CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 12,042
COMMITMENTS
4,256 1,780 1,106 6,658 9,156 12,020 12,042 22 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,120)
377 327 569 1,171 1,225 2,116 2,120 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 14.8 9.2 55.3 76.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 5 4 8 6 23 14
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 47,785
COMMITMENTS
16,397 9,444 13,535 17,847 24,806 47,779 47,785 6 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 9,126)
3,956 3,102 5,685 -515 338 9,126 9,126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 19.8 28.3 37.3 51.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 7 11 11 10 30 24
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,375
COMMITMENTS
13,450 21,145 850 11,075 3,030 25,375 25,025 0 350
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -150)
-150 -150 0 0 0 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 83.3 3.3 43.6 11.9 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 7 4 6 2 15 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,835
COMMITMENTS
1,275 10,400 895 9,665 500 11,835 11,795 0 40
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 500)
500 500 0 0 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 87.9 7.6 81.7 4.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 12 3 6 2 12 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,006
COMMITMENTS
4,459 5,424 2,497 20,762 19,853 27,718 27,774 288 232
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,188)
-412 262 -1,414 -1,172 -1,866 -2,998 -3,018 -191 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 19.4 8.9 74.1 70.9 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 6 6 7 15 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,825
COMMITMENTS
4,606 6,571 11,204 44,669 42,704 60,479 60,479 345 345
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 11,160)
358 -744 2,123 8,334 9,436 10,815 10,815 345 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 10.8 18.4 73.4 70.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 6 9 15 13 29 24
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 7,475
COMMITMENTS
4,925 5,675 100 2,450 1,700 7,475 7,475 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 500)
500 500 0 0 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 75.9 1.3 32.8 22.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 8 1 4 3 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 6,440
COMMITMENTS
3,375 3,070 420 2,625 2,950 6,420 6,440 20 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 450)
350 0 0 100 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 47.7 6.5 40.8 45.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 1 5 4 13 9
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 10,795
COMMITMENTS
2,545 7,270 1,000 7,250 2,525 10,795 10,795 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 0)
50 -200 300 -350 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 67.3 9.3 67.2 23.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 3 6 2 17 9
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,409,083
COMMITMENTS
531,318 212,154 831,393 3005532 3352636 4368243 4396183 40,840 12,900
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 129,562)
-26,411 -10,255 82,552 75,725 60,332 131,866 132,629 -2,304 -3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.8 18.9 68.2 76.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
38 40 59 140 122 210 190
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,769,538
COMMITMENTS
102,672 79,587 1441770 1224163 1246676 2768606 2768034 932 1,504
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 342,162)
-9,434 11,733 223,682 127,791 106,811 342,039 342,226 123 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.9 52.1 44.2 45.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
26 24 44 57 52 103 100
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,370
COMMITMENTS
17,758 11,984 15,781 241,846 258,350 275,385 286,115 20,985 10,255
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 5,444)
-646 -735 1,798 5,154 4,756 6,306 5,819 -862 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.0 5.3 81.6 87.2 92.9 96.5 7.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 7 10 38 31 50 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,103
COMMITMENTS
6,163 7,958 3,119 134,499 137,131 143,781 148,208 9,322 4,895
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 5,283)
3,261 745 -860 2,993 4,481 5,394 4,366 -111 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.2 2.0 87.8 89.6 93.9 96.8 6.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 5 30 32 35 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,280
COMMITMENTS
1,922 8,271 8,271 219,572 214,943 229,765 231,485 11,515 9,795
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 36)
396 -240 111 817 1,913 1,324 1,784 -1,288 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.4 3.4 91.0 89.1 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 34 33 38 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 676,256
COMMITMENTS
4,237 15,013 17,527 642,426 637,121 664,190 669,661 12,066 6,595
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 18,714)
3,183 212 1,042 13,766 18,231 17,991 19,485 723 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 2.6 95.0 94.2 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 6 7 50 42 57 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,697
COMMITMENTS
9,126 2,251 8,835 285,374 290,793 303,335 301,879 7,362 8,818
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,734)
-2,576 1,578 1,296 4,965 1,423 3,685 4,297 -951 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.7 2.8 91.8 93.6 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 2 5 35 38 41 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,051
COMMITMENTS
9,953 2,364 3,097 278,779 287,606 291,829 293,067 6,222 4,984
