CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,295
COMMITMENTS
9,561 3,808 1,614 15,055 20,872 26,230 26,295 65 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,258)
235 -7 85 933 1,179 1,253 1,258 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 14.5 6.1 57.3 79.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 4 10 10 25 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,386
COMMITMENTS
4,840 6,464 1,387 23,158 21,534 29,386 29,386 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -11)
-49 0 48 -10 -60 -11 -11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 22.0 4.7 78.8 73.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 3 9 7 16 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 40,673
COMMITMENTS
2,100 4,801 4,979 33,594 30,893 40,673 40,673 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 486)
0 -1 0 486 487 486 486 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.8 12.2 82.6 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 3 9 8 16 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 43,149
COMMITMENTS
7,073 4,977 4,832 31,244 33,340 43,149 43,149 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,083)
283 215 -107 907 976 1,083 1,083 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 11.5 11.2 72.4 77.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 6 8 13 11 23 21
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,019,452
COMMITMENTS
292,122 410,831 679,190 3016352 2921815 3987664 4011836 31,788 7,616
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -1,907)
-9,174 41,626 6,747 3,397 -45,660 970 2,713 -2,877 -4,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.2 16.9 75.0 72.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
37 47 64 142 116 217 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,494,149
COMMITMENTS
129,604 113,989 1191817 1163043 1177608 2484465 2483414 9,684 10,735
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 43,334)
-3,307 -21,732 58,765 -21,209 -3,812 34,248 33,221 9,086 10,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.6 47.8 46.6 47.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
21 23 37 53 52 94 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,686
COMMITMENTS
7,213 4,026 2,407 207,707 219,406 217,327 225,839 14,359 5,847
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,762)
-2,220 -1,213 1,125 7,059 4,367 5,964 4,279 -2,202 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.7 1.0 89.7 94.7 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 4 38 34 44 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,117
COMMITMENTS
4,421 111 2,105 101,286 108,562 107,812 110,778 5,305 2,339
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,017)
80 0 -158 3,947 4,963 3,869 4,805 148 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 1.9 89.5 96.0 95.3 97.9 4.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 3 28 30 31 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,673
COMMITMENTS
96 6,311 3,301 204,292 197,589 207,689 207,201 7,984 8,472
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 8,641)
-119 -2,216 1,114 8,675 11,421 9,670 10,319 -1,029 -1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 1.5 94.7 91.6 96.3 96.1 3.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 4 30 33 34 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 627,843
COMMITMENTS
1,685 4,521 5,955 615,093 613,722 622,733 624,198 5,110 3,645
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,758)
-5,283 2,864 -719 9,610 209 3,608 2,354 -850 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.9 98.0 97.8 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 4 53 39 59 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,585
COMMITMENTS
9,025 3,501 5,558 312,738 320,844 327,321 329,903 7,264 4,682
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -1,262)
555 -586 1,509 -2,077 -1,893 -13 -970 -1,249 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.0 1.7 93.5 95.9 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 6 7 35 41 43 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,915
COMMITMENTS
2,155 1,512 4,182 218,146 220,484 224,483 226,178 5,432 3,737
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 6,420)
179 -213 202 5,373 6,769 5,754 6,758 666 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 1.8 94.9 95.9 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 3 38 44 42 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,151
COMMITMENTS
0 5,040 1,374 99,311 94,967 100,685 101,381 7,466 6,770
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,240)
0 1,898 -982 2,520 524 1,538 1,440 -298 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.3 91.8 87.8 93.1 93.7 6.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 21 27 23 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,552
COMMITMENTS
647 5,174 1,980 95,196 88,493 97,823 95,647 4,729 6,905
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,426)
-152 2,956 -2,423 8,110 4,046 5,535 4,579 -1,109 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.0 1.9 92.8 86.3 95.4 93.3 4.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 29 24 33 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,652
COMMITMENTS
1,530 1,740 0 22,421 22,611 23,951 24,351 701 301
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,450)
-60 930 0 3,270 2,250 3,210 3,180 240 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.1 0.0 91.0 91.7 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 13 12 14 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,067
COMMITMENTS
2,164 2,461 732 64,119 58,100 67,015 61,293 7,052 12,774
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -94)
-72 -318 81 15 794 24 557 -118 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.3 1.0 86.6 78.4 90.5 82.8 9.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 16 23 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,036
COMMITMENTS
0 3,236 0 171,928 169,435 171,928 172,671 6,108 5,365
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -176)
0 240 0 -778 -476 -778 -236 602 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 96.6 95.2 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 29 24 29 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,619
COMMITMENTS
0 0 0 86,149 91,373 86,149 91,373 8,470 3,246
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 262)
