CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 17,048
COMMITMENTS
3,725 5,158 1,163 12,131 10,727 17,019 17,048 29 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 361)
575 200 0 -215 161 360 361 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 30.3 6.8 71.2 62.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 5 2 7 7 19 13
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,307
COMMITMENTS
9,647 7,236 3,231 16,409 18,840 29,287 29,307 20 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 3,494)
477 1,201 1,963 1,044 330 3,484 3,494 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 24.7 11.0 56.0 64.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 6 10 9 21 18
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,824
COMMITMENTS
4,525 5,704 675 19,624 18,445 24,824 24,824 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 75)
50 0 25 0 50 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 23.0 2.7 79.1 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 4 6 7 14 15
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,907
COMMITMENTS
2,438 2,104 6,875 20,593 20,928 29,907 29,907 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,764)
-828 135 1,035 2,695 1,731 2,902 2,902 -137 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 7.0 23.0 68.9 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 5 13 12 21 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,114,978
COMMITMENTS
558,423 258,818 674,262 2849748 3167844 4082433 4100924 32,545 14,054
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 55,898)
-4,272 41,771 -22,421 82,001 36,102 55,308 55,452 590 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.3 16.4 69.3 77.0 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
31 37 52 138 120 198 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,377,162
COMMITMENTS
108,608 62,195 1186388 1081650 1127437 2376646 2376020 515 1,142
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 166,796)
6,931 -15,381 113,995 45,719 68,144 166,646 166,759 150 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.6 49.9 45.5 47.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
22 23 43 55 52 99 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,444
COMMITMENTS
19,106 17,190 8,137 227,868 240,022 255,111 265,349 17,333 7,095
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,214)
1,109 2,270 -685 518 2,028 942 3,613 272 -2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.3 3.0 83.6 88.1 93.6 97.4 6.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 7 10 37 28 48 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,405
COMMITMENTS
2,399 2,770 4,443 103,329 108,072 110,171 115,285 8,234 3,120
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -649)
138 -299 473 -3,774 -1,720 -3,163 -1,546 2,514 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.3 3.8 87.3 91.3 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 5 26 31 31 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,224
COMMITMENTS
0 10,622 8,577 214,686 205,301 223,263 224,500 15,961 14,724
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 5,792)
-156 2,196 -129 6,206 3,176 5,921 5,243 -129 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 3.6 89.7 85.8 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 4 27 27 31 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 659,863
COMMITMENTS
4,263 9,013 12,691 632,676 633,460 649,630 655,164 10,233 4,699
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 12,887)
3,407 252 490 8,730 13,185 12,627 13,927 260 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 1.9 95.9 96.0 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 5 7 52 38 59 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,438
COMMITMENTS
8,344 1,989 5,444 279,941 285,149 293,729 292,582 7,709 8,856
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 5,296)
123 -113 -501 5,393 5,060 5,015 4,446 281 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 1.8 92.9 94.6 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 4 31 39 37 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,735
COMMITMENTS
8,268 2,757 3,136 267,926 272,240 279,330 278,133 4,405 5,602
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 14,924)
1,976 -1,290 380 11,637 22,580 13,993 21,670 931 -6,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 1.1 94.4 95.9 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 3 40 44 44 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,585
COMMITMENTS
1,366 1,737 2,543 111,487 108,076 115,396 112,356 6,189 9,229
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 12,063)
-43 637 -87 11,860 9,468 11,730 10,018 333 2,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.4 2.1 91.7 88.9 94.9 92.4 5.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 21 25 24 27
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,705
COMMITMENTS
0 8,552 3,081 103,509 93,110 106,590 104,743 7,115 8,962
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,965)
-361 -1,684 461 2,167 3,486 2,267 2,263 -302 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 2.7 91.0 81.9 93.7 92.1 6.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 4 29 26 33 31
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,258
COMMITMENTS
276 754 1,678 95,286 91,723 97,240 94,155 9,018 12,103
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -717)
0 -981 154 -635 110 -481 -717 -236 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 1.6 89.7 86.3 91.5 88.6 8.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 21 18 23 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 168,714
COMMITMENTS
0 1,926 0 158,807 160,156 158,807 162,082 9,907 6,632
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 9,220)
0 0 0 5,205 7,724 5,205 7,724 4,015 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 94.1 94.9 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
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 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,948
COMMITMENTS
0 0 0 80,016 85,809 80,016 85,809 7,932 2,139
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,649)
0 0 0 1,498 1,435 1,498 1,435 151 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 97.6 91.0 97.6 9.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 17 18 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 319,442
