CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 22,346
COMMITMENTS
8,721 3,543 1,026 12,549 17,776 22,296 22,346 50 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -5,133)
-4,050 889 -604 -438 -5,417 -5,093 -5,133 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 15.9 4.6 56.2 79.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 5 5 8 10 20 18
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,344
COMMITMENTS
5,283 6,464 1,012 22,048 20,868 28,344 28,344 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 829)
-96 0 -3 927 832 829 829 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.8 3.6 77.8 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 8 7 15 13
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,001
COMMITMENTS
5,692 4,097 5,344 31,966 33,560 43,001 43,001 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,539)
2,030 -79 -2,924 -645 1,465 -1,539 -1,539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.5 12.4 74.3 78.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 4 7 12 10 22 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,839,185
COMMITMENTS
304,392 358,493 615,075 2875110 2851083 3794577 3824651 44,608 14,534
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -175,832)
2,219 45,110 -104,178 -80,750 -118,620 -182,709 -177,688 6,877 1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.3 16.0 74.9 74.3 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
28 39 50 134 117 191 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,707,520
COMMITMENTS
98,365 69,033 770,129 838,951 867,550 1707444 1706712 76 808
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -321,146)
-26,837 17,470 -180,911 -113,336 -157,779 -321,084 -321,221 -62 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.0 45.1 49.1 50.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 22 39 47 49 87 89
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,828
COMMITMENTS
7,454 4,829 2,514 216,805 226,546 226,773 233,889 13,055 5,939
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 8,087)
-322 413 137 9,406 7,779 9,221 8,329 -1,134 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.0 1.0 90.4 94.5 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 4 37 36 44 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,116
COMMITMENTS
3,291 279 1,718 105,458 111,547 110,467 113,544 7,649 4,572
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 4,647)
-704 0 645 5,150 3,579 5,091 4,224 -444 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 1.5 89.3 94.4 93.5 96.1 6.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 26 32 28 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,259
COMMITMENTS
1,832 5,855 2,935 202,048 196,476 206,815 205,266 7,444 8,993
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,230)
1,088 -1,205 -55 5,188 7,824 6,221 6,564 9 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.7 1.4 94.3 91.7 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 32 33 35 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 645,714
COMMITMENTS
9,711 2,599 4,160 622,869 633,659 636,740 640,418 8,974 5,296
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,079)
4,254 739 902 -289 4,341 4,867 5,982 1,212 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.4 0.6 96.5 98.1 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 6 50 37 58 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,770
COMMITMENTS
5,396 3,908 1,742 327,621 332,418 334,759 338,068 10,011 6,702
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 14,448)
2,773 -2,372 -970 11,208 18,003 13,011 14,661 1,437 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.1 0.5 95.0 96.4 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 5 5 38 41 44 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,941
COMMITMENTS
6,712 2,342 3,949 216,639 221,452 227,300 227,743 4,641 4,198
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,891)
1,309 -684 -29 1,458 4,086 2,738 3,373 153 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 1.7 93.4 95.5 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 3 36 44 41 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,562
COMMITMENTS
341 3,795 3,058 95,572 91,869 98,971 98,722 6,591 6,840
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 11,018)
-323 2,208 -102 11,673 9,117 11,248 11,223 -230 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.6 2.9 90.5 87.0 93.8 93.5 6.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 21 28 24 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,693
COMMITMENTS
2,952 700 2,014 92,680 94,078 97,646 96,792 6,047 6,901
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,253)
868 109 -155 1,663 2,078 2,376 2,032 -123 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 1.9 89.4 90.7 94.2 93.3 5.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 33 28 35 31
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,152
COMMITMENTS
390 270 0 21,971 21,972 22,361 22,242 791 910
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.2 0.0 94.9 94.9 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 10 15 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,039
COMMITMENTS
1,704 3,389 803 66,411 60,211 68,918 64,403 6,121 10,636
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,050)
365 351 -100 1,279 830 1,544 1,081 -494 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.5 1.1 88.5 80.2 91.8 85.8 8.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 17 21 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,771
COMMITMENTS
248 2,140 0 171,641 169,849 171,889 171,989 5,882 5,782
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,611)
248 2,140 0 716 -467 964 1,673 647 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.0 96.6 95.5 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 30 24 31 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,940
COMMITMENTS
0 0 0 87,653 91,318 87,653 91,318 7,287 3,622
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,674)
0 0 0 2,085 1,975 2,085 1,975 -411 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 96.2 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 18 22 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,065
COMMITMENTS
248 0 0 13,084 13,117 13,332 13,117 733 948
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 93.0 93.3 94.8 93.3 5.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 11 16 11
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 350,711
COMMITMENTS
3,699 372 3,390 335,417 336,606 342,506 340,368 8,205 10,343
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 10,347)
