CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 16,687
COMMITMENTS
3,150 4,958 1,163 12,346 10,566 16,659 16,687 28 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,651)
-1,220 1,001 200 2,670 450 1,650 1,651 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 29.7 7.0 74.0 63.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 5 2 7 7 18 13
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,813
COMMITMENTS
9,169 6,034 1,268 15,365 18,510 25,803 25,813 10 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 4,905)
4,395 94 218 281 4,592 4,895 4,905 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 23.4 4.9 59.5 71.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 5 9 9 18 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,749
COMMITMENTS
4,475 5,704 650 19,624 18,395 24,749 24,749 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 5)
200 0 0 -195 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 23.0 2.6 79.3 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 4 6 7 15 15
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,142
COMMITMENTS
3,267 1,968 5,840 17,899 19,197 27,005 27,005 137 137
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,537)
-601 -53 851 1,261 732 1,510 1,530 27 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 7.3 21.5 65.9 70.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 5 13 12 22 18
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,059,080
COMMITMENTS
562,695 217,047 696,683 2767747 3131742 4027125 4045472 31,955 13,608
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 76,458)
74,379 -33,537 -12,967 15,159 122,102 76,571 75,598 -113 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 5.3 17.2 68.2 77.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
37 32 51 137 119 199 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,210,366
COMMITMENTS
101,678 77,576 1072392 1035931 1059293 2210001 2209261 365 1,105
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 74,822)
-9,037 -22,426 63,772 20,167 33,428 74,901 74,774 -80 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.5 48.5 46.9 47.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 21 40 54 50 96 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,230
COMMITMENTS
17,997 14,920 8,822 227,350 237,994 254,169 261,736 17,061 9,494
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 24,049)
-1,556 7,284 -1,474 28,196 16,218 25,166 22,028 -1,117 2,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.5 3.3 83.8 87.7 93.7 96.5 6.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 7 8 36 26 45 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,054
COMMITMENTS
2,261 3,069 3,970 107,103 109,792 113,334 116,831 5,720 2,223
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 6,568)
1,409 1,317 1,159 6,039 4,669 8,607 7,145 -2,039 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.6 3.3 90.0 92.2 95.2 98.1 4.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 4 25 31 30 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,432
COMMITMENTS
156 8,426 8,706 208,480 202,125 217,342 219,257 16,090 14,175
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -10,116)
-2,476 -1,561 -72 -9,556 -13,549 -12,104 -15,182 1,988 5,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.6 3.7 89.3 86.6 93.1 93.9 6.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 26 26 30 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 646,976
COMMITMENTS
856 8,761 12,201 623,946 620,275 637,003 641,237 9,973 5,739
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 35,831)
616 -161 4,494 30,874 32,546 35,984 36,879 -153 -1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.4 1.9 96.4 95.9 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 5 7 51 38 58 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,142
COMMITMENTS
8,221 2,102 5,945 274,548 280,089 288,714 288,136 7,428 8,006
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -11,545)
2,555 -1,492 454 -12,760 -9,930 -9,751 -10,968 -1,794 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 2.0 92.7 94.6 97.5 97.3 2.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 5 31 37 37 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,811
COMMITMENTS
6,292 4,047 2,756 256,289 249,660 265,337 256,463 3,474 12,348
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -12,575)
2,269 -751 -675 -13,219 -16,558 -11,625 -17,984 -950 5,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.5 1.0 95.3 92.9 98.7 95.4 1.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 3 38 40 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,522
COMMITMENTS
1,409 1,100 2,630 99,627 98,608 103,666 102,338 5,856 7,184
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,564)
1,389 91 -889 1,496 2,631 1,996 1,833 -432 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.0 2.4 91.0 90.0 94.7 93.4 5.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 20 24 22 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,740
COMMITMENTS
361 10,236 2,620 101,342 89,624 104,323 102,480 7,417 9,260
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,343)
-251 -1,311 455 -4,629 -2,640 -4,425 -3,496 82 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.2 2.3 90.7 80.2 93.4 91.7 6.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 5 29 24 35 30
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,975
COMMITMENTS