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 5,428)
-1,037 627 -677 7,020 5,422 5,306 5,372 122 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.8 1.0 93.5 96.5 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 5 42 44 48 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,132
COMMITMENTS
2,902 5,583 1,510 126,686 122,096 131,098 129,189 5,034 6,943
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 10,425)
1,326 749 -194 10,488 10,865 11,620 11,420 -1,195 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.1 1.1 93.1 89.7 96.3 94.9 3.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 2 25 26 27 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,074
COMMITMENTS
6,055 6,827 1,403 105,240 102,675 112,698 110,905 7,376 9,169
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,290)
1,897 -704 -377 -19 3,161 1,501 2,080 789 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.7 1.2 87.6 85.5 93.9 92.4 6.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 3 29 24 32 31
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,814
COMMITMENTS
0 3,368 2,298 99,211 95,707 101,509 101,373 10,305 10,441
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 593)
-834 1,315 491 1,709 -670 1,366 1,136 -773 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 2.1 88.7 85.6 90.8 90.7 9.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 17 19 19 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,232
COMMITMENTS
0 0 0 159,916 158,716 159,916 158,716 7,316 8,516
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 22)
0 0 0 23 -39 23 -39 -1 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 94.9 95.6 94.9 4.4 5.1
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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,715
COMMITMENTS
0 0 0 76,720 83,177 76,720 83,177 8,995 2,538
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,012)
0 0 0 3,717 2,922 3,717 2,922 -705 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.5 97.0 89.5 97.0 10.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 19 20 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 325,591
COMMITMENTS
2,708 4,217 4,938 309,091 310,487 316,737 319,642 8,854 5,949
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 12,494)
364 -1,725 2,090 9,888 12,006 12,342 12,371 152 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 1.5 94.9 95.4 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 4 3 48 41 52 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,158
COMMITMENTS
0 4,385 2,195 79,100 77,274 81,295 83,854 8,863 6,304
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,780)
0 -1,101 668 2,850 2,967 3,518 2,534 -738 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 2.4 87.7 85.7 90.2 93.0 9.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 2 23 23 25 26
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,009
COMMITMENTS
737 0 0 14,326 14,051 15,063 14,051 1,946 2,958
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 84.2 82.6 88.6 82.6 11.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 13 11 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,732
COMMITMENTS
182 5,026 2,060 70,114 67,791 72,356 74,877 6,376 3,855
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 498)
-767 191 786 512 -415 531 562 -33 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 2.6 89.1 86.1 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 17 18 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,916
COMMITMENTS
8,841 148 1,712 71,575 81,508 82,128 83,368 1,788 548
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 21,483)
4,029 148 1,712 15,794 19,313 21,535 21,173 -52 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.2 2.0 85.3 97.1 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 1 28 21 35 22
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,967
COMMITMENTS
11,150 1,360 2,383 84,420 95,054 97,953 98,797 2,014 1,170
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 21,061)
4,366 -146 2,006 13,900 19,135 20,272 20,995 789 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.4 2.4 84.4 95.1 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 2 3 36 27 47 30
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,276
COMMITMENTS
509 765 87 59,635 59,286 60,231 60,138 1,045 1,138
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 7,940)
161 765 87 7,177 7,072 7,425 7,924 515 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 0.1 97.3 96.8 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 14 18 16 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 217,976
COMMITMENTS
0 1,055 707 213,586 209,832 214,293 211,594 3,683 6,382
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 6,761)
0 113 -66 9,038 8,556 8,972 8,603 -2,211 -1,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.3 98.0 96.3 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 1 1 41 38 42 39
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,794
COMMITMENTS
0 2,252 1,619 39,301 44,155 40,920 48,026 11,874 4,768
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,639)
0 -81 89 867 1,328 956 1,336 683 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 3.1 74.4 83.6 77.5 91.0 22.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 17 18 19 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,469
COMMITMENTS
0 16,744 875 110,493 94,373 111,368 111,992 9,101 8,477
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 7,449)
0 1,139 34 6,658 8,510 6,692 9,683 757 -2,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.9 0.7 91.7 78.3 92.4 93.0 7.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 1 22 25 23 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,151
COMMITMENTS
16,226 0 646 88,507 106,407 105,379 107,053 6,772 5,098
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,799)