99 372 660 12,285 9,204 13,044 10,236 -2,697 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 1.0 95.6 96.0 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 1 1 51 42 55 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,150
COMMITMENTS
1,204 678 2,513 61,921 57,567 65,638 60,758 6,512 11,392
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,658)
-37 401 159 1,253 520 1,375 1,080 283 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 3.5 85.8 79.8 91.0 84.2 9.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 18 24 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,800
COMMITMENTS
0 1,239 820 56,945 54,386 57,765 56,445 5,035 6,355
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 612)
0 1,175 -888 1,257 -287 369 0 243 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.3 90.7 86.6 92.0 89.9 8.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 17 19 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,609
COMMITMENTS
5,324 6,365 610 95,997 95,817 101,931 102,792 2,678 1,817
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 24,882)
1,541 6,365 610 23,103 17,194 25,254 24,169 -372 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.1 0.6 91.8 91.6 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 5 1 31 30 40 35
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,620
COMMITMENTS
7,548 8,529 2,586 116,897 116,735 127,031 127,850 1,589 770
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 24,855)
-17 4,389 2,586 22,981 17,414 25,550 24,389 -695 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.6 2.0 90.9 90.8 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
8 8 5 36 41 47 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,030
COMMITMENTS
0 1,888 0 68,634 66,015 68,634 67,903 396 1,127
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,350)
0 248 0 6,226 5,761 6,226 6,009 124 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 99.4 95.6 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 15 26 15 28
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,264
COMMITMENTS
3,532 1,118 1,467 192,048 193,312 197,047 195,897 6,217 7,367
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 7,482)
58 553 -100 8,569 6,974 8,527 7,427 -1,045 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.7 94.5 95.1 96.9 96.4 3.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 1 34 36 36 39
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 24,407
COMMITMENTS
0 2,370 0 22,856 20,083 22,856 22,453 1,551 1,954
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,612)
-558 0 0 2,136 1,209 1,578 1,209 34 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 0.0 93.6 82.3 93.6 92.0 6.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 13 17 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,061
COMMITMENTS
2,364 666 1,434 51,591 60,269 55,389 62,369 9,672 2,692
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 80)
-314 30 125 -217 -631 -406 -476 486 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.0 2.2 79.3 92.6 85.1 95.9 14.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 17 20 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,489
COMMITMENTS
362 6,322 3,744 87,329 80,837 91,435 90,903 8,054 8,586
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,499)
95 1,965 -95 2,015 -101 2,015 1,769 484 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.4 3.8 87.8 81.3 91.9 91.4 8.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 21 24 23 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,951
COMMITMENTS
6,443 1,925 726 98,259 108,119 105,428 110,770 8,523 3,181
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 4,144)
1,437 458 -93 -663 3,523 681 3,888 3,463 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.7 0.6 86.2 94.9 92.5 97.2 7.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 2 23 20 27 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,098
COMMITMENTS
5,074 0 0 102,863 109,675 107,937 109,675 3,161 1,423
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 960)
512 0 0 754 1,793 1,266 1,793 -306 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 92.6 98.7 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 24 21 26 21
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,575
COMMITMENTS
445 0 639 104,475 106,288 105,559 106,927 7,016 5,648
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,286)
-784 -1,081 -644 2,960 2,277 1,532 552 754 1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 92.8 94.4 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 17 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,363
COMMITMENTS
1,874 16,190 3,280 167,174 158,100 172,328 177,570 12,035 6,793
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 990)
31 -114 615 533 -985 1,179 -484 -189 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.8 1.8 90.7 85.8 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 4 32 27 36 32
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,233
COMMITMENTS
4,238 0 0 17,707 23,989 21,945 23,989 2,288 244
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.0 0.0 73.1 99.0 90.6 99.0 9.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 12 13 12
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,645
COMMITMENTS
1,350 4,699 0 13,205 9,156 14,555 13,855 90 790
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,527)
0 -124 0 1,651 1,468 1,651 1,344 -124 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 32.1 0.0 90.2 62.5 99.4 94.6 0.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 11 13 13 15
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,086
COMMITMENTS
738 2,079 210 36,650 35,464 37,598 37,753 488 333
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,356)
248 248 0 2,259 2,015 2,507 2,263 -151 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.5 0.6 96.2 93.1 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 15 14 18 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,539
COMMITMENTS
2,476 540 0 44,393 46,252 46,869 46,792 1,670 1,747
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 5,625)
496 0 0 5,402 4,509 5,898 4,509 -273 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.1 0.0 91.5 95.3 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 16 18 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 218,597
COMMITMENTS
1,404 5,842 998 211,391 208,692 213,793 215,532 4,804 3,065
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 4,410)