COMMITMENTS
2,844 5,184 1,943 305,785 304,074 310,572 311,201 8,870 8,241
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 5,194)
-205 -573 -470 4,948 6,348 4,273 5,305 921 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.6 0.6 95.7 95.2 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 2 46 40 49 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,605
COMMITMENTS
0 2,737 2,666 66,411 65,735 69,077 71,138 9,528 7,467
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 8,125)
0 7 715 7,294 9,246 8,009 9,968 116 -1,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 3.4 84.5 83.6 87.9 90.5 12.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 21 16 23 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,757
COMMITMENTS
2,817 2,742 1,307 68,820 69,189 72,944 73,238 3,813 3,519
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,855)
983 1,820 250 507 -206 1,740 1,864 115 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.6 1.7 89.7 90.1 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 18 19 20 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,448
COMMITMENTS
2,727 0 0 58,445 64,089 61,172 64,089 3,276 359
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 3,190)
1,015 0 0 1,914 4,443 2,929 4,443 261 -1,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 90.7 99.4 94.9 99.4 5.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 15 18 17 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,684
COMMITMENTS
20,149 7,626 0 79,916 93,593 100,065 101,219 1,619 465
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 5,058)
1,015 0 0 3,782 5,058 4,797 5,058 261 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.5 0.0 78.6 92.0 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 5 0 26 27 32 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,474
COMMITMENTS
248 465 0 61,544 61,277 61,792 61,742 682 732
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,277)
0 0 0 2,277 2,583 2,277 2,583 0 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.0 98.5 98.1 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 15 22 16 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,862
COMMITMENTS
609 1,535 1,379 203,218 199,488 205,206 202,402 3,656 6,460
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,083)
-319 1,463 -363 5,658 3,806 4,976 4,906 -893 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.7 97.3 95.5 98.2 96.9 1.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 1 41 37 43 39
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,326
COMMITMENTS
0 1,171 2,084 35,841 39,325 37,925 42,580 12,401 7,746
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,277)
0 -223 484 2,477 1,353 2,961 1,614 -1,684 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 4.1 71.2 78.1 75.4 84.6 24.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 13 16 15 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,235
COMMITMENTS
536 14,928 912 96,234 78,878 97,682 94,718 6,553 9,517
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 939)
536 494 -205 798 1,345 1,129 1,634 -190 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 14.3 0.9 92.3 75.7 93.7 90.9 6.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 2 19 25 21 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,719
COMMITMENTS
15,160 0 713 86,183 105,377 102,056 106,090 6,663 2,629
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,432)
344 0 -34 3,106 4,292 3,416 4,258 1,016 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.7 79.3 96.9 93.9 97.6 6.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 0 1 20 19 26 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,010
COMMITMENTS
3,500 0 0 99,641 105,148 103,141 105,148 5,869 3,862
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -1,395)
272 0 0 -1,028 -211 -756 -211 -639 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 91.4 96.5 94.6 96.5 5.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 18 16 20 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,366
COMMITMENTS
1,734 0 756 105,553 110,196 108,043 110,952 6,323 3,414
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -354)
1,734 -471 720 -1,779 -607 675 -358 -1,029 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.7 92.3 96.4 94.5 97.0 5.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 16 18 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,417
COMMITMENTS
0 6,783 2,554 110,790 108,757 113,344 118,094 17,073 12,323
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -1,800)
0 -366 439 -1,051 -2,221 -612 -2,148 -1,188 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 2.0 85.0 83.4 86.9 90.6 13.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 2 26 25 28 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,976
COMMITMENTS
0 0 0 25,147 25,670 25,147 25,670 829 306
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,496)
0 0 0 4,380 4,496 4,380 4,496 116 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.8 96.8 98.8 3.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 12 14 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,923
COMMITMENTS
0 635 0 38,912 39,327 38,912 39,962 2,011 961
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -87)
0 325 0 -268 -319 -268 6 181 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 95.1 96.1 95.1 97.7 4.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 15 13 15 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,944
COMMITMENTS
2,190 8,017 492 183,982 177,648 186,664 186,157 6,280 6,787
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 363)
-167 350 -544 1,655 929 944 735 -581 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.2 0.3 95.4 92.1 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 5 2 39 34 41 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 92,082
COMMITMENTS
0 0 0 82,334 86,197 82,334 86,197 9,748 5,885
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -545)
0 0 0 -299 -667 -299 -667 -246 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 93.6 89.4 93.6 10.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 18 20 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,318
COMMITMENTS
0 0 0 71,799 72,028 71,799 72,028 8,519 8,290
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,366)
