CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 27,883
COMMITMENTS
11,284 3,787 1,333 15,222 22,743 27,839 27,863 44 20
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,685)
203 -91 -12 1,495 1,768 1,686 1,665 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 13.6 4.8 54.6 81.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 4 3 9 8 25 15
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,199
COMMITMENTS
4,628 7,294 1,761 21,805 19,144 28,194 28,199 5 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,205)
48 255 400 1,751 1,550 2,200 2,205 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 25.9 6.2 77.3 67.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 6 9 9 19 18
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 39,478
COMMITMENTS
2,450 5,025 4,804 32,224 29,649 39,478 39,478 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 93)
0 50 100 -7 -57 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.7 12.2 81.6 75.1 100.0 100.0 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 45,315
COMMITMENTS
3,525 5,090 2,449 35,691 26,676 41,665 34,215 3,650 11,100
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -14,743)
182 -53 -3,066 -12,409 -12,125 -15,293 -15,243 550 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.2 5.4 78.8 58.9 91.9 75.5 8.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 6 4 11 7 19 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,903,333
COMMITMENTS
404,041 382,359 625,671 2839559 2881718 3869271 3889748 34,062 13,585
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 46,077)
9,964 1,070 -1,388 36,480 42,943 45,056 42,625 1,021 3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.8 16.0 72.7 73.8 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
32 38 55 141 117 203 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,450,216
COMMITMENTS
217,822 175,471 1822554 1409283 1451067 3449659 3449093 557 1,123
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 549,392)
58,560 36,660 338,278 152,768 174,416 549,606 549,353 -213 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.1 52.8 40.8 42.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
25 22 44 52 50 98 95
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,906
COMMITMENTS
12,666 13,340 2,389 188,273 197,504 203,328 213,233 18,578 8,673
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,603)
5,809 3,858 -82 -11,861 -10,013 -6,134 -6,237 531 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.0 1.1 84.8 89.0 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 5 33 23 40 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,059
COMMITMENTS
17 0 1,515 100,737 104,708 102,269 106,223 8,790 4,836
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,828)
-541 -982 -397 6,829 5,244 5,891 3,865 -63 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.4 90.7 94.3 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 25 29 26 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,686
COMMITMENTS
3,520 5,995 4,850 198,052 204,269 206,422 215,114 15,264 6,572
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 11,535)
-3,674 0 1,672 13,108 10,736 11,106 12,408 429 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.7 2.2 89.3 92.1 93.1 97.0 6.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 4 27 30 31 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 615,907
COMMITMENTS
7,801 6,983 5,476 592,087 597,243 605,364 609,702 10,543 6,205
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 14,772)
-253 -452 316 13,421 14,625 13,484 14,489 1,288 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 0.9 96.1 97.0 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 3 49 37 54 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,143
COMMITMENTS
6,819 3,432 7,103 282,984 286,297 296,906 296,832 7,237 7,311
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -8,551)
-91 -173 -237 -5,909 -8,656 -6,237 -9,066 -2,314 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 2.3 93.0 94.1 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 6 33 38 41 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,847
COMMITMENTS
362 1,354 3,916 242,993 234,035 247,271 239,305 4,576 12,542
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 17,291)
-1,932 -1,245 1,607 17,739 16,343 17,414 16,705 -123 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 1.6 96.5 92.9 98.2 95.0 1.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 4 35 40 39 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,891
COMMITMENTS
65 1,578 2,550 89,425 86,500 92,040 90,628 6,851 8,263
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -933)
65 -2,297 1,520 -3,800 -1,316 -2,215 -2,093 1,282 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.6 2.6 90.4 87.5 93.1 91.6 6.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 15 24 17 27
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,223
COMMITMENTS
360 10,967 2,167 100,199 86,497 102,726 99,631 5,497 8,592
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,927)
0 6,953 318 1,905 -6,571 2,223 700 704 2,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.1 2.0 92.6 79.9 94.9 92.1 5.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 6 6 31 27 38 33
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,553
COMMITMENTS
296 3,129 1,452 63,574 54,886 65,322 59,467 9,231 15,086
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,942)
124 740 -335 3,014 918 2,803 1,323 139 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.2 1.9 85.3 73.6 87.6 79.8 12.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 15 20 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 168,824
COMMITMENTS
0 2,782 0 164,043 163,054 164,043 165,836 4,781 2,988
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,693)
0 0 0 2,661 5,429 2,661 5,429 32 -2,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 97.2 96.6 97.2 98.2 2.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 29 21 29 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,745
COMMITMENTS