0 0 0 102 -196 102 -196 160 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 96.6 91.0 96.6 9.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 17 20 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,489
COMMITMENTS
668 0 0 16,724 17,935 17,392 17,935 1,097 554
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,470)
150 0 0 750 1,412 900 1,412 570 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 90.5 97.0 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 17 16 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 355,181
COMMITMENTS
420 561 3,980 342,469 340,248 346,869 344,789 8,312 10,392
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -601)
0 -891 -634 879 2,148 245 623 -846 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.1 96.4 95.8 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 2 46 41 49 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,547
COMMITMENTS
3,421 2,912 1,302 55,375 52,865 60,098 57,079 7,449 10,468
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -648)
480 1,558 -197 -1,090 -1,137 -807 224 159 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.3 1.9 82.0 78.3 89.0 84.5 11.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 19 18 21 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,561
COMMITMENTS
0 2,626 1,026 57,743 54,176 58,769 57,828 3,792 4,733
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,664)
0 1,946 364 2,843 1,874 3,207 4,184 -543 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 1.6 92.3 86.6 93.9 92.4 6.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 17 18 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,854
COMMITMENTS
4,470 5,448 2,022 84,313 84,508 90,805 91,978 2,049 876
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 27,494)
3,588 5,448 522 24,046 21,652 28,156 27,622 -662 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.9 2.2 90.8 91.0 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 1 27 27 32 32
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,952
COMMITMENTS
9,641 12,026 2,444 113,857 112,040 125,942 126,510 2,010 1,442
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 28,544)
3,867 5,207 608 23,028 22,556 27,503 28,371 1,041 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.4 1.9 89.0 87.6 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 8 4 34 36 47 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,970
COMMITMENTS
0 1,258 240 85,090 83,549 85,330 85,047 640 923
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 6,030)
0 390 240 5,640 5,282 5,880 5,912 150 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.3 99.0 97.2 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 14 24 15 28
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 217,363
COMMITMENTS
4,952 120 1,728 201,864 206,532 208,544 208,380 8,819 8,983
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,711)
640 0 78 3,603 2,000 4,321 2,078 -610 1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.1 0.8 92.9 95.0 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 35 37 38 39
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,075
COMMITMENTS
0 1,109 31 20,793 19,098 20,824 20,238 1,251 1,837
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,551)
0 510 0 2,676 1,801 2,676 2,311 -125 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.1 94.2 86.5 94.3 91.7 5.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 15 14 16 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,654
COMMITMENTS
2,790 483 1,173 40,537 51,458 44,500 53,114 13,154 4,540
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -1,647)
67 0 251 -1,965 -2,018 -1,647 -1,767 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.8 2.0 70.3 89.3 77.2 92.1 22.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 14 16 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,628
COMMITMENTS
442 8,074 2,967 90,086 80,606 93,495 91,647 6,133 7,981
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 479)
-1,110 -272 304 1,255 -153 449 -121 30 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.1 3.0 90.4 80.9 93.8 92.0 6.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 2 27 27 29 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,339
COMMITMENTS
4,552 0 1,180 92,852 104,481 98,584 105,661 8,755 1,678
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -474)
405 -2,440 42 -109 3,061 338 663 -812 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 1.1 86.5 97.3 91.8 98.4 8.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 3 23 20 27 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,794
COMMITMENTS
2,568 0 0 107,189 111,057 109,757 111,057 4,037 2,737
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,741)
-2,996 0 0 4,249 1,803 1,253 1,803 488 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 94.2 97.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 18 24 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,928
COMMITMENTS
181 2,051 1,629 102,044 104,873 103,854 108,553 7,074 2,375
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,162)
181 869 1,139 195 1,554 1,515 3,562 647 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 1.5 92.0 94.5 93.6 97.9 6.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 18 18 20 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,548
COMMITMENTS
502 15,733 2,412 153,172 146,313 156,086 164,458 14,462 6,090
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,456)
-520 -264 475 1,859 1,708 1,814 1,919 642 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.2 1.4 89.8 85.8 91.5 96.4 8.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 28 25 30 29
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,777
COMMITMENTS
0 2,449 0 17,567 14,815 17,567 17,264 210 513
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 990 960 990 960 90 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.8 0.0 98.8 83.3 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 15 16 17
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,112
COMMITMENTS
558 1,269 0 31,002 30,569 31,560 31,838 552 274
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,218)
0 -90 0 4,218 4,127 4,218 4,037 0 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.0 0.0 96.5 95.2 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 16 18 18 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,157
COMMITMENTS
916 300 0 47,841 48,022 48,757 48,322 1,400 1,835
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 7,571)
