CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,316
COMMITMENTS
4,991 881 200 5,103 9,235 10,294 10,316 22 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3)
-3 50 0 0 -53 -3 -3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 8.5 1.9 49.5 89.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 3 3 8 6 20 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 52,294
COMMITMENTS
21,916 9,189 12,181 18,168 30,914 52,266 52,284 28 10
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,365)
-246 -34 -631 -498 -710 -1,375 -1,375 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 17.6 23.3 34.7 59.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 8 12 9 10 25 26
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,575
COMMITMENTS
13,650 21,295 850 11,075 3,080 25,575 25,225 0 350
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 83.3 3.3 43.3 12.0 100.0 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 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,235
COMMITMENTS
2,350 9,800 895 7,990 500 11,235 11,195 0 40
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 87.2 8.0 71.1 4.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 12 3 6 2 12 14
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,924
COMMITMENTS
3,412 7,679 11,019 47,493 43,226 61,924 61,924 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,380)
-1,037 1,242 -551 3,969 1,689 2,380 2,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.4 17.8 76.7 69.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 9 9 15 13 28 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 7,625
COMMITMENTS
3,900 5,825 100 3,625 1,700 7,625 7,625 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 76.4 1.3 47.5 22.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 1 4 3 12 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 6,800
COMMITMENTS
3,325 3,120 320 3,135 3,360 6,780 6,800 20 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 360)
-50 100 -100 510 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 45.9 4.7 46.1 49.4 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 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 10,845
COMMITMENTS
2,845 7,120 1,000 7,000 2,725 10,845 10,845 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 0)
250 -50 0 -250 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 65.7 9.2 64.5 25.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 3 6 2 17 9
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,231,340
COMMITMENTS
479,334 245,574 747,021 2958158 3222810 4184513 4215405 46,827 15,935
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 17,921)
-15,636 11,645 -8,910 45,715 15,120 21,169 17,855 -3,248 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.8 17.7 69.9 76.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
37 41 57 128 118 198 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,344,093
COMMITMENTS
92,123 59,755 1203477 1042741 1079127 2338341 2342359 5,752 1,733
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 109,530)
1,588 -926 71,497 34,533 38,782 107,618 109,352 1,912 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.5 51.3 44.5 46.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 22 33 51 49 88 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 286,885
COMMITMENTS
21,631 5,388 14,142 232,445 257,506 268,218 277,036 18,667 9,849
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -19,144)
3,454 -2,753 -5,649 -15,010 -11,340 -17,205 -19,742 -1,939 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.9 4.9 81.0 89.8 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 5 9 37 32 48 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,295
COMMITMENTS
2,944 9,956 3,801 129,889 128,444 136,634 142,201 11,661 6,094
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -11,345)
-998 -1,755 -555 -11,690 -11,114 -13,243 -13,424 1,898 2,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.7 2.6 87.6 86.6 92.1 95.9 7.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 4 26 27 30 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,950
COMMITMENTS
1,702 2,862 8,256 204,621 204,511 214,579 215,629 12,371 11,321
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -11,936)
448 -2,941 -919 -12,171 -11,672 -12,642 -15,532 706 3,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 3.6 90.2 90.1 94.5 95.0 5.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 29 28 33 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,693
COMMITMENTS
8,003 8,622 18,090 625,686 632,184 651,779 658,896 10,914 3,797
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -27,736)
1,025 -170 -1,216 -28,676 -26,851 -28,867 -28,237 1,131 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.3 2.7 94.4 95.4 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 7 53 41 60 49
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 302,961
COMMITMENTS
17,639 2,307 3,955 270,443 287,330 292,037 293,592 10,924 9,369
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -13,870)
966 270 -1,802 -16,915 -13,292 -17,751 -14,824 3,881 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.8 1.3 89.3 94.8 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 4 29 35 34 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,034
COMMITMENTS
12,358 1,411 2,228 258,898 270,875 273,484 274,514 6,550 5,520
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -18,522)
493 59 -359 -18,615 -18,577 -18,481 -18,877 -41 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.5 0.8 92.5 96.7 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 4 34 41 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,846
COMMITMENTS
1,805 2,230 1,766 113,785 109,955 117,356 113,951 4,490 7,895
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -19,444)
