CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,444
COMMITMENTS
8,439 4,325 2,278 15,687 19,841 26,404 26,444 40 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,579)
175 563 -75 1,478 1,090 1,579 1,579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 16.4 8.6 59.3 75.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 7 6 9 10 24 20
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,345
COMMITMENTS
5,012 6,514 1,406 19,927 18,425 26,345 26,345 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -92)
-1 0 0 -92 -92 -92 -92 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 24.7 5.3 75.6 69.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 5 8 8 16 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,316
COMMITMENTS
2,200 5,000 4,979 34,137 31,337 41,316 41,316 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -14 -14 -14 -14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 12.1 12.1 82.6 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 3 9 8 16 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 62,130
COMMITMENTS
3,088 7,105 5,493 46,050 42,032 54,630 54,630 7,500 7,500
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,709)
116 627 -358 1,951 1,440 1,709 1,709 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.4 8.8 74.1 67.7 87.9 87.9 12.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 9 8 15 12 27 23
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,060,945
COMMITMENTS
308,969 385,255 732,933 2987223 2932948 4029125 4051136 31,820 9,809
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 71,279)
632 32,875 34,905 38,516 3,750 74,053 71,530 -2,774 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.5 18.0 73.6 72.2 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
32 39 59 144 120 209 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,352,486
COMMITMENTS
208,647 193,451 1005424 1092774 1131843 2306844 2330718 45,642 21,768
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -233,154)
57,329 69,276 -261,214 -74,490 -62,541 -278,374 -254,479 45,220 21,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.2 42.7 46.5 48.1 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
21 21 40 52 49 94 89
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,413
COMMITMENTS
6,826 10,753 2,097 217,147 219,056 226,070 231,906 11,343 5,507
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -153)
-1,528 2,939 -2 1,229 -2,682 -301 255 148 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.5 0.9 91.5 92.3 95.2 97.7 4.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 6 2 38 33 42 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,659
COMMITMENTS
3,197 0 3,214 99,110 105,207 105,521 108,421 6,138 3,238
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 4,008)
-704 0 -62 4,895 3,520 4,129 3,458 -121 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 2.9 88.8 94.2 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 4 28 31 32 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,918
COMMITMENTS
3,992 4,652 3,613 194,977 199,373 202,582 207,638 13,336 8,280
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,857)
2,056 0 293 5,450 6,842 7,799 7,135 -942 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.2 1.7 90.3 92.3 93.8 96.2 6.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 4 31 31 36 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 630,612
COMMITMENTS
3,495 7,176 5,015 613,862 614,763 622,372 626,954 8,240 3,658
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,367)
1,752 5,041 -1,616 4,835 2,314 4,971 5,739 396 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.1 0.8 97.3 97.5 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 3 51 40 56 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,743
COMMITMENTS
9,335 3,121 8,502 295,863 300,379 313,700 312,002 5,043 6,741
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,599)
-3,330 1,371 24 8,467 3,948 5,161 5,343 438 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 2.7 92.8 94.2 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 4 7 38 41 46 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,593
COMMITMENTS
2,955 3,784 1,998 236,932 237,550 241,885 243,332 4,708 3,261
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 14,947)
1,403 1,310 -341 13,655 13,729 14,717 14,698 230 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 0.8 96.1 96.3 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 3 41 44 46 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,316
COMMITMENTS
0 6,876 2,022 99,375 90,995 101,397 99,893 5,919 7,423
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,874)
0 3,507 70 3,428 78 3,498 3,655 376 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 1.9 92.6 84.8 94.5 93.1 5.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 21 25 23 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,908
COMMITMENTS
360 4,765 1,630 100,397 95,872 102,387 102,267 6,521 6,641
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,804)
360 -221 -64 1,563 1,431 1,859 1,146 -55 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.4 1.5 92.2 88.0 94.0 93.9 6.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 3 34 28 38 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,238
COMMITMENTS
3,714 2,267 0 22,098 22,932 25,812 25,199 426 1,039
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 8.6 0.0 84.2 87.4 98.4 96.0 1.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 8 13 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,408
COMMITMENTS
174 3,311 1,935 65,873 59,853 67,982 65,099 9,426 12,309
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,414)
-800 1,719 427 3,639 1,853 3,266 3,999 148 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.3 2.5 85.1 77.3 87.8 84.1 12.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 16 21 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,160
COMMITMENTS
0 2,996 0 172,802 170,043 172,802 173,039 5,358 5,121
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 962)
0 0 0 963 962 963 962 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.0 95.4 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 30 24 30 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,394
COMMITMENTS
0 0 0 87,304 92,815 87,304 92,815 8,090 2,579
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,933)
0 0 0 2,204 2,271 2,204 2,271 -271 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 97.3 91.5 97.3 8.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 355,613
