CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 27,513
COMMITMENTS
12,503 3,637 1,264 13,682 22,613 27,448 27,513 65 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 2,511)
2,733 -3 487 -714 2,028 2,506 2,511 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 13.2 4.6 49.7 82.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 8 9 10 26 19
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,307
COMMITMENTS
5,373 6,264 1,021 19,913 19,022 26,307 26,307 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 427)
5 500 -5 427 -68 427 427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 23.8 3.9 75.7 72.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 2 8 8 15 13
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,495
COMMITMENTS
4,562 4,572 2,850 27,083 27,073 34,495 34,495 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 398)
625 -60 1,217 -1,444 -759 398 398 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.3 8.3 78.5 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 6 6 13 10 23 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,979,320
COMMITMENTS
338,037 288,494 773,462 2833286 2902975 3944785 3964931 34,535 14,389
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 32,186)
4,173 16,939 12,564 15,254 2,913 31,991 32,416 195 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.2 19.4 71.2 73.0 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
30 41 55 138 119 198 186
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,806,155
COMMITMENTS
134,160 85,220 795,635 876,224 924,550 1806019 1805405 136 750
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 35,251)
2,863 5,607 16,953 15,595 12,713 35,410 35,272 -159 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.7 44.1 48.5 51.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 17 39 50 53 91 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,991
COMMITMENTS
8,179 6,183 2,576 209,773 217,972 220,528 226,731 13,463 7,260
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -25,293)
-1,494 -2,144 -702 -21,833 -24,085 -24,029 -26,931 -1,264 1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.6 1.1 89.7 93.2 94.2 96.9 5.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 7 5 35 33 43 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,336
COMMITMENTS
2,595 217 1,189 101,268 105,780 105,052 107,186 6,284 4,150
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -16,108)
-3,025 0 -429 -13,043 -15,345 -16,497 -15,774 389 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 1.1 91.0 95.0 94.4 96.3 5.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 27 30 30 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,091
COMMITMENTS
91 7,571 2,520 192,098 181,711 194,709 191,802 8,382 11,289
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -9,104)
0 -2,567 -771 -8,380 -5,719 -9,151 -9,057 47 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.2 94.6 89.5 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 3 28 29 31 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 631,173
COMMITMENTS
8,888 1,014 2,837 611,563 623,706 623,288 627,557 7,885 3,616
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -30,914)
1,887 -180 950 -31,205 -31,394 -28,368 -30,624 -2,546 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 96.9 98.8 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 5 51 37 59 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,844
COMMITMENTS
0 9,417 2,758 311,542 305,406 314,300 317,581 9,544 6,263
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -9,404)
-1,426 -655 1,745 -10,121 -9,265 -9,802 -8,175 398 -1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.9 96.2 94.3 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 7 4 38 37 42 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,496
COMMITMENTS
3,337 2,895 5,282 201,683 202,788 210,302 210,965 5,194 4,531
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -25,693)
-841 265 -974 -23,963 -25,070 -25,778 -25,779 85 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.3 2.5 93.6 94.1 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 5 35 40 41 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,518
COMMITMENTS
1,346 1,304 2,370 81,945 82,336 85,661 86,010 7,857 7,508
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -15,624)
105 -2,805 -1,315 -14,571 -11,733 -15,781 -15,853 157 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.4 2.5 87.6 88.0 91.6 92.0 8.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 21 25 24 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,040
COMMITMENTS
1,335 5,854 1,992 87,041 84,126 90,368 91,972 6,672 5,068
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -8,328)
266 -1,423 -863 -7,908 -6,574 -8,505 -8,860 177 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.0 2.1 89.7 86.7 93.1 94.8 6.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 31 27 35 31
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,774
COMMITMENTS
390 270 0 14,630 14,994 15,020 15,264 754 510
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -5,921)
0 -341 0 -5,580 -5,574 -5,580 -5,915 -341 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.7 0.0 92.7 95.1 95.2 96.8 4.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 11 14 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,005
COMMITMENTS
305 1,981 1,348 62,758 58,106 64,411 61,435 6,594 9,570
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -7,270)