-970 -3,566 559 -18,489 -16,380 -18,900 -19,387 -544 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.8 1.4 93.4 90.2 96.3 93.5 3.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 21 21 23 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,182
COMMITMENTS
7,361 4,365 1,535 100,477 103,657 109,373 109,557 10,809 10,625
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,845)
210 -922 -326 -3,582 -773 -3,698 -2,021 853 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.6 1.3 83.6 86.3 91.0 91.2 9.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 21 27 23
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,791
COMMITMENTS
563 275 2,178 89,208 92,644 91,949 95,097 12,842 9,694
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -9,630)
-84 -2,746 -46 -12,161 -7,613 -12,291 -10,405 2,661 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 2.1 85.1 88.4 87.7 90.7 12.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 13 18 15 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 159,475
COMMITMENTS
0 0 0 150,671 147,889 150,671 147,889 8,804 11,586
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -9,720)
0 0 0 -9,175 -13,088 -9,175 -13,088 -545 3,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 92.7 94.5 92.7 5.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 20 27 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,172
COMMITMENTS
0 0 0 79,500 86,652 79,500 86,652 12,672 5,520
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 5,072)
0 0 0 307 2,827 307 2,827 4,765 2,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.3 94.0 86.3 94.0 13.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 15 14 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 320,718
COMMITMENTS
331 3,466 6,311 303,061 303,911 309,703 313,688 11,015 7,030
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,880)
-2,501 -2,791 556 -6,674 -4,778 -8,619 -7,013 2,739 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 2.0 94.5 94.8 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 4 4 44 39 48 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,403
COMMITMENTS
684 2,614 2,052 71,332 72,750 74,068 77,416 9,335 5,987
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -8,850)
684 -1,772 -112 -9,211 -6,396 -8,639 -8,280 -211 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 2.5 85.5 87.2 88.8 92.8 11.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 20 20 22 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,054
COMMITMENTS
681 5,083 1,478 63,594 62,817 65,753 69,378 7,301 3,676
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,590)
84 66 -377 -5,790 -4,941 -6,083 -5,252 493 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.0 2.0 87.1 86.0 90.0 95.0 10.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 15 14 18 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,660
COMMITMENTS
8,912 0 0 54,253 64,426 63,165 64,426 1,495 234
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -43,187)
-15,555 -775 0 -27,543 -40,827 -43,098 -41,602 -89 -1,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 0.0 83.9 99.6 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 13 15 13
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,487
COMMITMENTS
24,715 775 0 66,820 90,976 91,535 91,751 1,952 1,736
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -27,027)
-1,161 -696 -1,478 -24,276 -25,083 -26,915 -27,257 -112 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 0.8 0.0 71.5 97.3 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 2 0 31 21 46 23
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,173
COMMITMENTS
248 372 0 51,815 52,367 52,063 52,739 1,110 434
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -8,934)
-261 0 -87 -8,527 -8,122 -8,875 -8,209 -59 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.0 97.4 98.5 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 13 16 14 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,764
COMMITMENTS
0 532 1,002 203,782 202,440 204,784 203,974 5,980 6,790
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -13,749)
0 532 1,002 -16,644 -13,841 -15,642 -12,307 1,893 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.5 96.7 96.1 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 33 31 34 32
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,031
COMMITMENTS
0 5,718 776 35,299 40,137 36,075 46,631 15,956 5,400
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -6,421)
0 -1,514 166 -8,964 -7,550 -8,798 -8,898 2,377 2,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 1.5 67.8 77.1 69.3 89.6 30.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 11 15 13 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,919
COMMITMENTS
0 18,658 959 103,151 88,823 104,110 108,440 10,809 6,479
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -8,259)
0 -1,615 77 -9,798 -3,875 -9,721 -5,413 1,462 -2,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.2 0.8 89.8 77.3 90.6 94.4 9.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 16 24 17 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,560
COMMITMENTS
12,923 0 636 89,229 106,975 102,788 107,611 9,772 4,949
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,315)
-1,159 0 0 -4,121 -2,850 -5,280 -2,850 2,965 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.6 79.3 95.0 91.3 95.6 8.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 0 1 15 14 21 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,060
COMMITMENTS
0 0 0 100,386 103,499 100,386 103,499 4,674 1,561
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,348)
-310 0 0 -2,504 -3,280 -2,814 -3,280 -534 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 98.5 95.6 98.5 4.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,706
COMMITMENTS
946 1,004 1,331 116,305 120,853 118,582 123,188 8,124 3,518
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,736)