COMMITMENTS
5,707 3,005 4,038 338,918 340,137 348,663 347,180 6,950 8,433
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,985)
2,538 159 -373 8,350 8,184 10,515 7,970 -2,530 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.8 1.1 95.3 95.6 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 2 3 48 42 52 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,211
COMMITMENTS
2,231 760 1,242 50,555 52,364 54,028 54,366 8,183 7,845
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 815)
-841 377 88 -610 705 -1,363 1,170 2,178 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 2.0 81.3 84.2 86.8 87.4 13.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 22 23 24 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,735
COMMITMENTS
258 0 1,212 62,717 61,225 64,187 62,437 4,548 6,298
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,246)
258 -2,430 357 829 2,773 1,444 700 802 1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.8 91.2 89.1 93.4 90.8 6.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 18 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,956
COMMITMENTS
22,823 12,710 0 70,806 81,378 93,629 94,088 1,327 868
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 25,036)
16,161 12,710 0 9,791 12,109 25,952 24,819 -916 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 13.4 0.0 74.6 85.7 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 6 0 27 27 34 33
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,876
COMMITMENTS
25,547 21,007 3,294 109,248 114,483 138,089 138,784 1,787 1,092
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 29,748)
15,232 11,345 1,674 12,876 16,602 29,782 29,621 -34 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 15.0 2.4 78.1 81.8 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 8 5 41 32 52 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,389
COMMITMENTS
2,501 124 240 80,588 82,231 83,329 82,595 60 794
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,719)
2,201 124 0 5,730 7,372 7,931 7,496 -212 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 0.3 96.6 98.6 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 15 25 18 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,081
COMMITMENTS
5,718 1,736 1,468 199,636 201,473 206,822 204,677 6,259 8,404
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,071)
137 1,736 11 1,446 -612 1,594 1,135 -523 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.8 0.7 93.7 94.6 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 35 34 37 36
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,482
COMMITMENTS
0 2,442 120 19,177 15,045 19,297 17,607 1,185 2,875
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,457)
0 682 0 1,390 434 1,390 1,116 67 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.9 0.6 93.6 73.5 94.2 86.0 5.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 1 12 11 13 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,758
COMMITMENTS
0 11,967 2,119 97,398 80,466 99,517 94,552 6,241 11,206
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,488)
0 1,882 0 3,457 82 3,457 1,964 31 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 2.0 92.1 76.1 94.1 89.4 5.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 5 2 24 25 26 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,418
COMMITMENTS
3,968 0 31 91,512 104,741 95,511 104,772 11,907 2,646
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,248)
-1,205 0 -671 884 2,967 -992 2,296 2,240 -1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 85.2 97.5 88.9 97.5 11.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 18 23 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,581
COMMITMENTS
3,957 403 0 108,597 111,268 112,554 111,671 3,027 3,910
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,275)
961 403 0 1,883 1,928 2,844 2,331 -569 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.3 0.0 94.0 96.3 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 17 26 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,424
COMMITMENTS
89 1,321 793 106,254 108,679 107,136 110,793 6,288 2,631
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,397)
89 -1,076 233 1,951 2,902 2,273 2,059 124 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.7 93.7 95.8 94.5 97.7 5.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 16 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,569
COMMITMENTS
0 17,631 1,583 143,960 132,018 145,543 151,232 15,026 9,337
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,067)
0 79 -197 -2,471 -2,789 -2,668 -2,907 601 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 1.0 89.7 82.2 90.6 94.2 9.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 3 28 27 31 31
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,708
COMMITMENTS
0 0 0 13,794 14,005 13,794 14,005 914 703
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 95.2 93.8 95.2 6.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,011
COMMITMENTS
0 3,344 0 24,675 21,149 24,675 24,493 336 518
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,782)
0 1,856 0 4,298 1,798 4,298 3,654 -516 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 0.0 98.7 84.6 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 0 15 16 15 21
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,593
COMMITMENTS
360 796 0 44,551 45,485 44,911 46,281 2,682 1,312
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,518)
0 496 0 6,115 5,805 6,115 6,301 403 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.0 93.6 95.6 94.4 97.2 5.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 13 19 14 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,267
COMMITMENTS
92 5,613 1,366 185,125 179,077 186,583 186,056 6,684 7,211
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,702)
10 -505 -592 1,641 622 1,059 -475 643 2,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.7 95.8 92.7 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 7 5 41 35 46 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 100,419
COMMITMENTS
310 0 0 93,376 95,381 93,686 95,381 6,733 5,038
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,688)
310 0 0 1,504 1,811 1,814 1,811 -126 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.0 95.0 93.3 95.0 6.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 18 21 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,004
COMMITMENTS