175 -1,102 -55 -7,065 -5,453 -6,945 -6,610 -325 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 1.9 88.4 81.8 90.7 86.5 9.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 16 19 18 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,667
COMMITMENTS
0 0 0 167,942 166,604 167,942 166,604 5,725 7,063
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -12,869)
-390 0 0 -12,082 -13,521 -12,472 -13,521 -397 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 95.9 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 21 28 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,425
COMMITMENTS
0 0 0 78,800 81,079 78,800 81,079 6,625 4,346
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,306)
0 0 0 -4,573 -5,856 -4,573 -5,856 -1,733 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 94.9 92.2 94.9 7.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 14 21 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 328,887
COMMITMENTS
1,216 28 3,612 309,760 314,372 314,588 318,012 14,299 10,875
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -20,067)
352 28 -437 -20,108 -20,518 -20,193 -20,927 126 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.1 94.2 95.6 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 1 46 40 48 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,491
COMMITMENTS
1,708 0 2,135 58,016 53,563 61,859 55,698 5,632 11,793
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -9,536)
1,083 -720 -1,295 -9,251 -8,127 -9,463 -10,142 -73 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 3.2 86.0 79.4 91.7 82.5 8.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 21 17 23 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,242
COMMITMENTS
207 0 1,102 55,837 57,065 57,146 58,167 5,096 4,075
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -7,158)
178 -695 -1,084 -6,993 -5,705 -7,899 -7,484 741 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.8 89.7 91.7 91.8 93.5 8.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 17 18 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,832
COMMITMENTS
2,036 0 0 58,761 59,355 60,797 59,355 1,035 2,477
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -45,039)
-4,277 -4,140 0 -40,457 -40,873 -44,734 -45,013 -305 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 95.0 96.0 98.3 96.0 1.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 16 17 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,244
COMMITMENTS
5,761 4,140 0 77,964 79,640 83,725 83,780 1,519 1,464
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -36,770)
-5,074 -4,588 -527 -31,174 -30,259 -36,775 -35,374 5 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.9 0.0 91.5 93.4 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 6 0 26 29 31 35
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,738
COMMITMENTS
0 1,764 0 31,528 29,312 31,528 31,076 210 662
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -16,306)
0 -961 0 -16,147 -15,184 -16,147 -16,145 -159 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 99.3 92.4 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 13 24 13 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,988
COMMITMENTS
2,314 128 1,421 170,646 170,290 174,381 171,839 4,607 7,149
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -693)
2,314 -620 -238 -3,073 -487 -997 -1,345 304 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.8 95.3 95.1 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 33 31 35 32
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,974
COMMITMENTS
0 2,370 0 18,220 16,064 18,220 18,434 754 540
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -5,208)
0 -899 0 -4,804 -3,565 -4,804 -4,464 -404 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 0.0 96.0 84.7 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 8 15 10
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,225
COMMITMENTS
3,165 636 999 52,028 61,607 56,192 63,242 9,033 1,983
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,947)
1,257 159 -1,815 -3,597 -2,559 -4,155 -4,215 -792 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.0 1.5 79.8 94.5 86.2 97.0 13.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 18 20 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,965
COMMITMENTS
0 3,970 3,836 83,221 79,328 87,057 87,134 7,908 7,831
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,255)
0 -754 -141 -6,059 -5,197 -6,200 -6,092 -55 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 4.0 87.6 83.5 91.7 91.8 8.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 20 24 22 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,473
COMMITMENTS
4,731 0 1,288 91,657 97,657 97,676 98,945 5,797 4,528
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,107)
2,996 0 -498 -4,598 -3,399 -2,100 -3,897 -2,007 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.2 88.6 94.4 94.4 95.6 5.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 19 17 23 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,309
COMMITMENTS
0 0 0 98,912 102,554 98,912 102,554 7,397 3,755
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 14,233)
-791 -330 -1,038 13,040 13,793 11,211 12,425 3,022 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 96.5 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 16 21 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,918
COMMITMENTS
0 792 614 101,825 101,788 102,439 103,194 6,479 5,724
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -9,066)
-1,439 -1,752 318 -7,480 -9,546 -8,601 -10,980 -465 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.6 93.5 93.5 94.1 94.7 5.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 21 18 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,594
