CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 9,790
COMMITMENTS
3,998 1,442 349 5,427 7,999 9,774 9,790 16 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 154)
150 -150 -2 -1 306 147 154 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 14.7 3.6 55.4 81.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 4 8 4 18 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,063
COMMITMENTS
11,525 5,655 9,075 19,443 25,333 40,043 40,063 20 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 774)
166 4 -112 866 882 919 774 -145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 14.1 22.7 48.5 63.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 4 7 11 9 24 18
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,975
COMMITMENTS
10,700 18,045 1,150 10,125 2,430 21,975 21,625 0 350
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 82.1 5.2 46.1 11.1 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 4 6 2 14 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,235
COMMITMENTS
1,525 9,700 995 8,715 500 11,235 11,195 0 40
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,445)
100 1,445 0 1,345 0 1,445 1,445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 86.3 8.9 77.6 4.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 12 4 6 2 12 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,222
COMMITMENTS
4,218 5,164 4,378 21,107 20,237 29,703 29,779 518 442
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -15)
28 -2 -18 -24 7 -13 -13 -2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 17.1 14.5 69.8 67.0 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 7 6 7 16 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 40,297
COMMITMENTS
4,960 1,152 9,617 25,720 29,528 40,297 40,297 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,885)
2,148 -447 591 197 2,791 2,935 2,935 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.9 23.9 63.8 73.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 2 8 14 12 24 21
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 5,890
COMMITMENTS
2,925 3,170 420 2,525 2,300 5,870 5,890 20 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 53.8 7.1 42.9 39.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 1 5 5 13 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 10,695
COMMITMENTS
2,495 7,970 600 7,600 2,125 10,695 10,695 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,470)
920 920 0 550 550 1,470 1,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 74.5 5.6 71.1 19.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 6 2 6 2 17 9
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,165,954
COMMITMENTS
613,878 209,019 672,272 2840039 3272604 4126189 4153895 39,765 12,059
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 115,033)
15,914 -17,825 45,964 50,250 85,945 112,128 114,084 2,905 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 5.0 16.1 68.2 78.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
36 37 57 138 121 207 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,181,333
COMMITMENTS
92,718 57,129 1081912 1005909 1041099 2180539 2180141 794 1,192
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 78,241)
-10,683 -2,531 60,385 27,871 20,243 77,573 78,098 668 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.6 49.6 46.1 47.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
26 21 41 53 52 96 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,495
COMMITMENTS
18,191 11,320 15,238 221,443 238,976 254,872 265,534 20,623 9,961
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -19,350)
-1,369 -3,845 4,388 -23,424 -22,128 -20,405 -21,585 1,055 2,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.1 5.5 80.4 86.7 92.5 96.4 7.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 6 11 38 31 50 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,855
COMMITMENTS
1,747 6,473 3,379 127,983 128,615 133,109 138,467 9,746 4,388
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 5,718)
-2,618 3,612 509 8,050 350 5,941 4,471 -223 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.5 2.4 89.6 90.0 93.2 96.9 6.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 28 32 32 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,009
COMMITMENTS
2,059 7,486 8,404 213,628 209,171 224,091 225,061 11,918 10,948
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -12,628)
-216 -1,030 -831 -11,900 -11,812 -12,947 -13,673 319 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.2 3.6 90.5 88.6 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 4 34 33 38 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 654,624
COMMITMENTS
759 15,125 15,992 625,775 616,787 642,526 647,904 12,098 6,720
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 12,073)
759 499 243 7,196 9,465 8,198 10,207 3,875 1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.3 2.4 95.6 94.2 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 6 6 47 40 53 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 302,337
COMMITMENTS
10,834 2,402 3,153 280,163 289,704 294,150 295,259 8,187 7,078
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -12,309)
536 20 -2,599 -10,894 -9,513 -12,957 -12,092 648 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.8 1.0 92.7 95.8 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 4 31 35 36 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,023
COMMITMENTS
11,316 2,646 2,712 264,561 274,589 278,589 279,947 6,434 5,076
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -13,556)
3,214 871 -405 -16,340 -13,395 -13,531 -12,929 -25 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.9 1.0 92.8 96.3 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 4 39 44 44 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,159
COMMITMENTS
2,194 1,356 1,942 104,078 102,525 108,214 105,823 5,945 8,336
