CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,198
COMMITMENTS
11,081 3,878 1,345 13,727 20,975 26,153 26,198 45 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 2,684)
2,262 -134 -48 465 2,866 2,679 2,684 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 14.8 5.1 52.4 80.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 4 5 9 9 26 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,994
COMMITMENTS
4,580 7,039 1,361 20,054 17,594 25,994 25,994 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -570)
-452 525 -25 -93 -1,070 -570 -570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 27.1 5.2 77.1 67.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 6 9 10 19 19
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 39,385
COMMITMENTS
2,450 4,975 4,704 32,231 29,706 39,385 39,385 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.6 11.9 81.8 75.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 5 8 7 17 15
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,058
COMMITMENTS
3,343 5,143 5,515 48,100 38,801 56,958 49,458 3,100 10,600
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 5,930)
131 5 633 3,365 3,491 4,130 4,130 1,800 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.6 9.2 80.1 64.6 94.8 82.4 5.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 8 9 14 12 27 24
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,857,256
COMMITMENTS
394,077 381,289 627,059 2803079 2838775 3824215 3847123 33,041 10,133
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 31,304)
26,444 20,471 -37,675 43,716 52,511 32,485 35,307 -1,181 -4,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.9 16.3 72.7 73.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
27 43 57 137 117 201 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,900,824
COMMITMENTS
159,262 138,811 1484277 1256514 1276652 2900053 2899739 770 1,084
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 444,489)
13,908 18,235 292,862 137,267 132,924 444,038 444,021 451 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.8 51.2 43.3 44.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 22 43 50 48 95 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,509
COMMITMENTS
6,857 9,482 2,471 200,134 207,517 209,462 219,470 18,047 8,039
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -11,677)
121 -1,342 107 -18,297 -13,427 -18,069 -14,662 6,392 2,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.2 1.1 88.0 91.2 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 5 4 33 24 38 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,231
COMMITMENTS
558 982 1,912 93,908 99,464 96,378 102,358 8,853 2,873
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -8,575)
-183 982 -89 -9,455 -8,609 -9,727 -7,716 1,152 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 1.8 89.2 94.5 91.6 97.3 8.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 3 24 28 27 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,151
COMMITMENTS
7,194 5,995 3,178 184,944 193,533 195,316 202,706 14,835 7,445
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -11,275)
1,266 1,343 -1,027 -13,072 -10,663 -12,833 -10,347 1,558 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.9 1.5 88.0 92.1 92.9 96.5 7.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 3 26 29 30 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 601,135
COMMITMENTS
8,054 7,435 5,160 578,666 582,618 591,880 595,213 9,255 5,922
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -26,664)
6,591 1,070 786 -35,197 -29,042 -27,820 -27,186 1,156 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 0.9 96.3 96.9 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 4 48 38 54 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,694
COMMITMENTS
6,910 3,605 7,340 288,893 294,953 303,143 305,898 9,551 6,796
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -10,011)
-3,055 -379 -653 -10,807 -9,186 -14,515 -10,218 4,504 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 2.3 92.4 94.3 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 5 33 38 40 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,556
COMMITMENTS
2,294 2,599 2,309 225,254 217,692 229,857 222,600 4,699 11,956
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -14,141)
-933 -25 -452 -13,051 -22,666 -14,436 -23,143 295 9,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.1 1.0 96.0 92.8 98.0 94.9 2.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 4 34 39 39 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,824
COMMITMENTS
0 3,875 1,030 93,225 87,816 94,255 92,721 5,569 7,103
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -8,282)
0 -3,895 -487 -7,690 -3,704 -8,177 -8,086 -105 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 1.0 93.4 88.0 94.4 92.9 5.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 14 25 16 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,296
COMMITMENTS
360 4,014 1,849 98,294 93,068 100,503 98,931 4,793 6,365
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,742)
-73 379 -558 -4,276 -4,359 -4,907 -4,538 165 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.8 1.8 93.4 88.4 95.4 94.0 4.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 5 4 35 29 40 34
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,611
COMMITMENTS
172 2,389 1,787 60,560 53,968 62,519 58,144 9,092 13,467
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6,700)