COMMITMENTS
1,931 14,944 1,920 163,913 157,524 167,764 174,388 11,830 5,206
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -17,215)
-785 -3,349 -390 -17,180 -13,116 -18,355 -16,855 1,140 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.3 1.1 91.3 87.7 93.4 97.1 6.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 3 31 27 34 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,241
COMMITMENTS
210 1,080 0 23,491 22,921 23,701 24,001 540 240
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -20,057)
-2,536 -930 0 -17,635 -19,092 -20,171 -20,022 114 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.5 0.0 96.9 94.6 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 12 13 13 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,598
COMMITMENTS
1,980 540 0 35,920 38,398 37,900 38,938 1,698 660
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -11,315)
-496 -1,581 0 -9,982 -9,143 -10,478 -10,724 -837 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.4 0.0 90.7 97.0 95.7 98.3 4.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 15 13 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 207,687
COMMITMENTS
2,116 8,748 3,158 196,896 192,816 202,170 204,722 5,517 2,965
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -20,185)
-1,405 421 -26 -17,945 -19,187 -19,376 -18,792 -809 -1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.2 1.5 94.8 92.8 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 3 5 41 36 49 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 97,254
COMMITMENTS
0 55 334 95,177 94,580 95,511 94,969 1,743 2,285
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -7,166)
0 55 334 -7,228 -8,175 -6,894 -7,786 -272 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.3 97.9 97.3 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 28 30 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,827
COMMITMENTS
0 0 0 60,412 55,517 60,412 55,517 6,415 11,310
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -8,127)
0 0 0 -6,976 -8,011 -6,976 -8,011 -1,151 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 83.1 90.4 83.1 9.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 18 18 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,963
COMMITMENTS
0 248 0 56,275 62,418 56,275 62,666 8,688 2,297
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -9,382)
0 -360 0 -8,427 -9,186 -8,427 -9,546 -955 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 86.6 96.1 86.6 96.5 13.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 25 20 25 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 72,850
COMMITMENTS
2,134 0 0 65,722 69,307 67,856 69,307 4,994 3,543
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,876)
0 0 0 -3,213 -4,334 -3,213 -4,334 -1,663 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 90.2 95.1 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 11 17 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 145,940
COMMITMENTS
17,164 3,316 14,343 113,985 128,091 145,492 145,750 448 191
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -680)
344 -1,946 1,426 -1,979 -94 -210 -615 -471 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.3 9.8 78.1 87.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 11 16 46 51 66 71
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 66,599
COMMITMENTS
241 4,742 3,450 62,884 58,407 66,575 66,599 24 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,301)
-2 463 -50 1,329 889 1,277 1,301 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.1 5.2 94.4 87.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 7 4 26 23 30 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 539,984
COMMITMENTS
28,014 14,839 14,899 497,071 510,246 539,984 539,984 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 18,905)
0 3,152 0 18,905 15,753 18,905 18,905 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.7 2.8 92.1 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 4 17 21 21 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,707,549
COMMITMENTS
34,179 37,434 34,764 1638606 1635351 1707549 1707549 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -75,372)
-3,585 -2,897 -791 -70,996 -71,684 -75,372 -75,372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.2 2.0 96.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 5 36 42 43 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,439
COMMITMENTS
2,258 746 4,338 62,843 64,356 69,439 69,439 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,290)
-80 -292 -231 -1,970 -1,758 -2,281 -2,281 -9 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.1 6.2 90.5 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 6 25 23 32 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 602,602
COMMITMENTS
5,821 7,616 18,805 577,976 576,181 602,602 602,602 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 14,792)
3,281 -951 -4,904 16,415 20,647 14,792 14,792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.3 3.1 95.9 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 20 16 22 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 486,864
COMMITMENTS
16,383 8,001 7,449 463,032 471,414 486,864 486,864 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -39,818)
-23 -23 -1,609 -38,186 -38,186 -39,818 -39,818 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.6 1.5 95.1 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 1 31 28 33 31
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,116
COMMITMENTS