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,599)
296 1,344 -861 -3,705 -4,648 -4,270 -4,165 -329 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.2 1.7 91.2 89.8 94.8 92.7 5.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 22 23 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,917
COMMITMENTS
3,544 6,858 1,922 103,864 98,298 109,330 107,078 6,587 8,839
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -6,353)
2,175 -1,211 -1,106 -6,151 -3,525 -5,082 -5,842 -1,271 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.9 1.7 89.6 84.8 94.3 92.4 5.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 30 25 33 31
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,781
COMMITMENTS
654 2,079 1,491 92,202 88,865 94,347 92,435 10,434 12,346
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -6,023)
231 -786 -8 -5,629 -5,046 -5,406 -5,840 -617 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 1.4 88.0 84.8 90.0 88.2 10.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 17 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,204
COMMITMENTS
0 0 0 159,887 158,869 159,887 158,869 7,317 8,335
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -3,715)
0 -1,926 0 -2,790 -2,786 -2,790 -4,712 -925 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 95.0 95.6 95.0 4.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 29 21 29 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,435
COMMITMENTS
0 0 0 73,704 80,987 73,704 80,987 9,731 2,448
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -5,320)
0 0 0 -6,557 -5,513 -6,557 -5,513 1,237 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 97.1 88.3 97.1 11.7 2.9
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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 311,144
COMMITMENTS
2,130 4,242 2,852 296,599 295,859 301,581 302,953 9,563 8,191
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -21,204)
-1,316 -1,424 650 -21,285 -21,904 -21,951 -22,678 747 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 0.9 95.3 95.1 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 1 44 36 46 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,404
COMMITMENTS
0 6,391 1,409 74,485 70,781 75,894 78,581 9,510 6,823
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,137)
0 167 -724 -2,805 -3,663 -3,529 -4,220 -608 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 1.6 87.2 82.9 88.9 92.0 11.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 22 23 24 26
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,171
COMMITMENTS
862 4,835 1,274 67,723 66,391 69,859 72,500 6,312 3,671
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -3,575)
133 85 -251 -4,710 -3,523 -4,828 -3,689 1,253 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.3 1.7 88.9 87.2 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 18 18 21
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,433
COMMITMENTS
4,812 0 0 55,781 62,195 60,593 62,195 1,840 238
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -22,545)
2,955 -578 -377 -23,670 -19,785 -21,092 -20,740 -1,453 -1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 89.3 99.6 97.1 99.6 2.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 15 17 17 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,906
COMMITMENTS
6,784 1,506 377 70,520 75,919 77,681 77,802 1,225 1,104
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -42,707)
-2,453 -6,578 -348 -28,193 -35,226 -30,994 -42,152 -11,713 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.9 0.5 89.4 96.2 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 1 30 23 34 26
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,584
COMMITMENTS
348 0 0 52,768 52,586 53,116 52,586 468 998
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -14,888)
-248 -552 0 -14,260 -14,167 -14,508 -14,719 -380 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.5 98.1 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 14 18 15 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,483
COMMITMENTS
0 793 893 202,126 197,573 203,019 199,259 4,464 8,224
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -12,652)
0 -342 -163 -11,714 -12,231 -11,877 -12,736 -775 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 97.4 95.2 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 38 35 39 36
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,776
COMMITMENTS
0 2,370 1,837 35,760 39,342 37,597 43,549 12,179 6,227
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -2,962)
0 -1,549 531 -3,519 -3,035 -2,988 -4,053 26 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 3.7 71.8 79.0 75.5 87.5 24.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 12 16 14 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,332
COMMITMENTS
0 15,206 841 102,663 85,487 103,504 101,534 8,828 10,798
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -6,351)
0 810 -501 -6,593 -5,392 -7,094 -5,083 743 -1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 0.7 91.4 76.1 92.1 90.4 7.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 20 24 21 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,613
COMMITMENTS
15,799 0 540 85,229 103,170 101,568 103,710 6,045 3,903
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -5,706)
-647 0 -226 -4,869 -6,781 -5,742 -7,007 36 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.5 79.2 95.9 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 1 19 17 25 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,874
COMMITMENTS
0 0 0 99,968 104,390 99,968 104,390 5,906 1,484
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,854)
-2,604 0 0 -2,409 -2,589 -5,013 -2,589 159 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 98.6 94.4 98.6 5.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 18 19 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,231