457 0 -16 994 589 1,435 573 364 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 0.6 78.9 94.9 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 1 22 16 28 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,134
COMMITMENTS
310 0 0 101,616 105,567 101,926 105,567 5,208 1,567
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 801)
310 0 0 2,736 1,246 3,046 1,246 -2,245 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 94.8 98.5 95.1 98.5 4.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 19 20 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,657
COMMITMENTS
217 1,317 1,541 125,102 126,241 126,860 129,099 4,797 2,558
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 623)
-1,515 318 716 3,712 1,216 2,913 2,250 -2,290 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 1.2 95.0 95.9 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 19 19 22 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,653
COMMITMENTS
2,925 11,688 3,222 117,157 114,288 123,304 129,198 15,349 9,455
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 461)
1,052 1,177 -2,045 3,203 3,150 2,210 2,282 -1,749 -1,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.4 2.3 84.5 82.4 88.9 93.2 11.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 3 33 30 36 35
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,644
COMMITMENTS
0 2,666 0 18,486 16,345 18,486 19,011 1,158 633
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 0.0 94.1 83.2 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 11 10 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,986
COMMITMENTS
1,015 1,226 29 44,618 45,137 45,662 46,392 1,324 594
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 4,374)
0 883 0 3,971 3,429 3,971 4,312 403 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.6 0.1 95.0 96.1 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 13 16 15 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,091
COMMITMENTS
0 1,276 0 46,658 46,950 46,658 48,226 2,433 865
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 6,000)
0 0 0 5,324 5,657 5,324 5,657 676 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 95.0 95.6 95.0 98.2 5.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 13 16 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 206,123
COMMITMENTS
1,926 8,333 1,564 195,093 189,387 198,583 199,284 7,540 6,839
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 6,466)
-270 -21 709 4,290 5,008 4,729 5,696 1,737 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.0 0.8 94.6 91.9 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 7 4 38 32 42 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,175
COMMITMENTS
0 0 0 85,838 85,149 85,838 85,149 3,337 4,026
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 787)
0 0 0 3,109 1,309 3,109 1,309 -2,322 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 95.5 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 20 18 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,173
COMMITMENTS
0 0 0 78,043 78,916 78,043 78,916 10,130 9,257
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,200)
0 0 0 2,191 2,232 2,191 2,232 9 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 89.5 88.5 89.5 11.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,378
COMMITMENTS
0 0 0 78,568 83,411 78,568 83,411 7,810 2,967
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,202)
0 0 0 2,111 2,787 2,111 2,787 91 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 96.6 91.0 96.6 9.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 19 22 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 90,679
COMMITMENTS
3,072 0 0 80,888 87,462 83,960 87,462 6,719 3,217
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,721)
0 0 0 1,110 1,262 1,110 1,262 611 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 89.2 96.5 92.6 96.5 7.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 12 17 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,470
COMMITMENTS
22,760 12,069 15,980 128,018 138,887 166,758 166,936 712 534
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 8,213)
-619 1,507 2,403 6,304 4,297 8,088 8,206 125 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.2 9.5 76.4 82.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 17 21 52 51 76 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,530
COMMITMENTS
1,624 1,322 1,250 49,551 49,853 52,424 52,424 106 106
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 400)
313 749 -3 90 -346 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.5 2.4 94.3 94.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 3 30 26 35 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 473,357
COMMITMENTS
21,921 0 9,035 442,401 464,322 473,357 473,357 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 13,074)
2,189 0 -615 11,811 14,000 13,385 13,385 -311 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.9 93.5 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 3 23 23 28 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,617,022
COMMITMENTS
70,771 84,325 19,120 1527131 1513577 1617022 1617022 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 40,237)
5,064 5,560 0 35,744 34,677 40,808 40,237 -571 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.2 1.2 94.4 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 6 4 36 42 41 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,724
COMMITMENTS
2,389 4,378 2,985 63,350 61,037 68,724 68,400 0 324
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -24)
590 173 151 -764 -672 -24 -348 0 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.4 4.3 92.2 88.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 8 3 23 24 30 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 495,449
COMMITMENTS
1,480 12,590 4,602 489,367 478,257 495,449 495,449 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 10,765)
0 -304 0 10,765 11,069 10,765 10,765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 0.9 98.8 96.5 100.0 100.0 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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 394,357
