,037
COMMITMENTS
25 200 0 16,637 16,677 16,662 16,877 375 160
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.0 97.7 97.9 97.8 99.1 2.2 0.9
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,900
COMMITMENTS
3,210 1,060 50 115,640 117,790 118,900 118,900 0 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,280)
0 0 0 2,280 2,280 2,280 2,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 0.0 97.3 99.1 100.0 100.0 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,304
COMMITMENTS
3,930 1,685 200 121,159 123,354 125,289 125,239 15 65
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,092)
0 0 0 -2,092 -2,092 -2,092 -2,092 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.3 0.2 96.7 98.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 1 36 36 41 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 149,837
COMMITMENTS
16,350 13,294 5,385 127,945 131,098 149,680 149,777 157 60
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -987)
85 25 108 -969 -1,107 -776 -975 -211 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.9 3.6 85.4 87.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 12 11 45 43 61 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,210
COMMITMENTS
1,610 3,595 1,300 103,208 101,315 106,118 106,210 92 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,830)
-10 0 10 1,830 1,820 1,830 1,830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.4 1.2 97.2 95.4 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,040
COMMITMENTS
395 805 60 22,585 22,105 23,040 22,970 0 70
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 775)
0 0 0 775 775 775 775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.5 0.3 98.0 95.9 100.0 99.7 0.0 0.3
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,885
COMMITMENTS
25 0 125 18,705 18,720 18,855 18,845 30 40
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 370)
0 0 0 370 370 370 370 0 0
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,578
COMMITMENTS
334 300 5 29,169 29,188 29,508 29,493 70 85
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 45)
-15 0 5 55 40 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 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 1 29 28 31 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 11,773
COMMITMENTS
0 0 0 11,763 11,773 11,763 11,773 10 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 17 17 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,675
COMMITMENTS
3,153 1,795 200 26,037 27,545 29,390 29,540 285 135
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 265)
60 0 0 215 215 275 215 -10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.0 0.7 87.7 92.8 99.0 99.5 1.0 0.5
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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,447
COMMITMENTS
1,955 0 0 23,154 25,392 25,109 25,392 338 55
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 310)
20 0 0 320 280 340 280 -30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 91.0 99.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 21 22 23 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,848
COMMITMENTS
221 755 80 31,302 30,953 31,603 31,788 245 60
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,303)
71 35 25 1,087 1,183 1,183 1,243 120 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.4 0.3 98.3 97.2 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 27 29 29 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,578
COMMITMENTS
0 125 140 23,038 23,283 23,178 23,548 400 30
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 310)
0 0 0 180 310 180 310 130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.6 97.7 98.7 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 23 25 24 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,166
COMMITMENTS
0 702 0 19,002 18,144 19,002 18,846 164 320
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 99.1 94.7 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,704
COMMITMENTS
0 300 0 14,575 14,184 14,575 14,484 129 220
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 385)
0 0 0 785 385 785 385 -400 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 99.1 96.5 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 13 18 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,299
COMMITMENTS
1,629 900 20 35,460 36,314 37,109 37,234 190 65
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 422)
-20 0 10 432 412 422 422 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.4 0.1 95.1 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 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,785
COMMITMENTS
1,035 0 0 13,630 14,729 14,665 14,729 120 56
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 975)
60 0 0 1,305 975 1,365 975 -390 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 92.2 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,683
COMMITMENTS
1,998 50 0 12,605 14,633 14,603 14,683 80 0
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 85)
60 0 0 25 85 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.3 0.0 85.8 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 20, 2015