-1 -1,391 -140 4,073 6,302 3,932 4,771 478 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.7 0.5 96.7 95.5 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 2 42 40 46 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 101,495
COMMITMENTS
0 0 0 96,612 99,029 96,612 99,029 4,883 2,466
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -385)
0 0 0 -1,542 -534 -1,542 -534 1,157 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 97.6 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 28 27 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,562
COMMITMENTS
0 0 0 68,561 66,198 68,561 66,198 6,001 8,364
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 4,096)
0 0 0 4,888 7,116 4,888 7,116 -792 -3,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 88.8 92.0 88.8 8.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 22 20 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,762
COMMITMENTS
0 0 0 64,342 69,426 64,342 69,426 8,420 3,336
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,331)
0 0 0 2,484 3,305 2,484 3,305 -153 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 95.4 88.4 95.4 11.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 21 24 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 85,345
COMMITMENTS
2,258 0 0 75,968 81,408 78,226 81,408 7,119 3,937
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 4,365)
124 0 0 3,877 4,517 4,001 4,517 364 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 89.0 95.4 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 153,003
COMMITMENTS
19,740 6,812 10,534 120,696 133,733 150,969 151,079 2,033 1,923
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 3,581)
657 639 -685 2,191 1,987 2,163 1,941 1,417 1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.5 6.9 78.9 87.4 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 14 18 47 52 68 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,673
COMMITMENTS
192 2,530 2,087 58,370 56,056 60,649 60,673 24 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -679)
91 -1,194 -21 -749 536 -679 -679 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.2 3.4 96.2 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 6 3 26 24 30 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 543,432
COMMITMENTS
1,053 9,895 10,289 532,090 523,248 543,432 543,432 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 8,731)
-337 -519 -337 9,405 9,587 8,731 8,731 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 1.9 97.9 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 4 18 21 22 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,735,658
COMMITMENTS
28,972 29,282 21,139 1685547 1685237 1735658 1735658 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -411)
2,792 -5,432 -3,920 717 8,941 -411 -411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.7 1.2 97.1 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 5 5 36 43 44 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,710
COMMITMENTS
1,295 636 876 67,532 68,191 69,703 69,703 7 7
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 3,685)
395 59 -620 3,910 4,246 3,685 3,685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.9 1.3 96.9 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 4 24 24 29 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 632,748
COMMITMENTS
3,911 11,128 3,906 624,931 617,714 632,748 632,748 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 54,311)
337 952 0 53,974 53,359 54,311 54,311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 0.6 98.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 20 18 23 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 512,602
COMMITMENTS
4,241 7,600 392 507,969 504,610 512,602 512,602 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 5,816)
9 -383 -9 5,816 6,208 5,816 5,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.1 99.1 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 31 31 34 33
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,795
COMMITMENTS
909 2,523 298 45,548 44,018 46,755 46,839 1,040 956
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,246)
44 86 0 903 1,138 947 1,224 299 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.3 0.6 95.3 92.1 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 3 26 25 32 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,780
COMMITMENTS
0 90 60 56,145 56,499 56,205 56,649 575 131
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 398)
-35 65 35 446 250 446 350 -48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 98.9 99.5 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 1 35 32 36 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,993
COMMITMENTS
40 705 0 71,317 71,179 71,357 71,884 636 109
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 693)
0 0 0 996 645 996 645 -303 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.0 99.1 98.9 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 0 37 35 38 36
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,469
COMMITMENTS
100 0 0 19,349 19,469 19,449 19,469 20 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 19 24 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 262,688
COMMITMENTS
1,160 0 1,176 260,352 261,512 262,688 262,688 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,384)
392 -784 784 1,208 2,384 2,384 2,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 99.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 23 21 26 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,984
COMMITMENTS
1,402 260 0 7,393 8,574 8,795 8,834 189 150
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 813)
0 0 0 813 1,090 813 1,090 0 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 2.9 0.0 82.3 95.4 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 20 18 22 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,600
COMMITMENTS
2,400 0 0 9,200 11,600 11,600 11,600 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,400)
0 0 0 2,400 2,400 2,400 2,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.0 0.0 79.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,905
COMMITMENTS
50 0 50 6,605 6,855 6,705 6,905 200 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.7 95.7 99.3 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 12 14 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,390
COMMITMENTS
0 800 0 18,390 17,540 18,390 18,340 0 50
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 100.0 95.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 0 24 21 24 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,045
COMMITMENTS
0 5 25 15,690 16,015 15,715 16,045 330 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 405)