-766 -79 114 -8,047 -6,425 -8,699 -6,390 2,963 654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 1.1 91.8 95.4 93.6 97.2 6.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 14 16 16 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,689
COMMITMENTS
3,534 12,080 1,234 115,805 114,901 120,573 128,215 19,116 11,474
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -8,463)
264 -283 -3,774 -7,396 -7,316 -10,906 -11,373 2,443 2,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.6 0.9 82.9 82.3 86.3 91.8 13.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 25 25 28
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,160
COMMITMENTS
0 0 0 46,405 47,420 46,405 47,420 1,755 740
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,230)
0 -1,276 0 -1,397 -1,301 -1,397 -2,577 -833 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 98.5 96.4 98.5 3.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 13 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 198,808
COMMITMENTS
1,264 6,653 2,423 187,922 182,838 191,609 191,914 7,199 6,894
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -10,123)
306 -3,826 702 -11,436 -7,419 -10,428 -10,543 305 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.3 1.2 94.5 92.0 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 6 4 34 30 38 38
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,218
COMMITMENTS
0 0 0 76,551 76,199 76,551 76,199 11,667 12,019
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,697)
0 0 0 -2,092 -6,227 -2,092 -6,227 -605 3,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 86.4 86.8 86.4 13.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 14 13 14
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,785
COMMITMENTS
0 1,413 361 77,867 83,756 78,228 85,530 9,557 2,255
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -551)
-299 1,413 147 -1,381 -1,676 -1,533 -116 982 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.4 88.7 95.4 89.1 97.4 10.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 18 17 19 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 91,783
COMMITMENTS
2,712 0 0 81,907 88,514 84,619 88,514 7,164 3,269
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,697)
-360 0 0 -3,782 -3,290 -4,142 -3,290 445 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 89.2 96.4 92.2 96.4 7.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 11 15 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,047
COMMITMENTS
24,466 10,674 15,842 120,945 135,262 161,253 161,779 794 268
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -4,698)
1,549 -2,467 184 -6,582 -2,193 -4,849 -4,476 151 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 6.6 9.8 74.6 83.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 14 20 50 50 76 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,951
COMMITMENTS
2,320 1,675 968 47,662 48,308 50,951 50,951 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 660)
896 159 -404 167 905 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.3 1.9 93.5 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 28 27 32 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 450,634
COMMITMENTS
17,198 822 11,753 421,683 438,059 450,634 450,634 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,689)
3,304 -3,648 4,600 -3,215 3,737 4,689 4,689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 2.6 93.6 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 3 26 22 32 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,560,329
COMMITMENTS
55,534 88,424 14,392 1490403 1457513 1560329 1560329 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -84,033)
-10,415 2,224 -4,728 -68,890 -81,529 -84,033 -84,033 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.7 0.9 95.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 6 3 34 40 39 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,832
COMMITMENTS
2,453 4,634 2,846 61,533 59,352 66,832 66,832 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,713)
380 -255 -206 -3,887 -3,227 -3,713 -3,688 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.9 4.3 92.1 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 5 23 24 32 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 463,757
COMMITMENTS
344 14,494 1,866 461,547 447,397 463,757 463,757 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -24,280)
-1,136 2,248 -2,128 -21,016 -24,400 -24,280 -24,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.1 0.4 99.5 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 5 1 19 17 21 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 375,545
COMMITMENTS
0 5,456 0 375,545 370,089 375,545 375,545 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -16,512)
0 -360 0 -16,512 -16,152 -16,512 -16,512 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 1 0 29 33 29 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,293
COMMITMENTS
1,287 0 405 34,423 35,185 36,115 35,590 1,178 1,703
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,869)
358 0 -63 -2,336 -2,342 -2,041 -2,405 172 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 1.1 92.3 94.3 96.8 95.4 3.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 0 1 26 25 31 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,991
COMMITMENTS
0 8 86 48,488 48,870 48,574 48,964 417 27
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,809)
-38 -42 -8 -3,744 -3,752 -3,790 -3,802 -19 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 99.0 99.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 35 32 36 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,296
COMMITMENTS
107 0 58 65,608 66,196 65,773 66,254 523 42
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,184)
-96 -50 0 -5,069 -5,127 -5,165 -5,177 -19 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 99.0 99.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 1 37 31 38 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,198
COMMITMENTS
50 0 0 19,028 19,078 19,078 19,078 120 120