COMMITMENTS
4,660 730 1,227 118,683 125,061 124,570 127,018 6,661 4,213
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 948)
3,128 -1,853 1,227 -1,282 2,017 3,073 1,391 -2,125 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 0.9 90.4 95.3 94.9 96.8 5.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 17 18 21 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,503
COMMITMENTS
1,814 10,942 3,517 111,309 106,790 116,640 121,249 16,863 12,254
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -7,485)
734 -2,858 2,022 -8,753 -4,442 -5,997 -5,278 -1,488 -2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.2 2.6 83.4 80.0 87.4 90.8 12.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 3 27 24 30 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,817
COMMITMENTS
1,015 0 0 36,003 37,498 37,018 37,498 799 319
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -2,582)
0 0 0 -2,651 -2,334 -2,651 -2,334 69 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.2 99.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 13 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,446
COMMITMENTS
0 1,276 0 40,875 40,586 40,875 41,862 1,571 584
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -5,170)
0 0 0 -5,375 -4,526 -5,375 -4,526 205 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 96.3 95.6 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 14 16 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,743
COMMITMENTS
2,012 6,981 1,008 184,584 179,385 187,604 187,374 6,139 6,369
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -9,164)
-20 -1,791 -251 -9,609 -5,078 -9,880 -7,120 716 -2,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.6 0.5 95.3 92.6 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 4 3 38 33 41 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,197
COMMITMENTS
0 0 0 82,744 84,556 82,744 84,556 6,453 4,641
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,714)
0 0 0 -1,813 -5,507 -1,813 -5,507 -2,901 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 94.8 92.8 94.8 7.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,699
COMMITMENTS
0 0 0 75,792 76,624 75,792 76,624 9,907 9,075
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,565)
0 0 0 2,446 1,876 2,446 1,876 119 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 89.4 88.4 89.4 11.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,143
COMMITMENTS
0 0 0 75,696 79,622 75,696 79,622 7,447 3,521
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 473)
-515 0 -232 286 501 -461 269 934 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 95.8 91.0 95.8 9.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 18 21 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 88,526
COMMITMENTS
3,072 0 0 79,778 85,768 82,850 85,768 5,676 2,758
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,671)
-369 0 0 -3,801 -4,209 -4,170 -4,209 -501 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 90.1 96.9 93.6 96.9 6.4 3.1
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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 151,948
COMMITMENTS
23,820 8,927 12,981 114,484 129,494 151,285 151,402 663 545
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -6,362)
-401 -915 55 -5,740 -3,520 -6,086 -4,381 -277 -1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.9 8.5 75.3 85.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 16 20 47 51 72 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,736
COMMITMENTS
416 307 1,128 49,111 49,220 50,655 50,655 81 81
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,370)
-105 -60 651 745 700 1,291 1,291 79 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 2.2 96.8 97.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 3 28 26 33 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 451,781
COMMITMENTS
19,582 0 1,540 430,011 449,593 451,133 451,133 648 648
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 12,473)
7,934 -1,254 12 5,783 14,971 13,729 13,729 -1,256 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.3 95.2 99.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 21 22 25 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,541,094
COMMITMENTS
66,026 74,415 17,600 1451637 1449079 1535263 1541094 5,831 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -27,469)
-472 2,447 -4,664 -28,164 -25,252 -33,300 -27,469 5,831 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.8 1.1 94.2 94.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 6 3 35 42 40 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,693
COMMITMENTS
2,760 3,754 2,370 62,564 61,570 67,693 67,693 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -2,218)
-1,338 250 346 -1,201 -2,789 -2,193 -2,193 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.5 3.5 92.4 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 4 22 23 30 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 474,187
COMMITMENTS
1,480 12,272 5,224 467,483 456,691 474,187 474,187 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -30,550)
0 1,522 -1,866 -28,684 -30,206 -30,550 -30,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.6 1.1 98.6 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 20 19 22 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 384,622
COMMITMENTS
0 5,816 0 384,622 378,806 384,622 384,622 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -32,114)
-424 -424 0 -31,690 -31,690 -32,114 -32,114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 31 30 31 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,677
COMMITMENTS
193 25 529 36,861 36,975 37,583 37,529 1,094 1,148
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,275)