COMMITMENTS
0 5,816 0 394,357 388,541 394,357 394,357 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 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: 42)
0 2 0 33 33 33 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,121
COMMITMENTS
717 0 468 36,864 37,465 38,049 37,933 1,072 1,188
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -104)
342 0 -86 -315 4 -59 -82 -45 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.2 94.2 95.8 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 28 28 32 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,819
COMMITMENTS
8 50 98 50,277 50,637 50,383 50,785 436 34
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,420)
-990 0 0 2,410 1,420 1,420 1,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 98.9 99.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 35 32 36 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,270
COMMITMENTS
203 50 58 68,467 69,113 68,728 69,221 542 49
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,562)
-1,140 0 -32 3,694 2,594 2,522 2,562 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.1 98.8 99.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 35 30 37 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,517
COMMITMENTS
0 0 0 19,397 19,397 19,397 19,397 120 120
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -18)
0 0 0 -18 -18 -18 -18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 14 19 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 298,624
COMMITMENTS
376 0 0 298,248 298,624 298,624 298,624 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,152)
376 0 0 2,776 3,152 3,152 3,152 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: 32)
1 0 0 26 19 27 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,872
COMMITMENTS
1,539 0 0 8,247 9,828 9,786 9,828 86 44
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,192)
368 0 0 1,824 2,192 2,192 2,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 0.0 83.5 99.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 18 19 20 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,910
COMMITMENTS
4,900 0 0 7,950 12,850 12,850 12,850 60 60
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 0.0 0.0 61.6 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 16 11 16
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,220
COMMITMENTS
0 300 0 7,160 6,865 7,160 7,165 60 55
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 99.2 95.1 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 9 15 10
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,538
COMMITMENTS
905 300 150 6,898 8,033 7,953 8,483 585 55
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,200)
330 50 0 870 1,150 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.5 1.8 80.8 94.1 93.1 99.4 6.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 14 15 16 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,075
COMMITMENTS
0 250 0 26,075 25,705 26,075 25,955 0 120
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 485)
0 50 0 485 435 485 485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 98.6 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 24 21 24 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,976
COMMITMENTS
0 125 0 22,766 22,851 22,766 22,976 210 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,096)
0 0 0 1,096 1,151 1,096 1,151 0 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.1 99.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 25 21 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,710
COMMITMENTS
63 213 42 21,455 20,644 21,560 20,899 150 811
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 508)
0 2 42 443 508 485 552 23 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.2 98.8 95.1 99.3 96.3 0.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 1 27 22 29 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,009
COMMITMENTS
160 3,623 1,120 58,478 55,079 59,758 59,822 251 187
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,256)
0 -923 679 1,616 2,473 2,295 2,229 -39 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.0 1.9 97.4 91.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 3 32 32 36 38
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,889
COMMITMENTS
217 9,541 2,233 70,439 61,040 72,889 72,814 0 75
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,735)
-93 -1,574 695 1,133 2,634 1,735 1,755 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.1 3.1 96.6 83.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 10 9 35 36 44 48
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,575
COMMITMENTS
1,215 0 0 44,930 46,530 46,145 46,530 430 45
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,340)
-935 0 -220 2,175 1,545 1,020 1,325 320 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.5 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 13 27 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,070
COMMITMENTS
1,630 0 0 50,205 52,055 51,835 52,055 235 15
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,180)
-1,915 0 -95 3,190 1,260 1,180 1,165 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.4 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 14 27 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 355,428
COMMITMENTS
32,329 24,559 10,057 313,042 320,812 355,428 355,428 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -4,330)
5,445 0 0 -9,775 -4,330 -4,330 -4,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 6.9 2.8 88.1 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 2 29 30 32 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,303
COMMITMENTS
4,791 2,096 447 20,917 23,695 26,155 26,238 148 65
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 436)
29 -107 23 363 520 415 436 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 8.0 1.7 79.5 90.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 4 27 32 32 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 35,554