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,394)
0 0 0 -1,394 -1,394 -1,394 -1,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.1 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 13 17 13
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 315,240
COMMITMENTS
1,616 0 368 313,256 314,872 315,240 315,240 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -24,888)
0 -9,360 0 -24,888 -15,528 -24,888 -24,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 99.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 25 19 26 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,912
COMMITMENTS
1,651 0 0 8,153 9,654 9,804 9,654 108 258
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -539)
-15 0 0 -525 -753 -540 -753 1 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 0.0 82.3 97.4 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 19 18 22 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,960
COMMITMENTS
5,500 0 0 7,400 12,900 12,900 12,900 60 60
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -400)
150 0 0 -550 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 0.0 0.0 57.1 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 15 11 15
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,945
COMMITMENTS
0 300 0 6,885 6,595 6,885 6,895 60 50
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -415)
0 0 0 -415 -410 -415 -410 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 99.1 95.0 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 10 15 11
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,645
COMMITMENTS
1,195 200 0 8,880 10,395 10,075 10,595 570 50
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,092)
150 0 -150 2,107 2,247 2,107 2,097 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.9 0.0 83.4 97.7 94.6 99.5 5.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 16 15 18 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,831
COMMITMENTS
0 200 0 25,831 25,511 25,831 25,711 0 120
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -749)
0 -150 0 -749 -599 -749 -749 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 98.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 21 21 21 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,552
COMMITMENTS
0 125 0 23,372 23,422 23,372 23,547 180 5
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -355)
0 0 0 -355 -360 -355 -360 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.2 99.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 25 22 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,538
COMMITMENTS
215 126 0 21,195 20,534 21,410 20,660 128 878
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,005)
133 -85 -44 -1,095 -943 -1,006 -1,072 1 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.0 98.4 95.3 99.4 95.9 0.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 25 22 26 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,030
COMMITMENTS
233 2,432 1,553 54,989 52,872 56,775 56,857 255 173
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,543)
123 -562 -152 -3,488 -2,820 -3,517 -3,534 -26 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.3 2.7 96.4 92.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 32 32 36 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,197
COMMITMENTS
428 4,313 3,140 65,629 61,679 69,197 69,132 0 65
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,021)
180 -3,249 -166 -5,015 -1,591 -5,001 -5,006 -20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.2 4.5 94.8 89.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 7 8 35 34 44 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,625
COMMITMENTS
1,180 0 0 41,025 42,580 42,205 42,580 420 45
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -4,650)
-35 0 0 -4,605 -4,650 -4,640 -4,650 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 96.2 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 25 13 26 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,805
COMMITMENTS
1,535 0 0 46,220 47,805 47,755 47,805 50 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -4,865)
-95 0 0 -4,765 -4,850 -4,860 -4,850 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.7 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 16 28 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 328,904
COMMITMENTS
39,538 21,495 2,712 286,654 304,697 328,904 328,904 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -23,432)
2,400 -3,064 -3,024 -22,808 -17,344 -23,432 -23,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.5 0.8 87.2 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 1 30 29 33 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,365
COMMITMENTS
4,777 1,334 532 19,929 23,455 25,238 25,321 127 44
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,950)
-484 -657 151 -1,617 -1,423 -1,950 -1,929 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.3 2.1 78.6 92.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 6 27 32 34 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,895
COMMITMENTS
105 3,314 1,109 33,681 30,472 34,895 34,895 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,828)
0 230 -484 -1,344 -1,574 -1,828 -1,828 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.5 3.2 96.5 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 4 14 16 20 23
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 320,911
COMMITMENTS
0 2,830 0 320,911 318,081 320,911 320,911 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 12 12 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 343,678
COMMITMENTS
0 759 0 343,678 342,919 343,678 343,678 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -13,441)
0 0 0 -13,441 -13,441 -13,441 -13,441 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: 27)
0 1 0 22 16 22 17
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,538
COMMITMENTS
596 497 0 27,878 27,614 28,474 28,111 64 427