0 0 0 4,635 2,552 4,635 2,552 -2,269 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 89.7 89.4 89.7 10.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 16 17 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,058
COMMITMENTS
457 0 232 71,670 75,913 72,359 76,145 6,699 2,913
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,447)
261 0 0 1,634 2,205 1,895 2,205 552 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 90.7 96.0 91.5 96.3 8.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 18 24 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 89,368
COMMITMENTS
3,412 0 0 80,625 86,730 84,037 86,730 5,331 2,638
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,076)
0 0 0 925 2,993 925 2,993 151 -1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 90.2 97.0 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 12 16 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,850
COMMITMENTS
22,109 12,109 15,652 124,388 134,489 162,149 162,249 701 600
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,874)
808 1,562 959 3,199 2,464 4,965 4,986 -91 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.4 9.6 76.4 82.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 16 23 49 52 76 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,480
COMMITMENTS
837 36 570 50,047 50,848 51,455 51,455 25 25
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,570)
21 -228 100 1,449 1,698 1,570 1,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 1.1 97.2 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 4 30 27 35 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 432,060
COMMITMENTS
5,271 179 3,312 422,789 427,881 431,372 431,372 688 688
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 6,224)
191 -2,584 120 5,913 8,688 6,224 6,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.8 97.9 99.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 20 20 23 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,534,603
COMMITMENTS
63,458 62,503 22,264 1448881 1449836 1534603 1534603 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 5,699)
-735 -1,935 360 6,074 7,274 5,699 5,699 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.1 1.5 94.4 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 6 3 36 41 41 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,465
COMMITMENTS
3,842 5,259 1,320 63,278 61,861 68,440 68,440 25 25
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,292)
86 237 250 2,025 1,890 2,361 2,377 -69 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.7 1.9 92.4 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 6 4 22 22 29 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 488,541
COMMITMENTS
0 11,494 7,090 481,451 469,957 488,541 488,541 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,104)
0 0 0 4,104 4,104 4,104 4,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.5 98.5 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 19 18 20 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 439,257
COMMITMENTS
784 6,240 0 438,473 433,017 439,257 439,257 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 9,221)
360 4,696 0 8,861 4,525 9,221 9,221 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.4 0.0 99.8 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 0 29 28 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,581
COMMITMENTS
316 65 528 37,460 37,635 38,304 38,228 1,277 1,353
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 298)
21 -254 254 44 256 319 256 -21 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 1.3 94.6 95.1 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 21 31 23
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,966
COMMITMENTS
1,035 6 92 47,384 48,827 48,511 48,925 455 41
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 440)
40 0 0 400 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.2 96.8 99.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 34 30 36 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,444
COMMITMENTS
1,345 6 92 64,485 66,321 65,922 66,419 522 25
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 640)
90 0 0 550 640 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.1 97.1 99.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 32 30 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,055
COMMITMENTS
0 0 0 17,935 17,935 17,935 17,935 120 120
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 950)
0 0 0 950 950 950 950 0 0
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: 23)
0 0 0 17 12 17 12
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 281,144
COMMITMENTS
0 424 0 281,144 280,720 281,144 281,144 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 7,872)
0 0 0 7,872 7,872 7,872 7,872 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: 31)
0 1 0 26 17 26 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,851
COMMITMENTS
1,020 0 0 6,721 7,766 7,741 7,766 110 85
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -63)
0 0 0 -63 -63 -63 -63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 85.6 98.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 17 16 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,720
COMMITMENTS
0 350 0 20,720 20,235 20,720 20,585 0 135
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 97.7 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 15 21 17
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,335
COMMITMENTS
0 75 0 21,155 21,200 21,155 21,275 180 60
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.2 99.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 24 19 24 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,060
COMMITMENTS
163 126 0 18,579 18,103 18,742 18,229 318 831
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 193)
0 0 0 193 213 193 213 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.0 97.5 95.0 98.3 95.6 1.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 26 23 27 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,682
COMMITMENTS
300 4,612 338 58,746 54,496 59,384 59,446 298 236
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,205)
0 -727 308 873 1,640 1,181 1,221 24 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.7 0.6 98.4 91.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 1 31 30 34 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,089
COMMITMENTS
64 11,862 916 72,109 60,146 73,089 72,924 0 165
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,204)