0 0 0 475 555 475 555 -70 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 97.8 99.8 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 24 26 25 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,913
COMMITMENTS
0 0 0 16,318 16,085 16,318 16,085 595 828
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -47)
0 0 0 -25 208 -25 208 -22 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 95.1 96.5 95.1 3.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 27 27 27 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,585
COMMITMENTS
0 4,874 194 54,640 50,224 54,834 55,292 751 293
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -5)
0 -713 39 -72 606 -33 -68 28 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.3 98.3 90.4 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 2 34 30 36 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,675
COMMITMENTS
228 7,051 1,623 64,788 57,897 66,639 66,571 36 104
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 406)
-83 682 -66 567 -213 418 403 -12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.6 2.4 97.2 86.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 8 6 35 33 42 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,480
COMMITMENTS
760 0 0 49,680 50,480 50,440 50,480 40 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 29 15 31 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,080
COMMITMENTS
950 0 0 49,060 50,080 50,010 50,080 70 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,415)
150 0 0 1,265 1,415 1,415 1,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.0 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 29 17 30 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 342,692
COMMITMENTS
34,770 2,320 3,168 304,754 337,204 342,692 342,692 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -2,327)
19,969 0 -8,645 -13,651 6,318 -2,327 -2,327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.7 0.9 88.9 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 2 28 35 33 39
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,294
COMMITMENTS
2,684 788 456 20,984 22,773 24,124 24,017 170 277
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 268)
-448 -74 24 651 277 227 226 42 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.2 1.9 86.4 93.7 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 4 26 33 32 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,403
COMMITMENTS
2,148 792 614 35,641 36,997 38,403 38,403 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,649)
-570 356 410 -1,489 -2,415 -1,649 -1,649 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.1 1.6 92.8 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 3 17 16 24 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 471,284
COMMITMENTS
768 3,138 0 470,516 468,146 471,284 471,284 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 19,206)
0 0 0 19,206 19,206 19,206 19,206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.0 99.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 17 22 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 34,871
COMMITMENTS
1,648 679 0 33,073 33,621 34,721 34,300 150 571
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -66)
0 296 -255 124 -381 -131 -340 65 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.9 0.0 94.8 96.4 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 17 19 20 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 65,323
COMMITMENTS
0 3,121 0 65,323 62,202 65,323 65,323 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 9,399)
0 0 0 9,399 9,399 9,399 9,399 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 100.0 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 14 12 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,708
COMMITMENTS
2,197 127 384 13,998 15,669 16,579 16,180 129 528
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -192)
22 0 0 -236 402 -214 402 22 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.8 2.3 83.8 93.8 99.2 96.8 0.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 20 20 24 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 181,476
COMMITMENTS
23,359 0 3,564 154,553 177,912 181,476 181,476 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -4,687)
-392 0 392 -4,687 -5,079 -4,687 -4,687 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 2.0 85.2 98.0 100.0 100.0 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 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,899
COMMITMENTS
329 223 230 12,318 12,002 12,877 12,455 22 444
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 612)
20 110 0 613 758 633 868 -21 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.7 1.8 95.5 93.0 99.8 96.6 0.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 23 23 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 143,303
COMMITMENTS
4,648 0 0 138,655 143,303 143,303 143,303 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 7,783)
0 0 0 7,783 7,783 7,783 7,783 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 21 22 23 22
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,520
COMMITMENTS
50 0 100 18,370 18,420 18,520 18,520 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.5 99.2 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 17 16 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 167,755
COMMITMENTS
320 0 0 167,435 167,755 167,755 167,755 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 952)
0 0 0 952 952 952 952 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: 20)
1 0 0 13 17 14 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,820
COMMITMENTS
0 600 0 8,310 8,185 8,310 8,785 510 35
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 94.2 92.8 94.2 99.6 5.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 13 15 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 158,843
COMMITMENTS
11,866 5,703 23,452 123,504 129,463 158,822 158,618 21 225
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 4,822)
6,700 -379 2,941 -1,961 4,036 7,680 6,598 -2,858 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.6 14.8 77.8 81.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 4 21 18 27 22
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,120
COMMITMENTS
0 650 0 23,730 23,470 23,730 24,120 390 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 98.4 97.3 98.4 100.0 1.6 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 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,945
COMMITMENTS
0 675 0 20,375 20,210 20,375 20,885 570 60