-2 -922 -148 -6,097 -6,772 -6,247 -7,842 -453 1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 2.5 84.6 75.4 87.3 81.2 12.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 14 20 16
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,131
COMMITMENTS
0 2,782 0 161,382 157,625 161,382 160,407 4,749 5,724
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -11,076)
0 0 0 -10,589 -10,548 -10,589 -10,548 -487 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.1 94.9 97.1 96.6 2.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 28 20 28 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,674
COMMITMENTS
0 0 0 82,641 88,684 82,641 88,684 8,033 1,990
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,334)
0 0 0 -5,277 -4,683 -5,277 -4,683 -57 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 97.8 91.1 97.8 8.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 17 19 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 335,342
COMMITMENTS
5,723 2,577 4,446 312,645 316,086 322,814 323,109 12,528 12,233
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -19,181)
1,757 -428 -577 -25,993 -22,139 -24,813 -23,144 5,632 3,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 1.3 93.2 94.3 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 1 2 45 39 48 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,344
COMMITMENTS
2,438 907 1,294 43,750 47,444 47,482 49,645 9,862 7,699
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,992)
268 -1,021 203 -6,744 -2,472 -6,273 -3,290 1,281 -1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.6 2.3 76.3 82.7 82.8 86.6 17.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 18 19 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,509
COMMITMENTS
768 0 579 60,253 59,835 61,600 60,414 3,909 5,095
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,358)
479 0 -602 -3,729 -3,158 -3,852 -3,760 -506 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.9 92.0 91.3 94.0 92.2 6.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 17 16 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,701
COMMITMENTS
1,960 0 0 52,903 57,237 54,863 57,237 3,838 1,464
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -41,270)
-22,661 -14,291 0 -19,780 -25,770 -42,441 -40,061 1,171 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 90.1 97.5 93.5 97.5 6.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 15 15 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,817
COMMITMENTS
24,993 14,322 248 73,863 84,441 99,104 99,011 713 806
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -44,915)
-2,007 -7,052 -3,358 -38,263 -33,941 -43,628 -44,351 -1,287 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 14.3 0.2 74.0 84.6 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 10 1 32 22 42 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,117
COMMITMENTS
2,883 0 0 64,583 67,044 67,466 67,044 651 1,073
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -16,252)
-455 0 -240 -15,962 -16,260 -16,657 -16,500 405 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 94.8 98.4 99.0 98.4 1.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 13 21 14 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,754
COMMITMENTS
4,906 0 1,219 195,474 197,166 201,599 198,385 6,155 9,369
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -10,737)
-1,061 -1,736 -121 -9,329 -8,420 -10,511 -10,277 -226 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.6 94.1 94.9 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 0 1 36 35 38 36
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,199
COMMITMENTS
0 1,302 0 16,649 13,041 16,649 14,343 550 2,856
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,624)
0 -1,140 -120 -2,962 -2,345 -3,082 -3,605 -542 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 96.8 75.8 96.8 83.4 3.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 10 12 12
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,804
COMMITMENTS
500 10,469 2,014 90,975 75,352 93,489 87,835 7,315 12,969
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6,009)
500 -1,537 -221 -7,692 -5,673 -7,413 -7,431 1,404 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.4 2.0 90.2 74.8 92.7 87.1 7.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 19 24 21 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,397
COMMITMENTS
9,084 0 1,441 82,949 98,889 93,474 100,330 8,923 2,067
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,974)
3,482 0 585 -8,879 -5,662 -4,812 -5,077 -1,162 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 1.4 81.0 96.6 91.3 98.0 8.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 19 19 24 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,164
COMMITMENTS
2,996 0 0 103,342 107,385 106,338 107,385 4,826 3,779
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,981)
-1,085 -403 0 -5,695 -4,447 -6,780 -4,850 1,799 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 93.0 96.6 95.7 96.6 4.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 15 20 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,074
COMMITMENTS
0 955 514 101,495 104,284 102,009 105,753 6,065 2,321
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6,857)
-453 62 -421 -5,760 -6,188 -6,634 -6,547 -223 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.5 93.9 96.5 94.4 97.9 5.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,923
COMMITMENTS
0 7,215 1,910 124,701 123,630 126,611 132,755 17,312 11,168