0 0 0 80,681 86,755 80,681 86,755 8,064 1,990
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,929)
0 0 0 -1,960 -1,929 -1,960 -1,929 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 97.8 90.9 97.8 9.1 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 338,640
COMMITMENTS
3,890 2,896 5,019 322,174 319,558 331,083 327,473 7,557 11,167
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,298)
-1,833 319 573 9,529 3,472 8,269 4,364 -4,971 -1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 1.5 95.1 94.4 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 3 2 47 40 50 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,261
COMMITMENTS
2,419 0 1,510 45,764 51,356 49,693 52,866 10,568 7,395
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,917)
-19 -907 216 2,014 3,912 2,211 3,221 706 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 2.5 75.9 85.2 82.5 87.7 17.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 16 18 18 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,336
COMMITMENTS
0 944 1,351 63,586 61,950 64,937 64,245 3,399 4,091
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,827)
-768 944 772 3,333 2,115 3,337 3,831 -510 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 2.0 93.0 90.7 95.0 94.0 5.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 20 18 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,120
COMMITMENTS
5,060 0 0 56,686 62,164 61,746 62,164 2,374 1,956
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,419)
3,100 0 0 3,783 4,927 6,883 4,927 -1,464 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 88.4 96.9 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 16 16 19 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,651
COMMITMENTS
28,093 14,322 248 75,411 89,089 103,752 103,659 899 992
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 4,834)
3,100 0 0 1,548 4,648 4,648 4,648 186 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 13.7 0.2 72.1 85.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 10 1 34 22 45 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,542
COMMITMENTS
3,007 0 0 67,884 70,407 70,891 70,407 651 1,135
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,425)
124 0 0 3,301 3,363 3,425 3,363 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 94.9 98.4 99.1 98.4 0.9 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,425
COMMITMENTS
0 846 3,407 198,904 195,173 202,311 199,426 6,114 8,999
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 671)
-4,906 846 2,188 3,430 -1,993 712 1,041 -41 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.6 95.4 93.6 97.1 95.7 2.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 2 2 38 34 40 36
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,230
COMMITMENTS
0 1,302 0 16,680 13,010 16,680 14,312 550 2,918
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 31)
0 0 0 31 -31 31 -31 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 96.8 75.5 96.8 83.1 3.2 16.9
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,204
COMMITMENTS
500 10,299 1,937 91,849 77,987 94,286 90,223 6,918 10,981
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 400)
0 -170 -77 874 2,635 797 2,388 -397 -1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.2 1.9 90.8 77.1 93.2 89.1 6.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 20 25 22 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,244
COMMITMENTS
10,206 0 1,373 83,875 100,077 95,454 101,450 8,790 2,794
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,847)
1,122 0 -68 926 1,188 1,980 1,120 -133 727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 1.3 80.5 96.0 91.6 97.3 8.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 2 20 19 25 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,367
COMMITMENTS
3,581 0 0 106,053 110,217 109,634 110,217 4,733 4,150
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,203)
585 0 0 2,711 2,832 3,296 2,832 -93 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 92.7 96.4 95.9 96.4 4.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 19 15 21 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,475
COMMITMENTS
0 810 3 105,070 106,908 105,073 107,721 6,402 3,754
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,401)
0 -145 -511 3,575 2,624 3,064 1,968 337 1,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 94.3 95.9 94.3 96.6 5.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 16 19 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,950
COMMITMENTS
0 7,200 1,700 122,082 120,934 123,782 129,834 17,168 11,116
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -2,973)
0 -15 -210 -2,619 -2,696 -2,829 -2,921 -144 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 1.2 86.6 85.8 87.8 92.1 12.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 2 25 23 27 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,663
COMMITMENTS
0 3,317 0 21,353 17,912 21,353 21,229 310 434
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,348)
0 0 0 3,286 3,162 3,286 3,162 62 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 0.0 98.6 82.7 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 0 13 13 13 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,574
COMMITMENTS
0 496 0 38,735 39,431 38,735 39,927 1,839 647
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 341)
0 0 0 341 984 341 984 0 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.5 97.2 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 13 16 13 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,937
COMMITMENTS
1,846 6,974 1,586 176,131 170,891 179,563 179,451 7,374 7,486
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,647)
1,846 848 976 1,125 2,100 3,947 3,924 -300 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.7 0.8 94.2 91.4 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 6 5 37 35 42 44
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 90,528
COMMITMENTS
0 0 0 81,870 86,544 81,870 86,544 8,658 3,984
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -2,717)