420 300 0 6,941 7,039 7,361 7,339 210 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.0 95.4 95.7 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 19 19 21 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,933
COMMITMENTS
1,002 5,426 1,645 196,002 191,960 198,649 199,031 6,284 5,902
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 965)
-264 695 246 743 20 725 961 240 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.6 0.8 95.6 93.7 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 5 4 38 33 43 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 101,585
COMMITMENTS
402 0 121 96,401 96,878 96,924 96,999 4,661 4,586
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,170)
402 0 121 1,983 2,689 2,506 2,810 -336 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 94.9 95.4 95.4 95.5 4.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 18 20 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,277
COMMITMENTS
0 0 0 63,762 67,256 63,762 67,256 11,515 8,021
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.7 89.3 84.7 89.3 15.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,850
COMMITMENTS
1,926 0 0 66,860 74,188 68,786 74,188 7,064 1,662
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 374)
214 0 0 3,152 2,179 3,366 2,179 -2,992 -1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 88.1 97.8 90.7 97.8 9.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 21 20 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 87,923
COMMITMENTS
3,404 0 0 80,735 85,821 84,139 85,821 3,784 2,102
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,673)
0 0 0 6,076 5,951 6,076 5,951 -2,403 -2,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 91.8 97.6 95.7 97.6 4.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 11 16 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,413
COMMITMENTS
20,861 7,805 13,690 125,830 139,301 160,382 160,796 1,031 617
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,665)
52 367 709 1,841 1,292 2,602 2,368 63 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.8 8.5 78.0 86.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 16 25 47 50 74 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 56,646
COMMITMENTS
77 3,209 464 56,081 52,948 56,622 56,622 24 24
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -331)
-52 39 4 -283 -398 -331 -355 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.7 0.8 99.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 7 3 24 23 28 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 508,251
COMMITMENTS
0 21,569 2,315 505,936 484,367 508,251 508,251 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,875)
0 1,107 -674 3,549 2,442 2,875 2,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.5 99.5 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 20 20 22 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,690,634
COMMITMENTS
23,214 48,974 16,108 1651312 1625552 1690634 1690634 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 216)
-1,185 2,672 1,185 216 -3,641 216 216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.9 1.0 97.7 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 7 4 37 43 46 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,452
COMMITMENTS
1,687 2,928 1,469 71,272 70,031 74,428 74,428 24 24
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,900)
362 239 -107 1,620 1,743 1,876 1,876 24 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.9 2.0 95.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 6 21 22 28 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 586,649
COMMITMENTS
1,090 9,520 3,888 581,671 573,241 586,649 586,649 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,474)
-951 952 640 4,785 2,882 4,474 4,474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.6 0.7 99.2 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 21 20 22 23
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 486,849
COMMITMENTS
1,185 760 392 485,272 485,697 486,849 486,849 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -696)
-784 -2,280 0 88 1,584 -696 -696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.1 99.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 32 32 35 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,053
COMMITMENTS
802 1,699 277 43,061 42,226 44,140 44,202 913 851
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -530)
0 -127 0 -551 -148 -551 -275 21 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.8 0.6 95.6 93.7 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 27 25 32 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,035
COMMITMENTS
0 40 60 51,653 51,762 51,713 51,862 322 173
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 693)
0 0 0 943 763 943 763 -250 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 99.3 99.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 36 33 37 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,833
COMMITMENTS
0 655 0 66,155 66,076 66,155 66,731 678 102
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,250)
0 0 0 1,235 1,250 1,235 1,250 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.0 98.9 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 0 36 35 36 36
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,609
COMMITMENTS
100 0 0 18,374 18,489 18,474 18,489 135 120
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.7 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 20 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 248,416
COMMITMENTS
784 0 1,176 246,456 247,240 248,416 248,416 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -2,352)
784 0 0 -3,136 -2,352 -2,352 -2,352 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: 32)
1 0 1 25 20 26 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,368
COMMITMENTS
1,633 140 0 7,520 8,887 9,153 9,027 215 341
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 126)
121 -260 0 23 408 144 148 -18 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 1.5 0.0 80.3 94.9 97.7 96.4 2.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 19 19 23 20
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,835
COMMITMENTS
0 650 0 18,835 18,145 18,835 18,795 0 40
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 0 24 22 24 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,140
COMMITMENTS
0 0 0 17,825 18,080 17,825 18,080 315 60
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 605)
0 0 0 605 605 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.7 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 25 26 25 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,925