COMMITMENTS
105 3,165 1,593 33,856 30,796 35,554 35,554 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -328)
0 0 0 -328 -328 -328 -328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.9 4.5 95.2 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 6 4 14 14 20 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 354,873
COMMITMENTS
0 759 0 354,873 354,114 354,873 354,873 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,904)
0 0 0 3,904 3,904 3,904 3,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 17 21 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 29,516
COMMITMENTS
722 560 0 28,753 28,249 29,475 28,809 41 707
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 312)
21 176 0 291 113 312 289 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 0.0 97.4 95.7 99.9 97.6 0.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 17 16 20 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 133,570
COMMITMENTS
0 5,000 0 133,570 128,570 133,570 133,570 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 759)
0 0 0 759 759 759 759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 100.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,785
COMMITMENTS
1,691 471 406 12,560 12,522 14,657 13,399 128 1,386
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,021)
24 51 170 868 715 1,062 936 -41 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.2 2.7 85.0 84.7 99.1 90.6 0.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 18 20 22 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 180,753
COMMITMENTS
10,773 0 1,586 168,394 179,167 180,753 180,753 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.9 93.2 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 18 20 21 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,181
COMMITMENTS
170 1,418 65 16,861 15,336 17,096 16,819 85 362
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,364)
19 210 -40 1,364 1,111 1,343 1,281 21 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.3 0.4 98.1 89.3 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 25 24 27 27
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 181,852
COMMITMENTS
2,828 0 1,485 177,539 180,367 181,852 181,852 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 4,376)
0 0 0 4,376 4,376 4,376 4,376 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: 29)
2 0 2 19 20 21 22
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,170
COMMITMENTS
0 700 50 9,060 8,365 9,110 9,115 60 55
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 495)
0 0 0 660 495 660 495 -165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.5 98.8 91.2 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 17 13 18 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,427
COMMITMENTS
229 0 0 20,198 20,427 20,427 20,427 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 332)
104 -26 0 228 358 332 332 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 19 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,980
COMMITMENTS
0 0 0 9,005 9,895 9,005 9,895 975 85
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 360)
0 0 0 350 360 350 360 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 99.1 90.2 99.1 9.8 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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,585
COMMITMENTS
0 1,680 0 11,865 10,905 11,865 12,585 720 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 490)
0 150 0 480 340 480 490 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 0.0 94.3 86.7 94.3 100.0 5.7 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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 490,323
COMMITMENTS
22,663 25,698 97,410 367,935 367,214 488,008 490,323 2,315 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,194)
12,028 -2,233 2,712 -15,967 -1,673 -1,227 -1,194 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.2 19.9 75.0 74.9 99.5 100.0 0.5 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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,930
COMMITMENTS
0 300 0 23,635 23,570 23,635 23,870 295 60
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 215)
0 0 0 205 215 205 215 10 0
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: 28)
0 1 0 20 15 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,895
COMMITMENTS
0 300 0 20,400 20,555 20,400 20,855 495 40
CHANGES FROM 02/16/16 (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 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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,274
COMMITMENTS
700 50 0 19,454 20,224 20,154 20,274 120 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,500)
0 0 0 -1,500 -1,500 -1,500 -1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 0.0 96.0 99.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 19 17 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,134
COMMITMENTS
250 0 0 18,570 19,124 18,820 19,124 314 10
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,265)
0 0 0 -1,265 -1,265 -1,265 -1,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.1 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 15 18 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,305
COMMITMENTS
300 50 0 20,290 21,255 20,590 21,305 715 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 720)
300 0 0 420 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.0 95.2 99.8 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 14 18 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,680
COMMITMENTS
0 25 0 18,035 18,545 18,035 18,570 645 110
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,540)
0 0 0 1,540 1,540 1,540 1,540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 96.5 99.3 96.5 99.4 3.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 13 20 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,792