64 -249 166 974 1,264 1,204 1,181 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.2 1.3 98.7 82.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 10 5 34 35 39 46
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,520
COMMITMENTS
1,385 0 310 45,705 47,210 47,400 47,520 120 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,755)
100 0 0 1,655 1,755 1,755 1,755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.7 96.2 99.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 13 26 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,700
COMMITMENTS
2,375 0 165 49,910 52,535 52,450 52,700 250 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 630)
100 0 0 530 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.3 94.7 99.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 14 27 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 379,517
COMMITMENTS
26,059 24,543 8,289 345,169 346,685 379,517 379,517 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 27,928)
-3,040 0 2,280 28,688 25,648 27,928 27,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.5 2.2 90.9 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 28 30 31 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,177
COMMITMENTS
5,333 2,248 430 21,311 24,411 27,074 27,090 103 87
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,231)
274 -33 -77 1,034 1,319 1,231 1,210 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 8.3 1.6 78.4 89.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 6 26 32 32 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,036
COMMITMENTS
210 3,883 1,282 32,544 28,871 34,036 34,036 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,311)
81 312 0 1,230 999 1,311 1,311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.4 3.8 95.6 84.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 3 15 14 21 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 340,800
COMMITMENTS
0 759 0 340,800 340,041 340,800 340,800 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 15,551)
0 759 0 15,551 14,792 15,551 15,551 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: 26)
0 1 0 19 16 19 17
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,568
COMMITMENTS
739 0 0 27,574 28,018 28,313 28,018 255 550
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 364)
0 0 0 721 405 721 405 -357 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.5 98.1 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 16 17 19 17
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 138,426
COMMITMENTS
0 6,272 0 138,426 132,154 138,426 138,426 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 18,720)
0 0 0 18,720 18,720 18,720 18,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 100.0 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 11 10 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,185
COMMITMENTS
1,925 0 260 11,768 13,485 13,953 13,745 232 440
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -568)
-42 0 21 -693 -651 -714 -630 146 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 1.8 83.0 95.1 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 2 19 20 23 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 176,231
COMMITMENTS
12,902 0 1,586 161,743 174,645 176,231 176,231 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 423)
-2,199 0 0 2,622 423 423 423 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.9 91.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,335
COMMITMENTS
172 1,242 63 15,034 13,672 15,269 14,977 66 358
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,123)
-86 147 0 1,143 956 1,057 1,103 66 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.1 0.4 98.0 89.2 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 21 21 23 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 181,466
COMMITMENTS
3,172 0 2,757 175,537 178,709 181,466 181,466 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 18,720)
0 0 0 18,720 18,720 18,720 18,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.5 96.7 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 17 22 19
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,515
COMMITMENTS
0 700 0 9,275 8,755 9,275 9,455 240 60
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 700)
0 -200 0 700 900 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.0 97.5 92.0 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 12 14 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,709
COMMITMENTS
25 0 0 18,684 18,709 18,709 18,709 0 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 538)
0 0 0 538 538 538 538 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 19 14 19
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,750
COMMITMENTS
0 1,480 0 12,630 11,270 12,630 12,750 120 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,355)
0 0 0 1,355 1,355 1,355 1,355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 99.1 88.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 16 22 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 451,328
COMMITMENTS
35,588 21,874 75,222 339,189 354,233 450,000 451,328 1,329 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 10,515)
24,432 -3,518 -8,764 -2,513 23,431 13,155 11,149 -2,640 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 4.8 16.7 75.2 78.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 17 13 22 17
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,125
COMMITMENTS
0 375 0 21,825 21,675 21,825 22,050 300 75
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -90 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.6 98.0 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 14 20 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,860
COMMITMENTS
0 375 0 18,340 18,435 18,340 18,810 520 50
CHANGES FROM 01/12/16 (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 2.0 0.0 97.2 97.7 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 13 17 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,149
COMMITMENTS
700 0 0 19,329 20,149 20,029 20,149 120 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 95.9 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 18 16 20 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,709
COMMITMENTS
250 0 0 18,130 18,699 18,380 18,699 329 10
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.9 99.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 14 18 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,240