0 0 0 -3,864 -1,867 -3,864 -1,867 1,147 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 95.6 90.4 95.6 9.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,011
COMMITMENTS
0 0 0 65,334 67,935 65,334 67,935 11,677 9,076
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 3,456)
0 0 0 3,489 3,456 3,489 3,456 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.8 88.2 84.8 88.2 15.2 11.8
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,122
COMMITMENTS
0 0 0 65,005 68,541 65,005 68,541 7,117 3,581
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -694)
0 0 0 -691 -291 -691 -291 -3 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 95.0 90.1 95.0 9.9 5.0
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 91,091
COMMITMENTS
3,772 0 0 78,649 84,453 82,421 84,453 8,670 6,638
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,341)
0 0 0 2,039 2,341 2,039 2,341 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 86.3 92.7 90.5 92.7 9.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 11 15 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,592
COMMITMENTS
22,322 12,577 15,818 126,769 136,890 164,909 165,285 683 307
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,626)
-742 771 1,471 4,894 3,481 5,623 5,724 3 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.6 9.6 76.6 82.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 17 23 50 53 77 80
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,311
COMMITMENTS
1,316 613 360 50,635 51,337 52,311 52,311 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 920)
150 136 -84 854 868 920 920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 0.7 96.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 4 27 26 32 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 458,312
COMMITMENTS
4,269 2,244 3,755 450,288 452,313 458,312 458,312 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 9,248)
344 -5,752 1,216 7,688 13,784 9,248 9,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.8 98.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 19 18 22 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,594,273
COMMITMENTS
54,729 54,647 23,928 1515616 1515698 1594273 1594273 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 20,616)
8,544 -2,200 848 11,224 21,968 20,616 20,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.4 1.5 95.1 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 7 5 39 39 45 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,359
COMMITMENTS
2,316 3,551 1,299 67,744 66,509 71,359 71,359 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,862)
-331 583 296 2,897 1,982 2,862 2,862 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.0 1.8 94.9 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 4 20 20 26 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 518,284
COMMITMENTS
0 13,568 3,392 514,892 501,324 518,284 518,284 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -10,760)
0 1,560 -608 -10,152 -11,712 -10,760 -10,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.7 99.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 1 21 19 22 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 424,792
COMMITMENTS
0 1,544 0 424,792 423,248 424,792 424,792 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,488)
0 0 0 -5,488 -5,488 -5,488 -5,488 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,990
COMMITMENTS
446 924 298 39,201 38,558 39,945 39,780 1,045 1,210
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -92)
0 -103 0 -135 -71 -135 -174 43 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.3 0.7 95.6 94.1 97.5 97.0 2.5 3.0
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,072
COMMITMENTS
7 0 98 48,809 48,927 48,914 49,025 158 47
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 295)
0 0 0 295 295 295 295 0 0
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 32 38 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,728
COMMITMENTS
62 0 98 66,337 66,600 66,497 66,698 231 30
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,882)
12 0 98 1,790 1,890 1,900 1,988 -18 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 99.4 99.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 1 36 33 38 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,892
COMMITMENTS
0 0 0 17,762 17,772 17,762 17,772 130 120
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 830)
0 0 0 1,010 840 1,010 840 -180 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 18 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 252,040
COMMITMENTS
392 424 0 251,648 251,616 252,040 252,040 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 12,160)
0 424 0 12,160 11,736 12,160 12,160 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: 33)
1 1 0 25 23 26 24
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,144
COMMITMENTS
1,108 44 0 6,951 7,629 8,059 7,673 85 471
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.5 0.0 85.4 93.7 99.0 94.2 1.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 17 15 18 16
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,465
COMMITMENTS
0 300 0 7,405 7,095 7,405 7,395 60 70
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 99.2 95.0 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 10 14 11
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,331
COMMITMENTS
50 50 0 6,856 7,281 6,906 7,331 425 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 93.5 99.3 94.2 100.0 5.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 14 13 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,650
COMMITMENTS
0 500 0 19,645 19,015 19,645 19,515 5 135
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,215)
0 0 0 1,210 1,200 1,210 1,200 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 96.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 22 19 22 21
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,612
COMMITMENTS
0 75 0 21,432 21,457 21,432 21,532 180 80
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -233)