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -16,591)
0 -8,993 68 -19,058 -8,358 -18,990 -17,283 2,399 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 1.3 86.6 85.9 88.0 92.2 12.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 5 3 26 22 29 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,315
COMMITMENTS
0 3,317 0 18,067 14,750 18,067 18,067 248 248
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6,758)
0 -120 0 -6,608 -6,368 -6,608 -6,488 -150 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 0.0 98.6 80.5 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 0 11 12 11 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,233
COMMITMENTS
0 496 0 38,394 38,447 38,394 38,943 1,839 1,290
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -7,298)
-360 -300 0 -6,095 -6,976 -6,455 -7,276 -843 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.4 95.6 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 14 13 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,290
COMMITMENTS
0 6,126 610 175,006 168,791 175,616 175,527 7,674 7,763
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -12,495)
0 -375 -569 -12,676 -11,440 -13,245 -12,384 750 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.3 95.5 92.1 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 5 2 36 33 38 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 93,245
COMMITMENTS
0 0 0 85,734 88,411 85,734 88,411 7,511 4,834
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -8,053)
-279 0 0 -8,645 -7,729 -8,924 -7,729 871 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 94.8 91.9 94.8 8.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 19 19 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,555
COMMITMENTS
0 0 0 61,845 64,479 61,845 64,479 11,710 9,076
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,833)
0 0 0 -5,345 -5,058 -5,345 -5,058 512 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.1 87.7 84.1 87.7 15.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 16 15 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,816
COMMITMENTS
0 0 0 65,696 68,832 65,696 68,832 7,120 3,984
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,351)
-248 0 0 -2,115 -1,701 -2,363 -1,701 12 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 94.5 90.2 94.5 9.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 16 20 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 88,750
COMMITMENTS
3,772 0 0 76,610 82,112 80,382 82,112 8,368 6,638
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,720)
-310 0 0 -8,168 -6,057 -8,478 -6,057 3,758 1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 86.3 92.5 90.6 92.5 9.4 7.5
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 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 159,966
COMMITMENTS
23,064 11,806 14,347 121,875 133,408 159,286 159,561 680 405
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,380)
721 741 -594 -3,484 -3,554 -3,357 -3,407 -23 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.4 9.0 76.2 83.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 16 23 50 52 76 78
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,391
COMMITMENTS
1,166 477 445 49,781 50,470 51,391 51,391 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 4,475)
102 -36 38 4,334 4,473 4,475 4,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.9 0.9 96.9 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 26 24 31 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 449,064
COMMITMENTS
3,925 7,996 2,539 442,600 438,529 449,064 449,064 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 42,651)
101 -1,572 931 41,619 43,292 42,651 42,651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 0.6 98.6 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 18 17 20 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,573,657
COMMITMENTS
46,185 56,847 23,080 1504392 1493730 1573657 1573657 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -56,293)
9,763 4,305 -437 -65,619 -60,161 -56,293 -56,293 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.6 1.5 95.6 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 7 4 38 39 44 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,497
COMMITMENTS
2,647 2,968 1,003 64,847 64,527 68,497 68,497 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,569)
591 489 -429 -2,731 -2,605 -2,569 -2,545 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.3 1.5 94.7 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 4 20 19 26 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 529,044
COMMITMENTS
0 12,008 4,000 525,044 513,036 529,044 529,044 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -35,022)
0 1,650 -674 -34,348 -35,998 -35,022 -35,022 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.8 99.2 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 20 19 21 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 430,280
COMMITMENTS
0 1,544 0 430,280 428,736 430,280 430,280 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -20,393)
0 784 0 -20,393 -21,177 -20,393 -20,393 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: 39)
0 2 0 27 31 27 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,082
COMMITMENTS
446 1,027 298 39,336 38,629 40,080 39,954 1,002 1,128
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,925)
-60 -320 0 -1,868 -1,953 -1,928 -2,273 3 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.5 0.7 95.7 94.0 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 30 25 36 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,777