COMMITMENTS
0 100 0 21,485 22,140 21,485 22,240 755 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 835)
0 0 0 835 835 835 835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.6 99.6 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 13 17 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,955
COMMITMENTS
0 50 0 18,285 18,785 18,285 18,835 670 120
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,650)
0 0 0 2,650 2,650 2,650 2,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.5 99.1 96.5 99.4 3.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,602
COMMITMENTS
0 50 200 18,972 19,232 19,172 19,482 430 120
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,982)
0 0 0 1,982 1,982 1,982 1,982 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 96.8 98.1 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 14 21 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,720
COMMITMENTS
3,045 645 0 111,555 114,025 114,600 114,670 120 50
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 258)
0 95 0 258 163 258 258 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.0 97.2 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 0 33 34 37 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,008
COMMITMENTS
4,198 2,330 202 124,568 126,328 128,968 128,860 40 148
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,478)
75 547 25 2,378 1,903 2,478 2,475 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.8 0.2 96.6 97.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 2 37 34 43 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 148,868
COMMITMENTS
5,654 13,632 8,769 134,189 126,436 148,613 148,838 255 30
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 246)
-360 165 688 -68 -537 261 317 -15 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.2 5.9 90.1 84.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 14 10 46 43 60 60
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,428
COMMITMENTS
1,605 1,875 2,400 103,277 103,153 107,282 107,428 146 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,395)
95 -200 200 1,210 1,475 1,505 1,475 -110 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.7 2.2 96.1 96.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 2 41 35 47 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,520
COMMITMENTS
195 815 45 22,205 21,610 22,445 22,470 75 50
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,320)
100 200 -15 1,235 1,135 1,320 1,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 0.2 98.6 96.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 24 14 25 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,190
COMMITMENTS
0 175 25 18,155 17,940 18,180 18,140 10 50
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,160)
0 0 0 1,160 1,160 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 99.8 98.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 21 11 22 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,624
COMMITMENTS
239 500 0 29,340 29,079 29,579 29,579 45 45
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 481)
-100 500 0 581 -19 481 481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.0 99.0 98.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 28 28 29 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,400
COMMITMENTS
0 0 0 14,220 14,400 14,220 14,400 180 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 100.0 98.8 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 16 18 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,127
COMMITMENTS
2,644 1,915 50 24,182 24,822 26,876 26,787 251 340
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -25)
-26 15 0 -5 -40 -31 -25 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.1 0.2 89.1 91.5 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 1 20 24 26 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,426
COMMITMENTS
495 185 40 21,770 21,966 22,305 22,191 121 235
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -355)
0 25 0 -355 -385 -355 -360 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.8 0.2 97.1 97.9 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 20 22 21
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,422
COMMITMENTS
614 801 216 33,547 33,390 34,377 34,407 45 15
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 215)
149 15 11 57 189 217 215 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.3 0.6 97.5 97.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 5 30 29 35 35
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,900
COMMITMENTS
510 120 0 21,930 22,740 22,440 22,860 460 40
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 0.0 95.8 99.3 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 25 20 26 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,137
COMMITMENTS
0 1,225 0 21,096 19,892 21,096 21,117 41 20
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 20)
0 170 0 20 -150 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 99.8 94.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 19 19 19 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,161
COMMITMENTS
0 575 0 15,075 14,390 15,075 14,965 86 196
CHANGES FROM 01/12/16 (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 3.8 0.0 99.4 94.9 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 14 16 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,051
COMMITMENTS
499 0 0 35,367 35,666 35,866 35,666 185 385
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 245)
0 -600 0 245 665 245 65 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.1 98.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 28 26 31 26
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,275
COMMITMENTS
890 0 6 14,259 15,269 15,155 15,275 120 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 55)
80 0 -15 -10 70 55 55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 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 1 22 16 23 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,934
COMMITMENTS
1,508 100 0 12,756 14,834 14,264 14,934 670 0
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 495)
80 0 0 430 495 510 495 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.7 0.0 85.4 99.3 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 16 24 17
Updated January 22, 2016