0 -200 0 -233 -33 -233 -233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.2 99.3 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 26 26 26 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,131
COMMITMENTS
170 82 66 18,529 18,280 18,765 18,428 366 703
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 760)
0 0 0 587 927 587 927 173 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.3 96.9 95.6 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 25 28 28 30
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,266
COMMITMENTS
407 5,399 68 61,551 56,579 62,026 62,046 240 220
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 419)
82 -159 10 327 548 419 399 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.7 0.1 98.9 90.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 2 33 29 38 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,921
COMMITMENTS
100 12,098 947 71,868 59,836 72,915 72,881 6 40
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,635)
0 169 -14 1,674 1,550 1,660 1,705 -25 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.6 1.3 98.6 82.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 10 4 35 37 40 47
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,695
COMMITMENTS
910 0 0 46,775 47,695 47,685 47,695 10 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 975 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 30 16 31 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,580
COMMITMENTS
765 0 0 51,755 52,580 52,520 52,580 60 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,520)
0 0 0 1,520 1,520 1,520 1,520 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 343,750
COMMITMENTS
31,506 26,528 2,007 310,237 315,215 343,750 343,750 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,057)
-1,584 0 0 3,641 2,057 2,057 2,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 7.7 0.6 90.3 91.7 100.0 100.0 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,990
COMMITMENTS
5,300 2,477 417 20,105 22,540 25,822 25,435 167 555
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -612)
256 -46 -21 -806 -504 -571 -570 -42 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 9.5 1.6 77.4 86.7 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 5 25 31 31 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,127
COMMITMENTS
155 3,183 1,232 30,740 27,712 32,127 32,127 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,276)
0 52 -25 1,301 1,249 1,276 1,276 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.9 3.8 95.7 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 2 14 13 17 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 19 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 27,900
COMMITMENTS
719 217 0 27,159 27,258 27,878 27,475 22 425
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -82)
-21 0 0 -61 -82 -82 -82 0 0
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 12/15/15 |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,868
COMMITMENTS
2,427 0 176 13,200 14,952 15,803 15,128 65 740
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 621)
220 0 0 401 601 621 601 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 1.1 83.2 94.2 99.6 95.3 0.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 21 21 25 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 190,720
COMMITMENTS
18,971 0 1,586 170,163 189,134 190,720 190,720 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 6,281)
-4,704 0 793 10,192 5,488 6,281 6,281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.8 89.2 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 19 23 22 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,811
COMMITMENTS
0 1,100 63 14,748 13,373 14,811 14,536 0 275
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -552)
0 40 0 -552 -612 -552 -572 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.4 99.6 90.3 100.0 98.1 0.0 1.9
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 165,689
COMMITMENTS
2,884 96 2,661 160,144 162,932 165,689 165,689 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,856)
96 96 752 2,008 2,008 2,856 2,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 1.6 96.7 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 21 19 23 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,190
COMMITMENTS
0 300 0 7,950 7,820 7,950 8,120 240 70
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 97.1 95.5 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 13 13 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,683
COMMITMENTS
78 0 0 17,605 17,683 17,683 17,683 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 635 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,775
COMMITMENTS
0 0 0 6,560 6,700 6,560 6,700 215 75
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
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: 21)
0 0 0 16 9 16 9
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 869,924
COMMITMENTS
89,279 27,903 102,367 678,277 739,653 869,924 869,924 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 32,103)
4,442 3,266 7,791 19,870 21,046 32,103 32,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.2 11.8 78.0 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 3 21 19 28 22
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,825
COMMITMENTS
0 0 0 21,455 21,575 21,455 21,575 370 250
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.9 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 11 16 11
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,025
COMMITMENTS
0 450 0 22,710 22,575 22,710 23,025 315 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 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 17 22 18
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,449
COMMITMENTS
250 75 0 21,199 21,374 21,449 21,449 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.0 98.8 99.7 100.0 100.0 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,114
COMMITMENTS
250 0 0 19,864 20,114 20,114 20,114 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,920