-41 -40 -20 -1,031 -1,455 -1,092 -1,515 -183 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 1.4 95.3 95.6 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 28 27 32 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,069
COMMITMENTS
990 102 46 47,597 48,887 48,633 49,035 436 34
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -3,892)
-45 46 -46 -3,712 -3,885 -3,803 -3,885 -89 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 0.1 97.0 99.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 1 34 31 36 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,311
COMMITMENTS
1,285 102 46 64,478 66,114 65,809 66,262 502 49
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -5,208)
-60 46 -46 -5,002 -5,232 -5,108 -5,232 -100 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 0.1 97.2 99.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 1 34 30 37 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,065
COMMITMENTS
0 0 0 17,945 17,945 17,945 17,945 120 120
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -550)
0 0 0 -550 -550 -550 -550 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: 24)
0 0 0 19 13 19 13
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 272,728
COMMITMENTS
0 0 0 272,728 272,728 272,728 272,728 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -16,120)
0 -424 0 -16,120 -15,696 -16,120 -16,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 26 19 26 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,463
COMMITMENTS
1,150 0 0 6,183 7,419 7,333 7,419 130 44
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -851)
-17 0 0 -834 -831 -851 -831 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 0.0 82.8 99.4 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 17 17 19 17
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,213
COMMITMENTS
0 250 50 5,605 5,858 5,655 6,158 558 55
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.8 90.2 94.3 91.0 99.1 9.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 12 13 13 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,665
COMMITMENTS
0 200 0 24,665 24,345 24,665 24,545 0 120
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -295)
0 -150 0 -295 -145 -295 -295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 98.7 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 21 18 21 20
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,655
COMMITMENTS
0 125 0 21,445 21,475 21,445 21,600 210 55
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -690)
0 0 0 -690 -685 -690 -685 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.0 99.2 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 24 19 24 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,665
COMMITMENTS
63 211 0 19,475 18,599 19,538 18,810 127 855
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -20)
-100 0 0 100 40 0 40 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 0.0 99.0 94.6 99.4 95.7 0.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 26 23 27 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,310
COMMITMENTS
160 4,640 381 56,479 52,129 57,020 57,150 290 160
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,061)
-140 -395 4 -3,940 -3,615 -4,076 -4,006 15 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.1 0.7 98.5 91.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 3 31 32 36 38
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,039
COMMITMENTS
310 11,089 1,622 69,107 58,233 71,039 70,944 0 95
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,927)
20 -1,404 182 -5,129 -3,690 -4,927 -4,912 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 15.6 2.3 97.3 82.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 11 7 35 36 42 48
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,575
COMMITMENTS
2,150 0 220 42,095 44,325 44,465 44,545 110 30
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,505)
305 0 -60 -4,740 -4,475 -4,495 -4,535 -10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.5 94.4 99.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 12 27 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,240
COMMITMENTS
3,545 0 95 46,365 50,145 50,005 50,240 235 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,530)
480 0 -25 -4,970 -4,505 -4,515 -4,530 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.2 92.3 99.8 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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 354,710
COMMITMENTS
28,404 24,559 7,777 318,529 322,374 354,710 354,710 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -28,358)
-1,640 -1,232 -864 -25,854 -26,262 -28,358 -28,358 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.9 2.2 89.8 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 2 29 30 33 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,699
COMMITMENTS
4,651 2,245 424 20,455 22,965 25,530 25,634 169 65
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,669)
-860 -278 2 -792 -1,393 -1,650 -1,669 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 8.7 1.6 79.6 89.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 4 27 33 32 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 35,539
COMMITMENTS
108 3,343 1,541 33,890 30,655 35,539 35,539 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -784)
-21 -562 23 -786 -245 -784 -784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.4 4.3 95.4 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 6 4 16 14 22 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 327,202
COMMITMENTS
0 759 0 327,202 326,443 327,202 327,202 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -16,961)
0 0 0 -16,961 -16,961 -16,961 -16,961 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 19 18 19 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 27,793
COMMITMENTS
680 384 0 27,072 26,748 27,752 27,132 41 661
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -944)