COMMITMENTS
7 0 98 48,514 48,632 48,619 48,730 158 47
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,950)
7 0 98 -4,039 -3,970 -3,934 -3,872 -16 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 99.5 99.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 1 37 31 38 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,846
COMMITMENTS
50 0 0 64,547 64,710 64,597 64,710 249 136
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,547)
0 0 0 -4,531 -4,578 -4,531 -4,578 -16 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.5 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 0 36 33 37 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,062
COMMITMENTS
0 0 0 16,752 16,932 16,752 16,932 310 130
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,228)
0 0 0 -1,398 -1,238 -1,398 -1,238 170 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.2 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 17 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 239,880
COMMITMENTS
392 0 0 239,488 239,880 239,880 239,880 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,688)
0 0 0 -2,688 -2,688 -2,688 -2,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 21 26 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,124
COMMITMENTS
1,108 44 0 6,931 7,609 8,039 7,653 85 471
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,077)
-160 -140 0 -879 -979 -1,039 -1,119 -38 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.5 0.0 85.3 93.7 99.0 94.2 1.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 18 15 19 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,435
COMMITMENTS
0 500 0 18,435 17,815 18,435 18,315 0 120
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -520)
0 -50 0 -520 -450 -520 -500 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 100.0 96.6 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 21 19 21 21
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,845
COMMITMENTS
0 275 0 21,665 21,490 21,665 21,765 180 80
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -355)
0 0 0 -355 -355 -355 -355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.2 98.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 26 26 26 28
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,371
COMMITMENTS
170 82 66 17,942 17,353 18,178 17,501 193 870
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -943)
60 0 22 -1,007 -711 -925 -689 -18 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.4 97.7 94.5 98.9 95.3 1.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 24 26 27 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,847
COMMITMENTS
325 5,558 58 61,224 56,031 61,607 61,647 240 200
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,929)
220 -522 -81 -4,063 -3,301 -3,924 -3,904 -5 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.0 0.1 99.0 90.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 5 2 34 30 39 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,286
COMMITMENTS
100 11,929 961 70,194 58,286 71,255 71,176 31 110
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,495)
-56 -736 -1,029 -4,405 -3,725 -5,490 -5,490 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.7 1.3 98.5 81.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 10 5 33 36 38 47
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,720
COMMITMENTS
910 0 0 45,800 46,720 46,710 46,720 10 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,995)
-120 0 0 -2,865 -2,995 -2,985 -2,995 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 29 16 30 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,060
COMMITMENTS
765 0 0 50,235 51,060 51,000 51,060 60 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,135)
-130 0 0 -1,005 -1,135 -1,135 -1,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.4 100.0 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 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 341,693
COMMITMENTS
33,090 26,528 2,007 306,596 313,158 341,693 341,693 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -21,572)
-482 800 0 -21,090 -22,372 -21,572 -21,572 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.8 0.6 89.7 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
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 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,602
COMMITMENTS
5,044 2,523 438 20,911 23,044 26,393 26,005 209 597
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,279)
-136 -22 -30 -1,076 -1,228 -1,241 -1,280 -38 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 9.5 1.6 78.6 86.6 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 4 24 30 29 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,851
COMMITMENTS
155 3,131 1,257 29,439 26,463 30,851 30,851 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,160)
-264 204 0 -2,896 -3,364 -3,160 -3,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.1 4.1 95.4 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 2 13 13 16 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 333,366
COMMITMENTS
0 784 0 333,366 332,582 333,366 333,366 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -55,437)
0 -802 0 -55,437 -54,635 -55,437 -55,437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 18 21 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 27,982
COMMITMENTS
740 217 0 27,220 27,340 27,960 27,557 22 425