0 0 0 64,196 66,674 64,196 66,674 10,808 8,330
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,154)
0 0 0 2,172 1,443 2,172 1,443 -1,018 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.6 88.9 85.6 88.9 14.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 17 15 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,078
COMMITMENTS
217 0 0 68,212 69,954 68,429 69,954 6,649 5,124
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,632)
217 0 0 3,208 1,747 3,425 1,747 -793 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 90.9 93.2 91.1 93.2 8.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 17 21 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 19,742
COMMITMENTS
1,237 0 123 17,346 18,854 18,706 18,977 1,036 765
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.6 87.9 95.5 94.8 96.1 5.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 6 14 7 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 91,700
COMMITMENTS
4,082 0 0 83,341 86,399 87,423 86,399 4,277 5,301
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 383)
62 0 0 4,284 2,066 4,346 2,066 -3,963 -1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 90.9 94.2 95.3 94.2 4.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,389
COMMITMENTS
20,999 10,521 17,057 127,680 138,411 165,736 165,989 653 400
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,586)
-591 1,195 1,835 2,524 553 3,767 3,583 -181 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.3 10.3 76.7 83.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 14 23 50 54 75 78
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 53,095
COMMITMENTS
260 749 1,268 51,543 51,078 53,071 53,095 24 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 507)
106 -617 668 -267 456 507 507 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.4 2.4 97.1 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 24 23 29 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 449,737
COMMITMENTS
16 12,078 3,898 445,823 433,761 449,737 449,737 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,173)
-710 -1,632 -274 -189 733 -1,173 -1,173 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.9 99.1 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 19 17 21 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,620,473
COMMITMENTS
36,422 60,615 19,989 1564062 1539869 1620473 1620473 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 16,593)
1,960 1,517 7,792 6,841 7,284 16,593 16,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.7 1.2 96.5 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 6 4 39 41 48 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,103
COMMITMENTS
1,834 2,261 1,865 65,404 64,953 69,103 69,079 0 24
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,158)
103 -127 440 615 845 1,158 1,158 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 2.7 94.6 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 5 21 20 27 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 560,948
COMMITMENTS
0 9,406 4,674 556,274 546,868 560,948 560,948 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 21,769)
0 -2,264 0 21,769 24,033 21,769 21,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.8 99.2 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 21 19 22 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 450,255
COMMITMENTS
392 760 0 449,863 449,495 450,255 450,255 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 389)
-401 0 0 790 389 389 389 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 99.9 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 29 32 30 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,099
COMMITMENTS
549 1,347 255 41,296 40,652 42,100 42,254 999 845
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -101)
-316 0 0 237 -101 -79 -101 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.1 0.6 95.8 94.3 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 30 25 35 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,842
COMMITMENTS
0 0 0 52,668 52,717 52,668 52,717 174 125
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,950)
-60 0 0 3,215 3,150 3,155 3,150 -205 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 0 0 37 32 37 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,528
COMMITMENTS
50 0 0 68,978 69,423 69,028 69,423 500 105
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,100)
0 -580 0 1,100 1,680 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.2 99.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 0 35 34 36 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,416
COMMITMENTS
0 0 0 18,276 18,296 18,276 18,296 140 120
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 242,176
COMMITMENTS
392 0 0 241,784 242,176 242,176 242,176 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,504)
-392 0 0 5,896 5,504 5,504 5,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 24 20 25 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,210
COMMITMENTS
1,290 184 0 7,797 8,619 9,087 8,803 123 407
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 213)
-110 44 0 389 147 279 191 -66 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.0 0.0 84.7 93.6 98.7 95.6 1.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 19 18 22 19
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,555
COMMITMENTS
100 225 0 7,025 7,330 7,125 7,555 430 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 45)
0 50 0 45 -5 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.0 0.0 93.0 97.0 94.3 100.0 5.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 13 13 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,815
COMMITMENTS
0 550 0 18,815 18,125 18,815 18,675 0 140
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 100.0 96.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 23 20 23 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,085
COMMITMENTS
0 325 0 21,900 21,700 21,900 22,025 185 60
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 595)
0 250 0 590 345 590 595 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 99.2 98.3 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 27 25 27 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,171
COMMITMENTS
110 82 44 18,806 17,921 18,960 18,047 211 1,124
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 415)
110 0 0 411 647 521 647 -106 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.2 98.1 93.5 98.9 94.1 1.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 27 26 29 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,916