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 97.3 96.5 97.3 99.7 2.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 12 17 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,784
COMMITMENTS
400 0 0 24,384 24,784 24,784 24,784 0 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 24 21 27 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,955
COMMITMENTS
250 0 0 23,605 23,955 23,855 23,955 100 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.5 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 17 20 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,380
COMMITMENTS
0 700 0 18,645 18,500 18,645 19,200 735 180
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 96.2 95.5 96.2 99.1 3.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 13 8 13 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,690
COMMITMENTS
0 0 0 12,360 12,475 12,360 12,475 330 215
CHANGES FROM 09/22/15 (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 0.0 0.0 97.4 98.3 97.4 98.3 2.6 1.7
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 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,367
COMMITMENTS
0 0 0 13,027 13,172 13,027 13,172 340 195
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.5 97.5 98.5 2.5 1.5
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 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,066
COMMITMENTS
3,520 1,150 50 107,491 109,856 111,061 111,056 5 10
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 375)
0 0 0 390 465 390 465 -15 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 0.0 96.8 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 37 32 40 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,701
COMMITMENTS
3,245 1,100 150 117,291 119,361 120,686 120,611 15 90
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -46)
700 0 -200 -546 154 -46 -46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 0.1 97.2 98.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 2 42 36 46 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 147,834
COMMITMENTS
16,177 9,618 3,383 128,117 134,745 147,677 147,746 157 88
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,849)
317 528 121 2,441 2,586 2,879 3,234 -30 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 6.5 2.3 86.7 91.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 9 9 45 40 59 54
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,251
COMMITMENTS
1,190 3,490 1,440 101,518 99,141 104,148 104,071 103 180
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 830)
0 0 0 830 830 830 830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.3 1.4 97.4 95.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 40 36 47 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,395
COMMITMENTS
0 525 200 23,195 22,580 23,395 23,305 0 90
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 475)
0 50 0 495 425 495 475 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.9 99.1 96.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 28 14 29 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,075
COMMITMENTS
25 0 150 19,860 19,815 20,035 19,965 40 110
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 195 215 195 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 98.9 98.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 25 10 26 11
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,639
COMMITMENTS
30 300 25 29,300 29,064 29,355 29,389 284 250
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 540 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.1 98.9 98.1 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 29 26 30 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,679
COMMITMENTS
0 50 0 10,679 10,629 10,679 10,679 0 0
CHANGES FROM 09/22/15 (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 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 16 15 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,300
COMMITMENTS
2,708 2,170 350 26,561 27,739 29,619 30,259 681 41
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 588)
0 0 0 573 598 573 598 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.2 1.2 87.7 91.5 97.8 99.9 2.2 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 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,905
COMMITMENTS
2,110 0 0 22,006 24,905 24,116 24,905 789 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,705)
0 0 0 1,610 1,735 1,610 1,735 95 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 88.4 100.0 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 23 19 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,508
COMMITMENTS
315 135 200 29,579 30,152 30,094 30,487 414 21
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,000)
315 -400 -190 875 1,590 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.7 97.0 98.8 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 25 26 28 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,639
COMMITMENTS
0 420 0 23,264 23,219 23,264 23,639 375 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,181)
0 0 0 1,181 1,181 1,181 1,181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.4 98.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 25 24 25 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,847
COMMITMENTS
0 710 0 15,662 14,817 15,662 15,527 185 320
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 98.8 93.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 16 18 17
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,696
COMMITMENTS
0 0 0 11,156 11,676 11,156 11,676 540 20
CHANGES FROM 09/22/15 (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 0.0 0.0 95.4 99.8 95.4 99.8 4.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,799
COMMITMENTS
1,825 910 15 33,535 34,644 35,375 35,569 424 230
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 525)
-75 0 0 480 525 405 525 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.5 0.0 93.7 96.8 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 28 23 31 26
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,101
COMMITMENTS
1,202 0 0 11,669 13,101 12,871 13,101 230 0
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 245)
120 0 0 125 325 245 325 0 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 89.1 100.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 18 20 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,559
COMMITMENTS
1,945 75 25 11,254 13,434 13,224 13,534 335 25
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 575)
190 75 0 385 500 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.6 0.2 83.0 99.1 97.5 99.8 2.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 21 25 23
Updated October 2, 2015