CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 22,208
COMMITMENTS
9,011 4,085 769 12,383 17,354 22,163 22,208 45 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -4,087)
-549 277 -846 -2,672 -3,519 -4,067 -4,087 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 18.4 3.5 55.8 78.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 5 4 8 9 21 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,804
COMMITMENTS
5,131 6,464 1,121 22,552 21,219 28,804 28,804 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -581)
291 0 -266 -606 -315 -581 -581 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 22.4 3.9 78.3 73.7 100.0 100.0 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,061
COMMITMENTS
2,300 5,001 4,979 33,782 31,082 41,061 41,061 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 388)
200 199 0 188 189 388 388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.2 12.1 82.3 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 3 9 8 16 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 53,022
COMMITMENTS
6,097 5,044 4,647 37,238 38,332 47,982 48,022 5,040 5,000
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,873)
-976 67 -186 5,994 4,992 4,833 4,873 5,040 5,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.5 8.8 70.2 72.3 90.5 90.6 9.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 8 13 11 24 21
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,826,622
COMMITMENTS
305,631 380,077 616,687 2870678 2820160 3792996 3816924 33,626 9,698
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -192,830)
13,509 -30,754 -62,503 -145,674 -101,655 -194,668 -194,912 1,838 2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.9 16.1 75.0 73.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
31 45 57 140 114 207 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,581,840
COMMITMENTS
151,962 111,052 1270212 1159270 1200120 2581443 2581385 396 455
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 87,691)
22,357 -2,937 78,395 -3,774 22,513 96,978 97,971 -9,287 -10,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.3 49.2 44.9 46.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 20 38 55 51 94 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,905
COMMITMENTS
7,960 3,348 2,510 213,823 225,589 224,293 231,447 13,612 6,458
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,219)
747 -678 103 6,116 6,183 6,966 5,608 -747 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.4 1.1 89.9 94.8 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 3 39 34 44 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,397
COMMITMENTS
4,618 26 2,355 107,553 115,808 114,526 118,189 5,871 2,208
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 7,280)
197 -85 250 6,267 7,246 6,714 7,411 566 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 2.0 89.3 96.2 95.1 98.2 4.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 3 28 31 31 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,854
COMMITMENTS
1,187 5,483 3,505 207,708 206,082 212,400 215,070 12,454 9,784
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,181)
1,091 -828 204 3,416 8,493 4,711 7,869 4,470 1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 1.6 92.4 91.7 94.5 95.6 5.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 4 31 32 35 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 597,997
COMMITMENTS
1,705 4,053 4,930 585,323 585,107 591,958 594,090 6,039 3,907
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -29,846)
20 -468 -1,025 -29,770 -28,615 -30,775 -30,108 929 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.8 97.9 97.8 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 4 51 40 55 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,757
COMMITMENTS
8,994 5,028 5,654 306,130 309,383 320,778 320,065 4,979 5,692
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -8,828)
-31 1,527 96 -6,608 -11,461 -6,543 -9,838 -2,285 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.5 1.7 94.0 95.0 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 5 6 35 42 43 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,022
COMMITMENTS
3,757 2,546 3,459 224,143 227,044 231,359 233,049 5,663 3,973
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 7,107)
1,602 1,034 -723 5,997 6,560 6,876 6,871 231 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.1 1.5 94.6 95.8 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 3 39 44 44 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,856
COMMITMENTS
0 4,365 1,893 97,178 93,108 99,071 99,366 6,785 6,490
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,295)
0 -675 519 -2,133 -1,859 -1,614 -2,015 -681 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 1.8 91.8 88.0 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 21 27 23 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,132
COMMITMENTS
266 6,429 2,068 96,032 89,920 98,366 98,417 6,766 6,715
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,580)
-381 1,255 88 836 1,427 543 2,770 2,037 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.1 2.0 91.3 85.5 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 29 24 32 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| 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 22,551 23,951 24,291 701 361
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -60 0 -60 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.1 0.0 91.0 91.5 97.2 98.5 2.8 1.5
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,617
COMMITMENTS
1,743 2,802 687 63,825 58,496 66,255 61,985 8,362 12,632
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 550)
-421 341 -45 -294 396 -760 692 1,310 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.8 0.9 85.5 78.4 88.8 83.1 11.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 17 23 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,972
COMMITMENTS
0 3,236 0 174,987 172,280 174,987 175,516 5,985 5,456
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,936)
0 0 0 3,059 2,845 3,059 2,845 -123 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 96.7 95.2 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 30 24 30 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,105
COMMITMENTS
0 0 0 85,671 91,799 85,671 91,799 9,434 3,306
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 486)
0 0 0 -478 426 -478 426 964 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 96.5 90.1 96.5 9.9 3.5