COMMITMENTS
60 4,708 276 63,135 58,717 63,471 63,701 445 215
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,145)
35 -367 27 1,083 1,455 1,145 1,115 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.4 0.4 98.8 91.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 34 30 38 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,544
COMMITMENTS
406 12,680 1,712 73,395 61,047 75,513 75,439 31 105
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,880)
35 1,332 12 1,813 491 1,860 1,835 20 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 16.8 2.3 97.2 80.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 11 5 34 35 39 47
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,630
COMMITMENTS
1,030 0 0 48,580 49,630 49,610 49,630 20 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,250)
120 0 0 5,130 5,250 5,250 5,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 29 16 30 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,455
COMMITMENTS
895 0 0 50,500 51,455 51,395 51,455 60 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 5,055)
160 0 0 4,895 5,055 5,055 5,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.1 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 30 17 31 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 362,105
COMMITMENTS
30,060 25,728 2,415 329,630 333,962 362,105 362,105 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 9,350)
5,407 0 -384 4,327 9,734 9,350 9,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.1 0.7 91.0 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 26 32 29 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,059
COMMITMENTS
5,200 2,376 529 22,110 24,536 27,839 27,441 220 618
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 646)
94 177 81 469 364 644 622 2 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 8.5 1.9 78.8 87.4 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 5 26 30 31 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,803
COMMITMENTS
347 3,009 1,329 32,127 29,465 33,803 33,803 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,078)
0 385 0 1,078 693 1,078 1,078 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.9 3.9 95.0 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 3 14 15 20 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 388,803
COMMITMENTS
0 1,586 0 388,803 387,217 388,803 388,803 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -32,111)
0 0 0 -32,111 -32,111 -32,111 -32,111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 18 21 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,927
COMMITMENTS
636 377 0 30,227 30,103 30,863 30,480 64 447
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,566)
0 0 0 -1,566 -1,546 -1,566 -1,546 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.2 0.0 97.7 97.3 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 17 21 19 23
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 130,067
COMMITMENTS
0 7,065 0 130,067 123,002 130,067 130,067 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 11 12 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,394
COMMITMENTS
2,112 0 430 13,765 15,144 16,307 15,574 87 820
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 265)
198 -2 2 65 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 2.6 84.0 92.4 99.5 95.0 0.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 20 22 24 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 195,381
COMMITMENTS
29,580 0 1,604 164,197 193,777 195,381 195,381 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 784)
0 0 0 784 784 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 0.8 84.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 20 23 23 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,743
COMMITMENTS
14 758 149 15,520 14,432 15,683 15,339 60 404
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 84)
-69 212 -77 230 -74 84 61 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.8 0.9 98.6 91.7 99.6 97.4 0.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 23 25 25 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 169,630
COMMITMENTS
1,986 0 2,711 164,933 166,919 169,630 169,630 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,353)
-784 0 784 6,353 5,569 6,353 6,353 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.6 97.2 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 23 20 25 22
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,315
COMMITMENTS
0 300 0 8,075 7,935 8,075 8,235 240 80
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 97.1 95.4 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,485
COMMITMENTS
78 0 0 16,407 16,485 16,485 16,485 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -103)
0 0 0 -103 -103 -103 -103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 21 16 21
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,495
COMMITMENTS
0 1,050 0 9,415 8,335 9,415 9,385 80 110
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 630)
0 200 0 630 330 630 530 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 0.0 99.2 87.8 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 16 20 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 755,440
COMMITMENTS
70,735 25,882 81,376 603,329 648,182 755,440 755,440 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 56,702)
13,651 2,899 1,157 41,894 52,646 56,702 56,702 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.4 10.8 79.9 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 4 23 19 29 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,945
COMMITMENTS
0 525 0 22,545 22,420 22,545 22,945 400 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 805)
0 0 0 915 1,055 915 1,055 -110 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 98.3 97.7 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 16 21 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,515
COMMITMENTS
0 525 0 20,045 19,910 20,045 20,435 470 80
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 810)
0 0 0 910 1,060 910 1,060 -100 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 97.7 97.1 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 12 18 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,364
COMMITMENTS
250 225 0 23,114 23,139 23,364 23,364 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 305 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 23 20 24 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,854