1,989 1,798 2,077 42,183 42,223 46,249 46,098 867 1,018
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,554)
-313 -83 0 -2,432 -2,768 -2,745 -2,851 191 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.8 4.4 89.5 89.6 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 2 22 24 27 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,682
COMMITMENTS
35 220 25 52,999 53,354 53,059 53,599 623 83
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,277)
35 -40 -35 -4,265 -4,196 -4,265 -4,271 -12 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.0 98.7 99.4 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 33 29 34 31
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 2,950
COMMITMENTS
200 50 0 2,700 2,850 2,900 2,900 50 50
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,250)
50 -100 0 -2,300 -1,900 -2,250 -2,000 0 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.7 0.0 91.5 96.6 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 14 11 15
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,260
COMMITMENTS
0 630 80 69,241 69,489 69,321 70,199 939 61
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,380)
-40 -50 0 -6,567 -6,325 -6,607 -6,375 227 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 98.5 98.9 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 1 1 35 30 36 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,400
COMMITMENTS
1,200 0 0 18,175 19,400 19,375 19,400 25 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 93.7 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 24 17 25 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 262,352
COMMITMENTS
0 7,888 5,912 256,440 248,552 262,352 262,352 0 0
CHANGES FROM 09/01/15 (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 3.0 2.3 97.7 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 23 22 25 25
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,691
COMMITMENTS
1,381 407 21 6,121 7,071 7,523 7,499 168 192
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 5.3 0.3 79.6 91.9 97.8 97.5 2.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 20 22 22 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,435
COMMITMENTS
1,180 525 20 18,235 18,850 19,435 19,395 0 40
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 250)
0 200 0 250 50 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.7 0.1 93.8 97.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 23 21 24 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,110
COMMITMENTS
0 750 120 14,660 14,215 14,780 15,085 330 25
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -120 -120 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.8 97.0 94.1 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 26 22 27 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,836
COMMITMENTS
611 0 131 16,925 16,561 17,667 16,692 169 1,144
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 59)
0 -42 0 59 59 59 17 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.7 94.9 92.9 99.1 93.6 0.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 26 24 27 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,430
COMMITMENTS
0 7,020 2,045 51,804 45,082 53,849 54,147 581 283
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,764)
0 -1,122 -50 -2,980 -1,655 -3,030 -2,827 266 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.9 3.8 95.2 82.8 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 3 32 26 35 31
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,411
COMMITMENTS
299 8,215 3,714 59,344 51,386 63,357 63,315 54 96
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,969)
118 -2,317 290 -2,387 48 -1,979 -1,979 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.0 5.9 93.6 81.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 7 5 33 31 39 39
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,300
COMMITMENTS
910 0 0 44,350 45,300 45,260 45,300 40 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,350)
-170 0 0 -4,170 -4,350 -4,340 -4,350 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 29 16 31 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,870
COMMITMENTS
740 0 0 45,030 45,870 45,770 45,870 100 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -4,940)
-195 0 0 -4,735 -4,940 -4,930 -4,940 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.2 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 28 19 29 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 330,576
COMMITMENTS
43,974 1,936 23,528 263,074 305,112 330,576 330,576 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -24,472)
-9,624 -408 2,784 -17,632 -26,848 -24,472 -24,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.6 7.1 79.6 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 3 26 33 31 38
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,587
COMMITMENTS
4,168 556 876 17,420 20,856 22,464 22,288 123 299
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,665)
-316 -61 -37 -1,308 -1,611 -1,661 -1,709 -4 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 2.5 3.9 77.1 92.3 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 5 26 31 32 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,233
COMMITMENTS
3,027 399 406 35,800 38,428 39,233 39,233 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,035)
104 170 -61 -2,078 -2,144 -2,035 -2,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.0 1.0 91.2 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 4 2 17 13 24 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 470,008
COMMITMENTS