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,214)
-126 -63 0 -1,088 -936 -1,214 -999 0 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.7 0.0 97.7 96.8 99.8 98.5 0.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 16 18 18 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 127,810
COMMITMENTS
0 3,920 0 127,810 123,890 127,810 127,810 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,760)
0 -1,080 0 -5,760 -4,680 -5,760 -5,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 100.0 96.9 100.0 100.0 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 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,242
COMMITMENTS
1,689 432 301 11,081 11,354 13,071 12,087 171 1,155
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,550)
-22 -81 -63 -1,488 -1,559 -1,573 -1,703 23 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.3 2.3 83.7 85.7 98.7 91.3 1.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 17 19 21 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 166,197
COMMITMENTS
6,093 0 1,586 158,518 164,611 166,197 166,197 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -16,912)
-4,680 0 0 -12,232 -16,912 -16,912 -16,912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.0 95.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 14 18 17 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,174
COMMITMENTS
214 2,120 21 17,853 15,673 18,088 17,814 86 360
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -205)
21 280 -42 -99 -504 -120 -266 -85 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 11.7 0.1 98.2 86.2 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 22 23 24 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 179,973
COMMITMENTS
3,188 0 1,125 175,660 178,848 179,973 179,973 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -7,912)
360 0 -360 -7,912 -7,552 -7,912 -7,912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.6 97.6 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 19 15 21 16
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,790
COMMITMENTS
0 880 50 8,680 7,810 8,730 8,740 60 50
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -555)
0 0 0 -555 -550 -555 -550 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 0.6 98.7 88.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 18 12 19 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,789
COMMITMENTS
438 0 0 19,351 19,789 19,789 19,789 0 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -226)
104 0 0 -330 -226 -226 -226 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 18 16 19 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,125
COMMITMENTS
0 1,630 0 10,215 9,480 10,215 11,110 910 15
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,500)
0 -150 0 -1,690 -1,365 -1,690 -1,515 190 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 0.0 91.8 85.2 91.8 99.9 8.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 508,146
COMMITMENTS
10,453 22,292 108,695 387,783 377,158 506,931 508,146 1,215 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 7,069)
-3,053 2,476 -3,024 13,161 7,616 7,084 7,069 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.4 21.4 76.3 74.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 3 17 15 22 19
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,630
COMMITMENTS
0 0 0 18,570 18,630 18,570 18,630 60 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,590
COMMITMENTS
0 225 0 22,320 22,320 22,320 22,545 270 45
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,360)
0 -75 0 -1,335 -1,270 -1,335 -1,345 -25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.8 98.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 19 15 19 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,110
COMMITMENTS
0 225 0 19,620 19,855 19,620 20,080 490 30
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -805)
0 -75 0 -780 -720 -780 -795 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.6 98.7 97.6 99.9 2.4 0.1
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 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,708
COMMITMENTS
700 50 0 16,888 17,648 17,588 17,698 120 10
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,776)
0 0 0 -2,776 -2,786 -2,776 -2,786 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.3 0.0 95.4 99.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 19 18 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,363
COMMITMENTS
250 0 0 15,750 16,353 16,000 16,353 363 10
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,871)
0 0 0 -2,920 -2,871 -2,920 -2,871 49 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 96.3 99.9 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 16 18 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,965
COMMITMENTS
100 0 200 19,960 20,765 20,260 20,965 705 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,290)
-200 -50 200 -2,280 -2,440 -2,280 -2,290 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.0 95.2 99.0 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 13 16 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,375
COMMITMENTS
0 0 0 19,895 20,255 19,895 20,255 480 120
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 620)
0 -25 0 605 635 605 610 15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 99.4 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 12 20 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,652
COMMITMENTS
200 0 0 19,037 19,552 19,237 19,552 415 100
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -130)
100 -25 -100 -310 5 -310 -120 180 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 96.9 99.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 13 22 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,900
COMMITMENTS
3,625 660 15 111,140 114,195 114,780 114,870 120 30
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -7,355)