COMMITMENTS
250 0 0 21,604 21,854 21,854 21,854 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 16 22 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,695
COMMITMENTS
0 500 0 19,060 19,195 19,060 19,695 635 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 96.8 97.5 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 8 16 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,155
COMMITMENTS
0 0 0 15,825 15,995 15,825 15,995 330 160
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.0 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 25 11 25 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,482
COMMITMENTS
25 200 0 17,082 17,122 17,107 17,322 375 160
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 445)
0 0 0 445 445 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 0.0 97.7 97.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 25 15 26 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,934
COMMITMENTS
3,110 1,060 50 119,774 121,824 122,934 122,934 0 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 4,034)
-100 0 0 4,134 4,034 4,034 4,034 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 0.0 97.4 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 1 36 34 39 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,224
COMMITMENTS
4,080 1,735 275 124,854 127,144 129,209 129,154 15 70
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,920)
150 50 75 3,695 3,790 3,920 3,915 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.3 0.2 96.6 98.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 2 36 37 42 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 153,599
COMMITMENTS
15,896 12,772 5,266 131,792 135,015 152,954 153,054 645 545
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,761)
-454 -522 -119 3,847 3,917 3,273 3,276 488 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.3 3.4 85.8 87.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 10 14 45 43 63 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,590
COMMITMENTS
1,610 2,395 2,500 104,388 103,695 108,498 108,590 92 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,380)
0 -1,200 1,200 1,180 2,380 2,380 2,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.2 2.3 96.1 95.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 4 40 36 46 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,615
COMMITMENTS
395 805 60 23,160 22,680 23,615 23,545 0 70
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 575)
0 0 0 575 575 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.4 0.3 98.1 96.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 25 14 26 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,595
COMMITMENTS
25 0 125 18,415 18,430 18,565 18,555 30 40
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -290)
0 0 0 -290 -290 -290 -290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 99.0 99.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 23 11 24 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,123
COMMITMENTS
334 300 5 29,714 29,533 30,053 29,838 70 285
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 545)
0 0 0 545 345 545 345 0 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.6 98.0 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 29 29 31 31
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 12,478
COMMITMENTS
0 0 0 12,478 12,358 12,478 12,358 0 120
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 705)
0 0 0 715 585 715 585 -10 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 17 17 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,130
COMMITMENTS
3,428 1,770 225 26,192 27,995 29,845 29,990 285 140
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 455)
275 -25 25 155 450 455 450 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.9 0.7 86.9 92.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 2 20 25 24 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,592
COMMITMENTS
1,930 0 0 23,470 25,537 25,400 25,537 192 55
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 145)
-25 0 0 316 145 291 145 -146 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 91.7 99.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 22 22 24 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,514
COMMITMENTS
211 1,070 90 32,158 31,354 32,459 32,514 55 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 666)
-10 315 10 856 401 856 726 -190 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.3 0.3 98.9 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 27 29 29 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,077
COMMITMENTS
0 125 140 22,527 22,812 22,667 23,077 410 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -501)
0 0 0 -511 -471 -511 -471 10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.6 97.6 98.9 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 25 26 26 27
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,616
COMMITMENTS
0 702 0 19,452 18,594 19,452 19,296 164 320
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.2 94.8 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 19 17 19 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,283
COMMITMENTS
0 300 0 15,149 14,763 15,149 15,063 134 220
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 579)
0 0 0 574 579 574 579 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 99.1 96.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 13 18 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,679
COMMITMENTS
1,629 900 20 34,840 35,654 36,489 36,574 190 105
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -620)
0 0 0 -620 -660 -620 -660 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.5 0.1 95.0 97.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 29 27 33 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,395
COMMITMENTS
935 0 0 14,340 15,395 15,275 15,395 120 0
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 610)
-100 0 0 710 666 610 666 0 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 93.1 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,138
COMMITMENTS
1,918 50 0 13,170 15,058 15,088 15,108 50 30
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 455)
-80 0 0 565 425 485 425 -30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.3 0.0 87.0 99.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 24 25 25 26
Updated November 30, 2015