-80 342 0 -864 -1,355 -944 -1,013 0 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.4 0.0 97.4 96.2 99.9 97.6 0.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 16 16 19 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,811
COMMITMENTS
0 5,000 0 132,811 127,811 132,811 132,811 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -11,872)
0 -1,272 0 -11,872 -10,600 -11,872 -11,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 100.0 96.2 100.0 100.0 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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,473
COMMITMENTS
1,667 166 216 11,421 11,767 13,304 12,149 169 1,324
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,353)
-237 0 -23 -1,114 -2,232 -1,374 -2,255 21 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.2 1.6 84.8 87.3 98.7 90.2 1.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 18 18 22 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 169,818
COMMITMENTS
10,773 0 1,586 157,459 168,232 169,818 169,818 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -12,248)
-4,664 0 0 -7,584 -12,248 -12,248 -12,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.9 92.7 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 18 22 21 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,650
COMMITMENTS
151 1,296 105 15,373 13,970 15,629 15,371 21 279
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -839)
0 -120 0 -860 -682 -860 -802 21 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.3 0.7 98.2 89.3 99.9 98.2 0.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 23 21 26 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 176,700
COMMITMENTS
2,828 0 1,485 172,387 175,215 176,700 176,700 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -14,613)
-56 -96 -1,176 -13,381 -13,341 -14,613 -14,613 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.8 97.6 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 18 19 20 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,675
COMMITMENTS
0 700 50 8,400 7,870 8,450 8,620 225 55
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -890)
0 0 0 -870 -885 -870 -885 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.6 96.8 90.7 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 14 11 15 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,832
COMMITMENTS
125 26 0 19,707 19,806 19,832 19,832 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,158)
0 0 0 1,158 1,158 1,158 1,158 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.0 99.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 16 19 17 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,620
COMMITMENTS
0 0 0 8,655 9,535 8,655 9,535 965 85
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -845)
0 0 0 -815 -810 -815 -810 -30 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 99.1 90.0 99.1 10.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 11 16 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,890
COMMITMENTS
0 1,330 0 11,180 10,560 11,180 11,890 710 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,575)
0 -150 0 -1,565 -1,425 -1,565 -1,575 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 94.0 88.8 94.0 100.0 6.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 17 22 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 479,988
COMMITMENTS
10,651 35,408 87,332 380,508 357,248 478,491 479,988 1,497 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 9,625)
-14,122 12,984 3,419 20,230 -6,778 9,526 9,625 99 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.4 18.2 79.3 74.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 17 12 22 16
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,715
COMMITMENTS
0 300 0 23,430 23,355 23,430 23,655 285 60
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,365)
0 -75 0 1,380 1,455 1,380 1,380 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.8 98.5 98.8 99.7 1.2 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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,005
COMMITMENTS
0 300 0 20,510 20,665 20,510 20,965 495 40
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,945)
0 -75 0 1,970 2,030 1,970 1,955 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 97.6 98.4 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 13 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,309
COMMITMENTS
700 50 0 20,489 21,259 21,189 21,309 120 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 120)
0 50 0 120 70 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.2 0.0 96.2 99.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 19 16 21 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,934
COMMITMENTS
250 0 0 19,370 19,924 19,620 19,924 314 10
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 510)
0 0 0 525 510 525 510 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.2 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 13 18 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,285
COMMITMENTS
0 50 0 19,570 20,235 19,570 20,285 715 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,825)
0 -50 0 -1,785 -1,775 -1,785 -1,825 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.5 99.8 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 14 17 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,380
COMMITMENTS
0 25 0 16,735 17,245 16,735 17,270 645 110
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,855)
0 -25 0 -1,820 -1,820 -1,820 -1,845 -35 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 96.3 99.2 96.3 99.4 3.7 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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,695
COMMITMENTS
100 25 100 17,080 17,460 17,280 17,585 415 110
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,997)