276 1,735 1,524 95,921 91,613 97,721 94,872 9,254 12,103
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 6,177)
276 -2,932 -251 6,276 10,594 6,301 7,411 -124 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 1.4 89.7 85.6 91.3 88.7 8.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 18 22 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 159,494
COMMITMENTS
0 1,926 0 153,602 152,432 153,602 154,358 5,892 5,136
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -9,433)
0 -856 0 -10,659 -9,933 -10,659 -10,789 1,226 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 96.3 95.6 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 29 19 29 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,299
COMMITMENTS
0 0 0 78,518 84,374 78,518 84,374 7,781 1,925
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,180)
0 0 0 -3,525 -4,053 -3,525 -4,053 -655 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 97.8 91.0 97.8 9.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 17 18 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 314,248
COMMITMENTS
3,049 5,757 2,413 300,837 297,726 306,299 305,896 7,949 8,352
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -24,114)
-1,043 51 -21 -23,581 -26,513 -24,645 -26,483 531 2,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.8 0.8 95.7 94.7 97.5 97.3 2.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 4 3 46 40 50 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,480
COMMITMENTS
0 2,730 1,951 59,117 56,489 61,068 61,170 9,412 9,310
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,908)
0 -238 -548 -2,280 -1,901 -2,828 -2,687 920 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 2.8 83.9 80.1 86.6 86.8 13.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 19 16 21 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,902
COMMITMENTS
1,834 922 1,057 68,313 69,395 71,204 71,374 3,698 3,528
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,033)
1,284 -1,083 -108 -1,697 682 -521 -509 -512 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 1.4 91.2 92.6 95.1 95.3 4.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 18 20 20 23
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,258
COMMITMENTS
1,712 0 0 56,531 59,646 58,243 59,646 3,015 1,612
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -41,282)
-5,363 -6,634 0 -25,517 -34,373 -30,880 -41,007 -10,402 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 92.3 97.4 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 15 16 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,626
COMMITMENTS
19,134 7,626 0 76,134 88,535 95,268 96,161 1,358 465
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -45,101)
-19,902 -6,479 -682 -22,310 -30,562 -42,894 -37,723 -2,207 -7,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.9 0.0 78.8 91.6 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 5 0 26 26 32 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,197
COMMITMENTS
248 465 0 59,267 58,694 59,515 59,159 682 1,038
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -16,782)
-3,007 155 -155 -13,558 -16,220 -16,720 -16,220 -62 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.0 98.5 97.5 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 15 20 16 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,779
COMMITMENTS
928 72 1,742 197,560 195,682 200,230 197,496 4,549 7,283
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,118)
312 72 -1,171 -1,133 -1,230 -1,992 -2,329 -2,126 -1,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.9 96.5 95.6 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 1 40 35 42 36
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,049
COMMITMENTS
0 1,394 1,600 33,364 37,972 34,964 40,966 14,085 8,083
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,257)
-1,659 1,394 -96 -4,062 -4,378 -5,817 -3,080 1,560 -1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 3.3 68.0 77.4 71.3 83.5 28.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 11 14 13 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,296
COMMITMENTS
0 14,434 1,117 95,436 77,533 96,553 93,084 6,743 10,212
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,326)
0 1,918 -861 -4,484 -4,523 -5,345 -3,466 1,019 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 1.1 92.4 75.1 93.5 90.1 6.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 1 19 24 20 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,287
COMMITMENTS
14,816 0 747 83,077 101,085 98,640 101,832 5,647 2,455
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,807)
3,771 0 -470 -1,009 -1,354 2,292 -1,824 -4,099 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.0 0.7 79.7 96.9 94.6 97.6 5.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 0 2 20 19 26 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,405
COMMITMENTS
3,228 0 0 100,669 105,359 103,897 105,359 6,508 5,046
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -6,358)
-725 0 0 -7,412 -7,076 -8,137 -7,076 1,779 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 91.2 95.4 94.1 95.4 5.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 17 15 19 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,720
COMMITMENTS
0 471 36 107,332 110,803 107,368 111,310 7,352 3,410
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,745)