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,986)
-41 -160 0 -2,925 -2,804 -2,966 -2,964 -20 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.8 0.0 97.3 97.7 99.9 98.5 0.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 0 17 22 20 24
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 127,946
COMMITMENTS
0 6,664 0 127,946 121,282 127,946 127,946 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,121)
0 -401 0 -2,121 -1,720 -2,121 -2,121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 12 11 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,247
COMMITMENTS
2,207 0 176 12,799 14,351 15,182 14,527 65 720
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,170)
95 0 -254 -1,012 -816 -1,171 -1,070 1 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 1.2 83.9 94.1 99.6 95.3 0.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 20 21 24 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 184,439
COMMITMENTS
23,675 0 793 159,971 183,646 184,439 184,439 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -10,942)
-5,905 0 -811 -4,226 -10,131 -10,942 -10,942 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 0.4 86.7 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 18 22 21 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,363
COMMITMENTS
0 1,060 63 15,300 13,985 15,363 15,108 0 255
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -656)
-14 306 -86 -496 -793 -596 -573 -60 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.4 99.6 91.0 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 21 23 22 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 162,833
COMMITMENTS
2,788 0 1,909 158,136 160,924 162,833 162,833 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -7,198)
802 0 -802 -7,198 -6,396 -7,198 -7,198 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: 28)
2 0 2 21 19 23 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,048
COMMITMENTS
78 0 0 16,970 17,048 17,048 17,048 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 693)
0 0 0 693 693 693 693 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 20 15 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,675
COMMITMENTS
0 0 0 6,460 6,600 6,460 6,600 215 75
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.9 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 9 15 9
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,540
COMMITMENTS
0 1,180 0 9,415 8,355 9,415 9,535 125 5
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -155)
0 130 0 -140 -280 -140 -150 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 0.0 98.7 87.6 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 16 21 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 837,821
COMMITMENTS
84,838 24,637 94,576 658,407 718,607 837,821 837,821 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 24,554)
9,162 -2,365 7,672 21,458 31,600 38,291 36,906 -13,737 -12,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.9 11.3 78.6 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 4 22 19 29 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,035
COMMITMENTS
0 450 0 22,720 22,585 22,720 23,035 315 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -160)
0 -75 0 -75 -85 -75 -160 -85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 98.6 98.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 16 22 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,695
COMMITMENTS
0 450 0 19,310 19,180 19,310 19,630 385 65
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -970)
0 -75 0 -885 -880 -885 -955 -85 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 98.0 97.4 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 13 19 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,349
COMMITMENTS
250 75 0 21,099 21,274 21,349 21,349 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,965)
0 -150 0 -1,965 -1,815 -1,965 -1,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.0 98.8 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 22 20 23 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,064
COMMITMENTS
250 0 0 19,814 20,064 20,064 20,064 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,790)
0 0 0 -1,790 -1,790 -1,790 -1,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 16 21 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,995
COMMITMENTS
0 300 0 18,395 18,695 18,395 18,995 600 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,000)
0 -200 0 -965 -800 -965 -1,000 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 96.8 98.4 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 10 16 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,295
COMMITMENTS
0 0 0 16,910 17,175 16,910 17,175 385 120
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 790)
0 0 0 855 830 855 830 -65 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.3 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 13 23 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,295
COMMITMENTS
0 200 0 18,010 17,975 18,010 18,175 285 120
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 463)
-25 0 0 578 503 553 503 -90 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.4 98.3 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 17 24 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,134
COMMITMENTS
1,410 830 50 116,674 117,254 118,134 118,134 0 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,430)