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,644
COMMITMENTS
668 0 0 16,817 17,997 17,485 17,997 1,159 647
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 155)
0 0 0 93 62 93 62 62 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 90.2 96.5 93.8 96.5 6.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 18 16 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 363,393
COMMITMENTS
913 1,080 3,867 351,119 348,841 355,899 353,788 7,494 9,605
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 8,212)
493 519 -113 8,650 8,593 9,030 8,999 -818 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 1.1 96.6 96.0 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 1 2 48 41 51 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,659
COMMITMENTS
2,387 3,096 1,335 54,704 50,434 58,426 54,865 7,233 10,794
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,888)
-1,034 184 33 -671 -2,431 -1,672 -2,214 -216 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.7 2.0 83.3 76.8 89.0 83.6 11.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 20 19 22 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,674
COMMITMENTS
0 3,477 965 60,856 56,009 61,821 60,451 3,853 5,223
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,113)
0 851 -61 3,113 1,833 3,052 2,623 61 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 1.5 92.7 85.3 94.1 92.0 5.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 18 18 20 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,898
COMMITMENTS
6,978 2,820 1,500 95,441 94,498 103,919 98,818 2,979 8,080
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 14,044)
2,508 -2,628 -522 11,128 9,990 13,114 6,840 930 7,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.6 1.4 89.3 88.4 97.2 92.4 2.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 1 31 26 36 30
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,626
COMMITMENTS
8,713 14,630 3,470 126,665 122,939 138,848 141,039 3,778 1,587
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 14,674)
-928 2,604 1,026 12,808 10,899 12,906 14,529 1,768 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.3 2.4 88.8 86.2 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 10 4 40 37 50 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,008
COMMITMENTS
424 630 240 88,948 87,287 89,612 88,157 396 1,851
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,038)
424 -628 0 3,858 3,738 4,282 3,110 -244 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.3 98.8 97.0 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 15 25 17 27
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 223,875
COMMITMENTS
4,817 540 1,565 207,578 212,046 213,960 214,151 9,915 9,724
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,512)
-135 420 -163 5,714 5,514 5,416 5,771 1,096 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 0.7 92.7 94.7 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 2 34 36 37 38
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,404
COMMITMENTS
0 1,109 151 20,702 19,059 20,853 20,319 1,551 2,085
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 329)
0 0 120 -91 -39 29 81 300 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.7 92.4 85.1 93.1 90.7 6.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 14 15 16 18
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,681
COMMITMENTS
2,968 397 878 37,845 49,983 41,691 51,258 13,990 4,423
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,973)
178 -86 -295 -2,692 -1,475 -2,809 -1,856 836 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.7 1.6 68.0 89.8 74.9 92.1 25.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 14 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,300
COMMITMENTS
1,149 8,582 1,560 90,272 80,813 92,981 90,955 6,319 8,345
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -328)
707 508 -1,407 186 207 -514 -692 186 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.6 1.6 90.9 81.4 93.6 91.6 6.4 8.4
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,622
COMMITMENTS
5,191 0 1,044 93,460 106,008 99,695 107,052 8,927 1,570
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,283)
639 0 -136 608 1,527 1,111 1,391 172 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 1.0 86.0 97.6 91.8 98.6 8.2 1.4
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,495
COMMITMENTS
3,206 0 0 111,507 114,205 114,713 114,205 3,782 4,290
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,701)
638 0 0 4,318 3,148 4,956 3,148 -255 1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 94.1 96.4 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 23 18 25 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,135
COMMITMENTS
0 2,478 1,227 106,712 109,085 107,939 112,790 7,196 2,345
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,207)
-181 427 -402 4,668 4,212 4,085 4,237 122 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 1.1 92.7 94.7 93.7 98.0 6.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 18 19 20 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 172,172
COMMITMENTS
0 20,575 2,456 153,931 141,619 156,387 164,650 15,785 7,522
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,624)
-502 4,842 44 759 -4,694 301 192 1,323 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 1.4 89.4 82.3 90.8 95.6 9.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 2 28 26 30 30
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,777
COMMITMENTS
0 775 0 17,567 14,815 17,567 15,590 210 2,187
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0)
0 -1,674 0 0 0 0 -1,674 0 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 98.8 83.3 98.8 87.7 1.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,536
COMMITMENTS
310 1,329 0 32,426 31,933 32,736 33,262 800 274
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,424)
-248 60 0 1,424 1,364 1,176 1,424 248 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.0 0.0 96.7 95.2 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 17 18 18 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,871
COMMITMENTS
856 300 0 48,981 49,222 49,837 49,522 1,034 1,349
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 714)
-60 0 0 1,140 1,200 1,080 1,200 -366 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.0 96.3 96.8 98.0 97.3 2.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 20 20 22 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 207,117
COMMITMENTS