0 15,644 6,310 463,698 448,054 470,008 470,008 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -24,024)
0 0 -1,224 -22,800 -22,800 -24,024 -24,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.3 98.7 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 20 17 21 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 36,982
COMMITMENTS
1,402 170 2,292 33,097 33,627 36,791 36,089 191 893
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,998)
-1,077 -63 -105 -1,753 -2,830 -2,935 -2,998 -63 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 6.2 89.5 90.9 99.5 97.6 0.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 17 19 21 22
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 51,220
COMMITMENTS
0 3,121 0 51,220 48,099 51,220 51,220 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,560)
0 -1,224 0 -6,560 -5,336 -6,560 -6,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 13 13 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,864
COMMITMENTS
2,054 127 379 14,239 15,236 16,672 15,742 192 1,122
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,109)
-64 -105 -63 -898 -1,513 -1,025 -1,681 -84 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.8 2.2 84.4 90.3 98.9 93.3 1.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 19 20 23 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 184,288
COMMITMENTS
15,229 0 5,524 163,535 178,764 184,288 184,288 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -13,480)
408 0 -408 -13,480 -13,072 -13,480 -13,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 3.0 88.7 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 23 21 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,061
COMMITMENTS
950 232 23 11,067 11,210 12,040 11,465 21 596
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,576)
-236 0 -61 -1,258 -1,389 -1,555 -1,450 -21 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.9 0.2 91.8 92.9 99.8 95.1 0.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 19 22 22 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 114,695
COMMITMENTS
5,057 0 0 109,638 114,695 114,695 114,695 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -11,032)
-1,224 0 0 -9,808 -11,032 -11,032 -11,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 20 23 20
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,817
COMMITMENTS
404 0 666 17,747 18,151 18,817 18,817 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 308)
0 0 0 308 308 308 308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.5 94.3 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 14 16 15 17
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 164,228
COMMITMENTS
5,153 0 0 159,075 164,228 164,228 164,228 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 278)
0 0 0 278 278 278 278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 16 14 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,500
COMMITMENTS
0 200 0 7,960 8,235 7,960 8,435 540 65
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,065)
0 -100 0 -1,020 -965 -1,020 -1,065 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 93.6 96.9 93.6 99.2 6.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 142,723
COMMITMENTS
2,706 5,750 22,033 117,605 114,618 142,344 142,401 380 323
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 27,991)
-274 -717 5,786 22,916 23,394 28,428 28,463 -437 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.0 15.4 82.4 80.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 4 21 18 26 22
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,935
COMMITMENTS
0 675 0 23,545 23,260 23,545 23,935 390 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,665)
0 -75 0 -1,700 -1,590 -1,700 -1,665 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 98.4 97.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 16 20 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,760
COMMITMENTS
0 675 0 20,190 20,025 20,190 20,700 570 60
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,130)
0 -75 0 -1,095 -1,055 -1,095 -1,130 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 97.3 96.5 97.3 99.7 2.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 10 16 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,599
COMMITMENTS
150 0 0 22,449 22,599 22,599 22,599 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,330)
-50 0 0 -3,280 -3,330 -3,330 -3,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 21 21 23 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,285
COMMITMENTS
0 0 0 21,185 21,285 21,185 21,285 100 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,916)
-175 0 0 -2,841 -2,916 -3,016 -2,916 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,435
COMMITMENTS
0 0 0 12,105 12,340 12,105 12,340 330 95
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,220)
-25 0 0 -1,165 -1,245 -1,190 -1,245 -30 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.2 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 24 10 24 10
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,157
COMMITMENTS
0 0 0 12,817 13,082 12,817 13,082 340 75
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,610)
-25 0 0 -1,560 -1,685 -1,585 -1,685 -25 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.4 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 26 12 26 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,706
COMMITMENTS
3,150 900 50 104,486 106,576 107,686 107,526 20 180
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -10,490)