-1,700 -230 0 -3,730 -5,200 -5,430 -5,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.7 0.0 98.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 1 34 34 37 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,333
COMMITMENTS
3,135 1,480 425 121,773 123,341 125,333 125,246 0 87
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,318)
-445 -355 100 -3,958 -4,078 -4,303 -4,333 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 0.3 97.2 98.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 3 4 36 35 42 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 149,882
COMMITMENTS
14,474 14,389 5,239 129,948 130,187 149,661 149,815 221 67
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,819)
-1,340 1,369 135 -2,652 -5,160 -3,857 -3,656 38 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 9.6 3.5 86.7 86.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 13 12 47 42 61 60
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 105,462
COMMITMENTS
1,810 2,285 2,300 101,083 100,787 105,193 105,372 269 90
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,618)
-100 -110 -200 -4,495 -4,398 -4,795 -4,708 177 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.2 2.2 95.8 95.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 3 39 35 45 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,565
COMMITMENTS
370 785 60 22,135 21,660 22,565 22,505 0 60
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,160)
-25 -20 0 -1,135 -1,130 -1,160 -1,150 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.5 0.3 98.1 96.0 100.0 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 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,905
COMMITMENTS
50 0 100 17,735 17,725 17,885 17,825 20 80
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -665)
25 0 -25 -655 -680 -655 -705 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 99.1 99.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,543
COMMITMENTS
334 300 5 29,154 28,973 29,493 29,278 50 265
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -820)
0 0 0 -800 -800 -800 -800 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.7 98.1 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 29 29 31 31
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 12,540
COMMITMENTS
0 0 0 12,540 12,420 12,540 12,420 0 120
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -68)
0 0 0 -68 -68 -68 -68 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 16 17 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,400
COMMITMENTS
2,945 1,795 100 25,195 26,370 28,240 28,265 160 135
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,945)
-483 0 -125 -1,272 -1,820 -1,880 -1,945 -65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.3 0.4 88.7 92.9 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 21 26 25 29
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,100
COMMITMENTS
1,470 0 0 22,466 24,070 23,936 24,070 164 30
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,517)
-435 0 0 -1,054 -1,492 -1,489 -1,492 -28 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 93.2 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 22 22 24 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,251
COMMITMENTS
265 976 71 32,865 32,204 33,201 33,251 50 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 152)
74 -109 -19 102 280 157 152 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.9 0.2 98.8 96.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 30 28 32 32
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,583
COMMITMENTS
0 35 170 22,018 22,258 22,188 22,463 395 120
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -680)
0 -90 30 -695 -740 -665 -800 -15 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.8 97.5 98.6 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 25 27 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,304
COMMITMENTS
0 590 0 19,160 18,404 19,160 18,994 144 310
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -502)
0 -112 0 -482 -190 -482 -302 -20 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 99.3 95.3 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 18 19 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,303
COMMITMENTS
0 300 0 15,189 14,793 15,189 15,093 114 210
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -140 30 -140 30 -20 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 99.3 96.7 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 14 18 15
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,349
COMMITMENTS
1,064 900 10 34,085 34,224 35,159 35,134 190 215
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,900)
-565 0 -10 -1,325 -2,000 -1,900 -2,010 0 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.5 0.0 96.4 96.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 29 24 33 27
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,329
COMMITMENTS
910 0 0 14,299 15,329 15,209 15,329 120 0
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -91)
-25 0 0 -66 -91 -91 -91 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 93.3 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 20 23 20
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,522
COMMITMENTS
1,873 125 0 12,609 14,367 14,482 14,492 40 30
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -616)
-45 75 0 -561 -691 -606 -616 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.9 0.0 86.8 98.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 23 22 24 24
Updated December 11, 2015