594 5,921 2,327 197,912 192,537 200,833 200,785 6,284 6,332
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,184)
-408 495 682 1,910 577 2,184 1,754 0 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.9 1.1 95.6 93.0 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 7 7 38 32 45 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,008
COMMITMENTS
602 0 288 98,025 99,103 98,915 99,391 5,093 4,617
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,423)
200 0 167 1,624 2,225 1,991 2,392 432 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 94.2 95.3 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,284
COMMITMENTS
0 0 0 64,740 68,049 64,740 68,049 11,544 8,235
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,007)
0 0 0 978 793 978 793 29 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.9 89.2 84.9 89.2 15.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,440
COMMITMENTS
2,354 0 0 67,748 75,809 70,102 75,809 7,338 1,631
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,590)
428 0 0 888 1,621 1,316 1,621 274 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 87.5 97.9 90.5 97.9 9.5 2.1
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 91,858
COMMITMENTS
3,404 0 0 84,028 89,483 87,432 89,483 4,426 2,375
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,935)
0 0 0 3,293 3,662 3,293 3,662 642 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 91.5 97.4 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 12 16 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,662
COMMITMENTS
21,341 8,684 13,740 127,673 140,788 162,753 163,212 909 450
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,250)
479 880 50 1,843 1,487 2,372 2,417 -122 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.3 8.4 78.0 86.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 18 23 48 49 75 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,177
COMMITMENTS
208 1,393 469 50,476 49,290 51,153 51,153 24 24
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -5,469)
131 -1,816 5 -5,605 -3,658 -5,469 -5,469 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.7 0.9 98.6 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 3 24 20 28 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 444,034
COMMITMENTS
0 16,000 3,610 440,424 424,424 444,034 444,034 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -64,217)
0 -5,569 1,295 -65,512 -59,943 -64,217 -64,217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.8 99.2 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 19 17 21 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,686,006
COMMITMENTS
23,214 48,531 16,509 1646283 1620966 1686006 1686006 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -4,628)
0 -443 401 -5,029 -4,586 -4,628 -4,628 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.9 1.0 97.6 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 4 37 41 46 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,684
COMMITMENTS
1,292 3,136 1,037 71,355 69,487 73,684 73,660 0 24
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -769)
-395 208 -433 83 -544 -745 -769 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.3 1.4 96.8 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 8 4 22 21 27 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 593,076
COMMITMENTS
114 10,504 4,864 588,098 577,708 593,076 593,076 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,427)
-976 984 976 6,427 4,467 6,427 6,427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.8 99.2 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 21 20 22 24
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 477,773
COMMITMENTS
401 760 392 476,980 476,621 477,773 477,773 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -9,076)
-784 0 0 -8,292 -9,076 -9,076 -9,076 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.1 99.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 30 32 32 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,066
COMMITMENTS
843 1,699 277 43,096 42,217 44,216 44,193 850 873
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 13)
41 0 0 35 -9 76 -9 -63 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.8 0.6 95.6 93.7 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 29 25 34 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,172
COMMITMENTS
0 40 60 53,823 54,002 53,883 54,102 289 70
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,137)
0 0 0 2,170 2,240 2,170 2,240 -33 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 99.4 99.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 1 1 37 34 38 35
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,065
COMMITMENTS
50 655 0 70,510 70,121 70,560 70,776 505 289
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,232)
50 0 0 4,355 4,045 4,405 4,045 -173 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.0 99.2 98.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 0 36 35 37 36
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,779
COMMITMENTS
100 0 0 18,544 18,659 18,644 18,659 135 120
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 170 170 170 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 249,984
COMMITMENTS
784 0 1,176 248,024 248,808 249,984 249,984 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 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: 33)
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,370
COMMITMENTS
1,633 140 0 7,522 8,846 9,155 8,986 215 384
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 -41 2 -41 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 1.5 0.0 80.3 94.4 97.7 95.9 2.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 18 20 22 21
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,855
COMMITMENTS
50 175 50 6,380 6,510 6,480 6,735 375 120
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.6 0.7 93.1 95.0 94.5 98.2 5.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 12 11 13 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| 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 10/27/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 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 25 22 25 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,565
COMMITMENTS
0 0 0 19,385 19,505 19,385 19,505 180 60
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,425)
0 0 0 1,560 1,425 1,560 1,425 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 27 27 27 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,221