COMMITMENTS
0 300 0 19,320 19,620 19,320 19,920 600 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 97.0 98.5 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 11 16 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,815
COMMITMENTS
0 50 0 17,430 17,645 17,430 17,695 385 120
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 520)
0 50 0 520 470 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 97.8 99.0 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 23 13 23 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,780
COMMITMENTS
0 250 0 18,495 18,410 18,495 18,660 285 120
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 485)
0 50 0 485 435 485 485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.5 98.0 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 24 18 24 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,489
COMMITMENTS
1,510 780 50 117,929 118,659 119,489 119,489 0 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,355)
100 -50 0 1,255 1,405 1,355 1,355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 0.0 98.7 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 1 34 33 37 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,589
COMMITMENTS
3,085 1,655 350 123,154 124,497 126,589 126,502 0 87
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,256)
-50 175 -75 1,381 1,156 1,256 1,256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 0.3 97.3 98.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 3 36 35 42 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,335
COMMITMENTS
12,029 14,594 6,734 133,359 130,944 152,122 152,272 213 63
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,453)
-2,445 205 1,495 3,411 756 2,461 2,457 -8 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.6 4.4 87.5 86.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 13 12 46 42 61 60
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,822
COMMITMENTS
1,710 2,345 2,350 102,493 102,037 106,553 106,732 269 90
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,360)
-100 60 50 1,410 1,250 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.2 2.2 95.9 95.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 39 35 45 40
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,600
COMMITMENTS
370 760 60 22,170 21,720 22,600 22,540 0 60
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 35)
0 -25 0 35 60 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.4 0.3 98.1 96.1 100.0 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,930
COMMITMENTS
0 50 150 17,760 17,650 17,910 17,850 20 80
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 25)
-50 50 50 25 -75 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.8 99.1 98.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 23 11 24 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,063
COMMITMENTS
334 300 5 29,654 29,493 29,993 29,798 70 265
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 520)
0 0 0 500 520 500 520 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.6 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 13,245
COMMITMENTS
0 0 0 13,245 13,125 13,245 13,125 0 120
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 705)
0 0 0 705 705 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 17 18 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,400
COMMITMENTS
2,645 1,795 100 25,465 26,440 28,210 28,335 190 65
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 0)
-300 0 0 270 70 -30 70 30 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.3 0.4 89.7 93.1 99.3 99.8 0.7 0.2
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,080
COMMITMENTS
990 0 80 22,966 23,970 24,036 24,050 44 30
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -20)
-480 0 80 500 -100 100 -20 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.3 95.4 99.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 23 23 25 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,680
COMMITMENTS
270 1,051 95 33,265 32,534 33,630 33,680 50 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 429)
5 75 24 400 330 429 429 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 0.3 98.8 96.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 30 29 32 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,891
COMMITMENTS
25 35 170 22,286 22,556 22,481 22,761 410 130
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 308)
25 0 0 268 298 293 298 15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.7 97.4 98.5 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 27 25 29 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,450
COMMITMENTS
0 590 0 19,320 18,524 19,320 19,114 130 336
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 146)
0 0 0 160 120 160 120 -14 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 99.3 95.2 99.3 98.3 0.7 1.7
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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,423
COMMITMENTS
0 300 0 15,309 14,909 15,309 15,209 114 214
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 116 120 116 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,549
COMMITMENTS
1,089 900 10 34,240 34,424 35,339 35,334 210 215
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 200)
25 0 0 155 200 180 200 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.5 0.0 96.3 96.8 99.4 99.4 0.6 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,869
COMMITMENTS
910 0 0 14,839 15,869 15,749 15,869 120 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 540 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 93.5 100.0 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 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,567
COMMITMENTS
1,873 125 0 12,564 14,442 14,437 14,567 130 0
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 45)
0 0 0 -45 75 -45 75 90 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.9 0.0 86.2 99.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 23 22 24 24
Updated December 18, 2015