COMMITMENTS
100 25 100 18,177 18,557 18,377 18,682 415 110
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,337)
0 0 0 1,337 1,337 1,337 1,337 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.5 96.7 98.7 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 16 22 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,410
COMMITMENTS
2,125 645 0 118,285 119,765 120,410 120,410 0 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -415)
-605 0 0 190 -415 -415 -415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.5 0.0 98.2 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 0 34 34 37 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 139,556
COMMITMENTS
3,290 3,410 455 135,811 135,649 139,556 139,514 0 42
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,442)
-525 1,275 50 1,917 117 1,442 1,442 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.4 0.3 97.3 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 7 3 39 37 44 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 161,900
COMMITMENTS
7,247 14,878 8,755 145,727 138,230 161,729 161,863 171 37
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 4,085)
592 3,243 -471 3,899 1,309 4,020 4,081 65 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.2 5.4 90.0 85.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 16 11 46 45 63 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,385
COMMITMENTS
1,760 1,650 2,350 110,149 110,385 114,259 114,385 126 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -325)
0 100 -50 -275 -375 -325 -325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.4 2.1 96.3 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 2 41 34 48 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,280
COMMITMENTS
285 970 80 33,855 33,190 34,220 34,240 60 40
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,020)
-25 300 0 1,045 720 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.8 0.2 98.8 96.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 25 16 27 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,125
COMMITMENTS
0 75 25 29,100 28,985 29,125 29,085 0 40
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 530)
0 0 0 530 530 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 99.9 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 23 10 24 11
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,184
COMMITMENTS
254 500 0 29,885 29,644 30,139 30,144 45 40
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,720)
0 0 0 1,720 1,720 1,720 1,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.0 99.0 98.2 99.9 99.9 0.1 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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 16,742
COMMITMENTS
0 0 0 16,567 16,742 16,567 16,742 175 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 652)
0 0 0 652 652 652 652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,310
COMMITMENTS
0 0 0 14,980 15,295 14,980 15,295 330 15
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.9 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 10 16 10
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,380
COMMITMENTS
2,303 2,016 62 24,784 24,942 27,149 27,020 231 360
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,195)
13 55 62 1,120 1,058 1,195 1,175 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.4 0.2 90.5 91.1 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 2 23 24 28 29
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,333
COMMITMENTS
440 116 40 19,727 19,975 20,207 20,131 126 202
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 80)
0 10 0 80 58 80 68 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.2 97.0 98.2 99.4 99.0 0.6 1.0
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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,554
COMMITMENTS
1,125 3,205 175 36,224 34,174 37,524 37,554 30 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 527)
-15 325 15 527 187 527 527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.5 0.5 96.5 91.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 2 29 30 32 35
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,772
COMMITMENTS
470 95 0 22,907 23,662 23,377 23,757 395 15
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -181)
0 0 0 -181 -181 -181 -181 0 0
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: 34)
1 1 0 26 22 27 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,806
COMMITMENTS
0 1,665 0 21,747 20,131 21,747 21,796 59 10
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 336)
0 5 0 315 331 315 336 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 99.7 92.3 99.7 100.0 0.3 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 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,274
COMMITMENTS
0 550 0 15,219 14,532 15,219 15,082 55 192
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.6 95.1 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 15 16 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,171
COMMITMENTS
274 0 100 36,622 36,911 36,996 37,011 175 160
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,605)
-95 0 55 1,645 1,550 1,605 1,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.3 98.5 99.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 29 28 32 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,503
COMMITMENTS
537 0 18 14,228 15,332 14,783 15,350 720 153
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -41)
0 0 0 -131 -161 -131 -161 90 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.1 91.8 98.9 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 16 22 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,034
COMMITMENTS
1,464 50 0 11,920 13,984 13,384 14,034 650 0
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -26)
-35 0 0 9 -26 -26 -26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.4 0.0 84.9 99.6 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 24 17 25 18
Updated February 26, 2016