COMMITMENTS
0 126 0 17,267 16,799 17,267 16,925 658 1,000
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -33)
0 0 0 -97 9 -97 9 64 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.3 93.7 96.3 94.4 3.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 25 25 25 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,447
COMMITMENTS
25 5,631 350 58,613 53,261 58,988 59,242 459 205
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,046)
0 1,910 -374 2,667 510 2,293 2,046 -247 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.6 98.6 89.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 4 35 31 39 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,903
COMMITMENTS
349 9,265 2,455 69,076 60,123 71,880 71,843 23 60
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,834)
299 1,464 -187 2,735 1,565 2,847 2,842 -13 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 12.9 3.4 96.1 83.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 8 4 36 36 40 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,390
COMMITMENTS
960 0 0 47,400 48,390 48,360 48,390 30 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 350)
300 0 0 50 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 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 16 30 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,140
COMMITMENTS
820 0 0 47,260 48,140 48,080 48,140 60 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.2 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 31 17 32 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 336,259
COMMITMENTS
27,453 2,712 3,208 305,598 330,339 336,259 336,259 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 7,877)
1,583 -392 0 6,294 8,269 7,877 7,877 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.8 1.0 90.9 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 2 29 32 33 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,128
COMMITMENTS
4,358 781 481 20,068 23,101 24,907 24,363 221 765
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 563)
866 32 87 -416 19 537 138 27 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 3.1 1.9 79.9 91.9 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 4 23 31 28 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,012
COMMITMENTS
1,328 1,819 641 34,043 33,552 36,012 36,012 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -148)
-768 127 -24 644 -251 -148 -148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.1 1.8 94.5 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 7 2 15 15 20 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 451,137
COMMITMENTS
0 2,370 0 451,137 448,767 451,137 451,137 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 14,148)
0 0 0 14,148 14,148 14,148 14,148 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: 29)
0 1 0 21 15 21 16
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 33,243
COMMITMENTS
636 553 0 32,521 32,243 33,157 32,796 86 447
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 279)
0 0 0 279 320 279 320 0 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.7 0.0 97.8 97.0 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 17 20 19 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,865
COMMITMENTS
2,192 66 385 14,158 15,570 16,735 16,021 130 844
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 290)
86 20 -20 479 290 545 290 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.4 2.3 83.9 92.3 99.2 95.0 0.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 21 21 25 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 189,893
COMMITMENTS
29,205 0 3,564 157,124 186,329 189,893 189,893 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -410)
392 0 0 -802 -410 -410 -410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 1.9 82.7 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 18 23 21 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,135
COMMITMENTS
187 514 123 13,763 13,076 14,073 13,713 62 422
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -425)
-21 -127 41 -465 -359 -445 -445 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.6 0.9 97.4 92.5 99.6 97.0 0.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 23 23 25 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 184,404
COMMITMENTS
5,489 0 2,336 176,579 182,068 184,404 184,404 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,534)
-784 0 784 1,534 750 1,534 1,534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 1.3 95.8 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 23 21 25 22
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,349
COMMITMENTS
78 0 0 17,271 17,349 17,349 17,349 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -334)
0 0 0 -334 -334 -334 -334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 18 17 18
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,810
COMMITMENTS
0 700 0 8,665 8,080 8,665 8,780 145 30
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 380)
0 0 0 700 400 700 400 -320 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 98.4 91.7 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 14 17 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 565,254
COMMITMENTS
54,189 26,364 54,758 455,556 484,133 564,502 565,254 752 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 51,773)
12,618 7,604 -5,691 44,443 49,860 51,370 51,773 403 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.7 9.7 80.6 85.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 4 21 18 27 22
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,240
COMMITMENTS
0 575 0 22,690 22,415 22,690 22,990 550 250
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -40 -45 -40 -45 40 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 97.6 96.5 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 14 21 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,540
COMMITMENTS
0 600 0 19,920 19,690 19,920 20,290 620 250
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 15 0 15 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 97.0 95.9 97.0 98.8 3.0 1.2
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 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,819
COMMITMENTS
250 50 100 24,469 24,669 24,819 24,819 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.4 98.6 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 24 22 26 23
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,774
COMMITMENTS