COMMITMENTS
0 126 0 17,416 17,054 17,416 17,180 805 1,041
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 296)
0 0 0 149 255 149 255 147 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 95.6 93.6 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 25 24 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,438
COMMITMENTS
100 5,210 297 59,577 54,726 59,974 60,233 464 205
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 991)
75 -421 -53 964 1,465 986 991 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.6 0.5 98.6 90.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 4 35 30 40 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,285
COMMITMENTS
409 9,621 2,463 69,385 60,156 72,257 72,240 28 45
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 382)
60 356 8 309 33 377 397 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.3 3.4 96.0 83.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 5 36 35 41 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,660
COMMITMENTS
880 0 0 47,650 48,660 48,530 48,660 130 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 270)
-80 0 0 250 270 170 270 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.9 100.0 99.7 100.0 0.3 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,350
COMMITMENTS
735 0 0 47,435 48,350 48,170 48,350 180 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 210)
-85 0 0 175 210 90 210 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.1 100.0 99.6 100.0 0.4 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 331,105
COMMITMENTS
32,133 4,280 2,807 296,165 324,018 331,105 331,105 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -5,154)
4,680 1,568 -401 -9,433 -6,321 -5,154 -5,154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.3 0.8 89.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 3 28 31 32 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,904
COMMITMENTS
4,555 784 488 19,617 22,867 24,660 24,139 244 765
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -224)
197 3 7 -452 -235 -248 -224 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.1 2.0 78.8 91.8 99.0 96.9 1.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 4 25 31 30 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 35,527
COMMITMENTS
1,256 1,800 641 33,630 33,086 35,527 35,527 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -485)
-72 -19 0 -413 -466 -485 -485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.1 1.8 94.7 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 2 15 16 21 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 456,586
COMMITMENTS
0 1,586 0 456,586 454,216 456,586 455,802 0 784
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 5,449)
0 -784 0 5,449 5,449 5,449 4,665 0 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.5 100.0 99.8 0.0 0.2
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 33,898
COMMITMENTS
636 509 0 33,176 32,856 33,812 33,365 86 533
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 655)
0 -44 0 655 613 655 569 0 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.5 0.0 97.9 96.9 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 17 19 19 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,985
COMMITMENTS
2,152 86 365 14,338 15,670 16,855 16,121 130 864
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 120)
-40 20 -20 180 100 120 100 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.5 2.1 84.4 92.3 99.2 94.9 0.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 21 23 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 195,373
COMMITMENTS
29,205 0 3,564 162,604 191,809 195,373 195,373 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 5,480)
0 0 0 5,480 5,480 5,480 5,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 1.8 83.2 98.2 100.0 100.0 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,279
COMMITMENTS
168 454 185 13,844 13,302 14,197 13,941 82 338
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 144)
-19 -60 62 81 226 124 228 20 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.2 1.3 97.0 93.2 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 23 24 25 27
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 176,991
COMMITMENTS
5,489 0 2,336 169,166 174,655 176,991 176,991 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -7,413)
0 0 0 -7,413 -7,413 -7,413 -7,413 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 1.3 95.6 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
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,255
COMMITMENTS
0 165 135 8,940 8,925 9,075 9,225 180 30
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.5 96.6 96.4 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 12 15 13
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,076
COMMITMENTS
78 0 0 15,998 16,076 16,076 16,076 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,273)
0 0 0 -1,273 -1,273 -1,273 -1,273 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 19 15 19
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,825
COMMITMENTS
0 700 0 8,700 8,065 8,700 8,765 125 60
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 15)
0 0 0 35 -15 35 -15 -20 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 98.6 91.4 98.6 99.3 1.4 0.7
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 634,059
COMMITMENTS
64,279 27,004 56,986 512,794 550,069 634,059 634,059 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 68,805)
10,090 640 2,228 57,238 65,936 69,557 68,805 -752 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.3 9.0 80.9 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 4 22 19 28 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| 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 22,705 22,415 22,705 22,990 535 250
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 15 0 15 0 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 97.7 96.5 97.7 98.9 2.3 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 11/03/15 |
--------------------------------------------------------------| 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 19,935 19,690 19,935 20,290 605 250
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 15 0 15 0 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 97.1 95.9 97.1 98.8 2.9 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,939
COMMITMENTS
250 100 100 24,589 24,739 24,939 24,939 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 120)