100 -25 -100 -1,982 -1,862 -1,982 -1,987 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.6 96.5 98.7 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 21 15 22 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,755
COMMITMENTS
2,730 845 0 115,025 116,910 117,755 117,755 0 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,898)
-340 200 0 -1,558 -2,098 -1,898 -1,898 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 0.0 97.7 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 0 33 34 37 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 133,919
COMMITMENTS
2,915 1,835 505 130,499 131,537 133,919 133,877 0 42
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,556)
-633 -360 48 -971 -1,089 -1,556 -1,401 0 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.4 0.4 97.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 1 37 35 42 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 154,726
COMMITMENTS
8,455 10,773 8,767 137,387 135,158 154,609 154,698 117 28
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,082)
137 -2,887 335 916 3,863 1,388 1,311 -306 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.0 5.7 88.8 87.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 14 6 46 45 58 59
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,215
COMMITMENTS
1,750 1,550 2,400 108,939 109,265 113,089 113,215 126 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,602)
55 -325 0 2,567 2,927 2,622 2,602 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.4 2.1 96.2 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 2 41 34 48 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,315
COMMITMENTS
210 20 280 30,765 30,975 31,255 31,275 60 40
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 7,210)
115 -545 185 6,925 7,580 7,225 7,220 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.9 98.2 98.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 25 15 28 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,925
COMMITMENTS
200 75 25 27,700 27,785 27,925 27,885 0 40
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 8,680)
200 -125 0 8,480 8,815 8,680 8,690 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.1 99.2 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 22 9 24 10
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,224
COMMITMENTS
254 500 0 27,925 27,684 28,179 28,184 45 40
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,985)
10 0 0 -1,995 -1,980 -1,985 -1,980 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 0.0 98.9 98.1 99.8 99.9 0.2 0.1
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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,630
COMMITMENTS
0 0 0 15,455 15,630 15,455 15,630 175 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 270)
0 0 0 635 270 635 270 -365 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,852
COMMITMENTS
2,280 1,961 0 23,211 23,551 25,491 25,512 361 340
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,601)
-364 -49 0 -1,297 -1,552 -1,661 -1,601 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 7.6 0.0 89.8 91.1 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 0 20 25 25 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,743
COMMITMENTS
440 106 40 20,137 20,407 20,617 20,553 126 190
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -2,037)
-55 -60 0 -1,967 -1,947 -2,022 -2,007 -15 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.2 97.1 98.4 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 21 22 23 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,681
COMMITMENTS
1,140 2,829 161 35,350 33,691 36,651 36,681 30 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,177)
-15 208 1 -1,142 -1,327 -1,156 -1,118 -21 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.7 0.4 96.4 91.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 29 28 33 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,898
COMMITMENTS
470 95 0 23,033 23,788 23,503 23,883 395 15
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,157)
-40 -25 0 -1,052 -1,082 -1,092 -1,107 -65 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 0.0 96.4 99.5 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 26 21 27 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,454
COMMITMENTS
0 1,660 0 21,422 19,784 21,422 21,444 32 10
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -644)
0 -25 0 -630 -609 -630 -634 -14 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 99.9 92.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 20 19 20 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,884
COMMITMENTS
0 550 0 14,835 14,142 14,835 14,692 49 192
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -832)
0 -25 0 -795 -803 -795 -828 -37 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 99.7 95.0 99.7 98.7 0.3 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 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,611
COMMITMENTS
419 0 0 35,017 35,451 35,436 35,451 175 160
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,785)
-95 0 0 -1,680 -1,560 -1,775 -1,560 -10 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.3 99.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 0 28 27 31 27
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,524
COMMITMENTS
537 0 18 13,339 14,473 13,894 14,491 630 33
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,106)
-353 0 12 -1,275 -1,151 -1,616 -1,139 510 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.1 91.8 99.6 95.7 99.8 4.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 20 16 21 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,060
COMMITMENTS
1,499 50 0 11,911 14,010 13,410 14,060 650 0
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -619)
-9 -50 0 -590 -569 -599 -619 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.4 0.0 84.7 99.6 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 17 24 18
Updated February 12, 2016