250 0 0 23,434 23,774 23,684 23,774 90 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 870)
0 0 0 990 870 990 870 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 16 21 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,475
COMMITMENTS
0 700 0 18,815 18,615 18,815 19,315 660 160
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 96.6 95.6 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 13 7 13 9
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,445
COMMITMENTS
0 0 0 16,060 16,275 16,060 16,275 385 170
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,100)
0 0 0 3,100 3,140 3,100 3,140 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.0 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 12 23 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,697
COMMITMENTS
25 200 0 17,212 17,327 17,237 17,527 460 170
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,485)
25 0 0 3,460 3,525 3,485 3,525 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 0.0 97.3 97.9 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 24 15 25 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,495
COMMITMENTS
3,610 1,140 50 108,835 111,305 112,495 112,495 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,495)
50 0 0 4,445 4,615 4,495 4,615 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 0.0 96.7 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 1 36 36 39 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,386
COMMITMENTS
3,700 1,215 300 117,371 119,801 121,371 121,316 15 70
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,165)
0 -25 0 2,165 2,190 2,165 2,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.0 0.2 96.7 98.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 3 3 40 35 45 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,921
COMMITMENTS
18,612 13,628 4,568 129,544 134,653 152,724 152,849 197 72
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,766)
-89 1,547 193 3,670 2,004 3,774 3,745 -8 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.9 3.0 84.7 88.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 11 10 46 41 61 57
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,093
COMMITMENTS
1,495 3,730 1,285 103,218 101,078 105,998 106,093 95 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,933)
0 25 0 1,993 2,028 1,993 2,053 -60 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.5 1.2 97.3 95.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 4 41 35 47 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,405
COMMITMENTS
200 825 125 23,080 22,375 23,405 23,325 0 80
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 105)
50 0 0 55 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.5 0.5 98.6 95.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 27 15 28 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,550
COMMITMENTS
50 0 125 19,345 19,345 19,520 19,470 30 80
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 99.0 99.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 24 11 25 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,524
COMMITMENTS
324 300 0 29,125 29,119 29,449 29,419 75 105
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -85)
224 0 0 -25 -25 199 -25 -284 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.6 98.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 29 26 31 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 11,839
COMMITMENTS
0 0 0 11,839 11,839 11,839 11,839 0 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,165)
0 0 0 1,165 1,165 1,165 1,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 16 17 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,016
COMMITMENTS
3,128 2,020 300 27,282 28,652 30,710 30,972 306 44
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 175)
75 0 0 100 172 175 172 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.5 1.0 88.0 92.4 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 22 25 25 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,481
COMMITMENTS
2,425 0 0 22,655 25,481 25,080 25,481 401 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 610)
125 0 0 485 610 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 88.9 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 19 22 21 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,725
COMMITMENTS
175 660 50 28,348 27,987 28,573 28,697 152 28
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -1,666)
5 370 -120 -1,436 -1,928 -1,551 -1,678 -115 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 0.2 98.7 97.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 27 26 29 29
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,487
COMMITMENTS
0 215 140 22,862 23,102 23,002 23,457 485 30
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 368)
0 50 0 368 318 368 368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.6 97.3 98.4 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 25 24 26 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,317
COMMITMENTS
0 725 0 18,118 17,272 18,118 17,997 199 320
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 0)
0 10 0 0 -10 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 98.9 94.3 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 17 17 17 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,560
COMMITMENTS
0 0 0 13,040 13,545 13,040 13,545 520 15
CHANGES FROM 10/20/15 (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 96.2 99.9 96.2 99.9 3.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 14 17 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,109
COMMITMENTS
2,299 900 10 33,605 35,124 35,914 36,034 195 75
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 190)
50 0 0 320 190 370 190 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.5 0.0 93.1 97.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 1 29 27 34 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,693
COMMITMENTS
965 0 8 12,380 13,614 13,353 13,622 340 71
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -157)
-155 0 8 -10 -165 -157 -157 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.1 90.4 99.4 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 18 21 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,788
COMMITMENTS
1,988 75 0 12,710 14,713 14,698 14,788 90 0
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 195)
85 0 0 110 195 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.5 0.0 85.9 99.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 23 25 24 26
Updated October 30, 2015