0 50 0 120 70 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.4 98.6 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 25 22 27 23
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| 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 10/27/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,105
COMMITMENTS
0 700 0 19,385 19,245 19,385 19,945 720 160
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 630)
0 0 0 570 630 570 630 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 96.4 95.7 96.4 99.2 3.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 7 14 9
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,505
COMMITMENTS
0 0 0 16,120 16,335 16,120 16,335 385 170
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.0 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 24 12 24 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,742
COMMITMENTS
25 200 0 17,257 17,372 17,282 17,572 460 170
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,035
COMMITMENTS
3,610 1,140 50 109,375 111,845 113,035 113,035 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 540 540 540 0 0
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: 49)
3 3 1 37 36 40 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,577
COMMITMENTS
3,830 1,715 300 118,432 120,487 122,562 122,502 15 75
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,191)
130 500 0 1,061 686 1,191 1,186 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.4 0.2 96.6 98.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 3 39 35 45 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 155,662
COMMITMENTS
17,434 13,303 5,324 132,717 136,892 155,475 155,518 187 144
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,742)
-1,178 -325 756 3,174 2,239 2,752 2,670 -10 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.5 3.4 85.3 87.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 12 9 45 41 61 57
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,558
COMMITMENTS
1,450 3,730 1,330 105,683 103,498 108,463 108,558 95 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,465)
-45 0 45 2,465 2,420 2,465 2,465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.4 1.2 97.4 95.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 41 36 47 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,620
COMMITMENTS
320 825 85 23,215 22,630 23,620 23,540 0 80
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 215)
120 0 -40 135 255 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.5 0.4 98.3 95.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 26 14 27 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,575
COMMITMENTS
50 0 125 19,360 19,370 19,535 19,495 40 80
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 25)
0 0 0 15 25 15 25 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 98.9 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,658
COMMITMENTS
349 300 0 30,234 30,253 30,583 30,553 75 105
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,134)
25 0 0 1,109 1,134 1,134 1,134 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.6 98.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 29 27 31 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 12,069
COMMITMENTS
0 0 0 12,069 12,069 12,069 12,069 0 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 230)
0 0 0 230 230 230 230 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 18 17 18 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,218
COMMITMENTS
3,188 2,045 300 27,424 28,769 30,912 31,114 306 104
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 202)
60 25 0 142 117 202 142 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.6 1.0 87.8 92.2 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 22 25 25 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,946
COMMITMENTS
2,425 0 0 23,120 25,921 25,545 25,921 401 25
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 465)
0 0 0 465 440 465 440 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 89.1 99.9 98.5 99.9 1.5 0.1
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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,708
COMMITMENTS
150 655 45 29,361 28,993 29,556 29,693 152 15
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 983)
-25 -5 -5 1,013 1,006 983 996 0 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.2 0.2 98.8 97.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 28 27 30 30
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,600
COMMITMENTS
0 215 140 24,145 24,215 24,285 24,570 315 30
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,113)
0 0 0 1,283 1,113 1,283 1,113 -170 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.6 98.2 98.4 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 25 27 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,854
COMMITMENTS
0 752 0 18,670 17,782 18,670 18,534 184 320
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 537)
0 27 0 552 510 552 537 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 99.0 94.3 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 17 18 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,605
COMMITMENTS
0 0 0 13,070 13,590 13,070 13,590 535 15
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 45)
0 0 0 30 45 30 45 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 99.9 96.1 99.9 3.9 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 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,367
COMMITMENTS
2,324 900 10 35,838 37,382 38,172 38,292 195 75
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,258)
25 0 0 2,233 2,258 2,258 2,258 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.3 0.0 93.4 97.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 1 29 28 34 31
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,190
COMMITMENTS
1,005 0 0 12,645 14,119 13,650 14,119 540 71
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 497)
40 0 -8 265 505 297 497 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 89.1 99.5 96.2 99.5 3.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 19 21 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,068
COMMITMENTS
1,938 75 0 12,945 14,993 14,883 15,068 185 0
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 280)
-50 0 0 235 280 185 280 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.5 0.0 85.9 99.5 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 23 25 24 26
Updated November 6, 2015