-450 -95 0 -7,025 -7,290 -7,475 -7,385 120 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 0.0 96.7 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 1 36 32 40 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,699
COMMITMENTS
2,405 4,525 1,165 127,129 124,969 130,699 130,659 0 40
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -10,977)
-785 -430 395 -10,587 -10,930 -10,977 -10,965 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.5 0.9 97.3 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 6 4 41 33 46 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 157,228
COMMITMENTS
7,836 12,277 7,441 141,783 137,500 157,060 157,218 168 10
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -9,138)
806 -3,441 -2,645 -7,282 -3,034 -9,121 -9,120 -17 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.8 4.7 90.2 87.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 12 9 45 42 63 55
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,780
COMMITMENTS
1,531 1,600 2,449 106,714 106,731 110,694 110,780 86 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,219)
-195 -100 75 -5,059 -5,194 -5,179 -5,219 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.4 2.2 96.3 96.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 42 32 47 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,280
COMMITMENTS
470 700 145 34,610 34,395 35,225 35,240 55 40
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 390)
125 -220 0 280 610 405 390 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.0 0.4 98.1 97.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 25 15 28 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,410
COMMITMENTS
110 50 40 31,260 31,290 31,410 31,380 0 30
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,685)
0 -25 0 1,685 1,720 1,685 1,695 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.1 99.5 99.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 13 25 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,998
COMMITMENTS
219 500 20 28,714 28,443 28,953 28,963 45 35
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,960)
-5 0 0 -1,955 -1,955 -1,960 -1,955 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.1 99.0 98.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 30 27 31 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 17,117
COMMITMENTS
0 0 0 16,947 17,117 16,947 17,117 170 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -510)
0 0 0 -505 -450 -505 -450 -5 -60
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 19 18 19 18
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,685
COMMITMENTS
0 0 0 14,265 14,685 14,265 14,685 420 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -775)
0 0 0 -745 -760 -745 -760 -30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 100.0 97.1 100.0 2.9 0.0
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 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,931
COMMITMENTS
2,040 1,740 151 25,655 26,040 27,846 27,931 85 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -60)
-323 -290 80 209 170 -34 -40 -26 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.2 0.5 91.9 93.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 3 26 25 32 30
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,583
COMMITMENTS
620 0 55 19,758 20,355 20,433 20,410 150 173
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -325)
180 -121 15 -544 -190 -349 -296 24 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.3 96.0 98.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 20 22 22 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,425
COMMITMENTS
1,095 3,337 175 36,140 33,898 37,410 37,410 15 15
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -789)
13 -205 -13 -774 -586 -774 -804 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.9 0.5 96.6 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 29 27 32 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,518
COMMITMENTS
390 25 0 21,483 22,493 21,873 22,518 645 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,604)
-80 -70 0 -1,774 -1,519 -1,854 -1,589 250 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.0 95.4 99.9 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 22 20 23 21
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,083
COMMITMENTS
0 2,130 0 21,060 18,953 21,060 21,083 23 0
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -898)
0 -30 0 -862 -858 -862 -888 -36 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.0 99.9 89.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 20 18 20 20
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,367
COMMITMENTS
0 500 0 14,349 13,555 14,349 14,055 18 312
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -907)
0 -50 0 -870 -857 -870 -907 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 99.9 94.3 99.9 97.8 0.1 2.2
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 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,416
COMMITMENTS
174 0 95 34,982 35,166 35,251 35,261 165 155
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,945)
-105 0 0 -1,830 -1,940 -1,935 -1,940 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.3 98.8 99.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 28 27 29 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,554
COMMITMENTS
429 0 20 13,335 14,384 13,784 14,404 770 150
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -934)
-108 0 2 -878 -933 -984 -931 50 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.1 91.6 98.8 94.7 99.0 5.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 15 19 16
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,890
COMMITMENTS
1,320 0 0 11,810 13,815 13,130 13,815 760 75
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -409)
-144 -50 0 -315 -434 -459 -484 50 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 85.0 99.5 94.5 99.5 5.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 15 24 15
Updated March 11, 2016