-455 -200 -45 -9,990 -10,235 -10,490 -10,480 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 0.0 97.0 99.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 1 36 31 39 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,165
COMMITMENTS
1,550 1,090 300 113,300 113,695 115,150 115,085 15 80
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -11,516)
-105 -380 -35 -11,361 -11,098 -11,501 -11,513 -15 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.9 0.3 98.4 98.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 3 40 35 45 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 138,710
COMMITMENTS
17,418 5,932 3,649 117,470 128,959 138,537 138,540 173 170
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,586)
-1,237 -713 -202 -5,123 -5,626 -6,562 -6,541 -24 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 4.3 2.6 84.7 93.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 9 8 43 41 56 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,491
COMMITMENTS
970 3,190 2,720 96,698 94,521 100,388 100,431 103 60
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,879)
25 15 -240 -3,656 -3,714 -3,871 -3,939 -8 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.2 2.7 96.2 94.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 5 38 36 44 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,775
COMMITMENTS
0 175 125 22,600 22,385 22,725 22,685 50 90
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,035)
0 -130 100 -2,170 -2,095 -2,070 -2,125 35 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.5 99.2 98.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 28 12 29 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,995
COMMITMENTS
0 25 150 19,805 19,730 19,955 19,905 40 90
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,295)
0 -80 50 -1,325 -1,255 -1,275 -1,285 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.8 99.0 98.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 25 10 26 11
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 27,039
COMMITMENTS
0 930 145 26,620 25,714 26,765 26,789 274 250
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -970)
-50 5 -30 -925 -925 -1,005 -950 35 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.5 98.5 95.1 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 27 26 28 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,640
COMMITMENTS
740 0 160 9,740 10,480 10,640 10,640 0 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -80)
0 0 0 -80 -80 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 1.5 91.5 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 17 17 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,541
COMMITMENTS
2,708 2,170 350 25,853 27,001 28,911 29,521 630 20
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,715)
-75 50 -50 -1,630 -1,715 -1,755 -1,715 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 7.3 1.2 87.5 91.4 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 20 23 24 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,030
COMMITMENTS
2,035 0 60 20,211 22,970 22,306 23,030 724 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,108)
-252 0 0 -930 -1,108 -1,182 -1,108 74 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.3 87.8 99.7 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 23 21 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,907
COMMITMENTS
90 150 450 28,008 28,271 28,548 28,871 359 36
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 101)
-160 135 250 -114 -280 -24 105 125 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 1.6 96.9 97.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 24 25 26 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,960
COMMITMENTS
600 470 0 23,105 23,490 23,705 23,960 255 0
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -360)
0 20 0 -445 -80 -445 -60 85 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.0 0.0 96.4 98.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 24 24 25 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,959
COMMITMENTS
0 760 0 14,774 13,879 14,774 14,639 185 320
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -865)
0 -50 0 -948 -1,135 -948 -1,185 83 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 98.8 92.8 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 12 18 13
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,206
COMMITMENTS
0 0 0 10,306 10,946 10,306 10,946 900 260
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -343)
0 0 0 -428 -188 -428 -188 85 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 97.7 92.0 97.7 8.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,815
COMMITMENTS
1,825 2,345 230 31,516 31,010 33,571 33,585 244 230
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,125)
0 -35 -15 -1,105 -1,060 -1,120 -1,110 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.9 0.7 93.2 91.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 27 23 30 25
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 12,526
COMMITMENTS
2,037 0 0 10,319 12,506 12,356 12,506 170 20
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -495)
-90 0 0 -395 -495 -485 -495 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 0.0 82.4 99.8 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 17 19 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,404
COMMITMENTS
2,185 0 100 10,844 13,279 13,129 13,379 275 25
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -845)
-140 -50 -25 -700 -755 -865 -830 20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 0.7 80.9 99.1 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 23 19 25 20
Updated September 11, 2015