-871 471 -1,306 -1,860 -871 -4,037 -1,706 2,292 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 93.6 96.6 93.6 97.0 6.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 16 18 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,217
COMMITMENTS
0 7,149 2,115 111,841 110,978 113,956 120,242 18,261 11,975
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -9,073)
-1,085 -2,043 518 -8,375 -7,305 -8,942 -8,830 -131 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 1.6 84.6 83.9 86.2 90.9 13.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 2 26 25 28 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,480
COMMITMENTS
0 0 0 20,767 21,174 20,767 21,174 713 306
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,855)
0 -3,131 -186 -3,979 -348 -4,165 -3,665 310 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.6 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 11 14 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,010
COMMITMENTS
0 310 0 39,180 39,646 39,180 39,956 1,830 1,054
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -8,662)
0 0 0 -8,101 -8,197 -8,101 -8,197 -561 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 95.5 96.7 95.5 97.4 4.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 12 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,581
COMMITMENTS
2,357 7,667 1,036 182,327 176,719 185,720 185,422 6,861 7,159
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -10,768)
496 -1,804 -652 -10,726 -6,992 -10,882 -9,448 114 -1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.0 0.5 94.7 91.8 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 5 4 38 34 42 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 92,627
COMMITMENTS
0 0 0 82,633 86,864 82,633 86,864 9,994 5,763
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -5,997)
0 0 0 -5,417 -6,112 -5,417 -6,112 -580 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 93.8 89.2 93.8 10.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,952
COMMITMENTS
0 0 0 67,164 69,476 67,164 69,476 10,788 8,476
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 51)
0 0 0 -495 529 -495 529 546 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.2 89.1 86.2 89.1 13.8 10.9
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 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,611
COMMITMENTS
196 0 232 70,036 73,708 70,464 73,940 6,147 2,671
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 192)
-413 0 232 1,097 144 916 376 -724 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.3 91.4 96.2 92.0 96.5 8.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 21 18 22 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 88,292
COMMITMENTS
3,412 0 0 79,700 83,737 83,112 83,737 5,180 4,555
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -5,588)
-422 0 0 -4,693 -5,213 -5,115 -5,213 -473 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 90.3 94.8 94.1 94.8 5.9 5.2
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 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,976
COMMITMENTS
21,302 10,546 14,693 121,189 132,025 157,183 157,264 792 712
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,615)
264 -707 468 -3,492 -1,179 -2,760 -1,418 144 -1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 6.7 9.3 76.7 83.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 12 21 48 50 73 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,910
COMMITMENTS
816 264 471 48,598 49,150 49,885 49,885 25 25
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 514)
31 -117 94 389 537 514 514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.9 97.4 98.5 99.9 99.9 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 27 27 32 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 425,836
COMMITMENTS
5,080 2,763 3,192 416,876 419,193 425,148 425,148 688 688
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,333)
-4 1,896 -908 3,509 1,609 2,597 2,597 -264 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.7 97.9 98.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 19 19 22 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,528,904
COMMITMENTS
64,193 64,438 21,904 1442807 1442562 1528904 1528904 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -66,463)
64 9,016 -2,024 -64,503 -73,063 -66,463 -66,071 0 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.2 1.4 94.4 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 6 3 36 41 41 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,173
COMMITMENTS
3,756 5,022 1,070 61,253 59,972 66,079 66,063 94 110
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,231)
588 1,581 -276 -4,612 -5,620 -4,300 -4,316 69 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.6 1.6 92.6 90.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 3 20 21 26 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 484,437
COMMITMENTS
0 11,494 7,090 477,347 465,853 484,437 484,437 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -50,948)
0 656 -656 -50,292 -50,948 -50,948 -50,948 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.5 98.5 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 17 17 18 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 430,036
COMMITMENTS
424 1,544 0 429,612 428,492 430,036 430,036 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 219)
0 0 0 219 219 219 219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.0 99.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 0 29 28 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,283
COMMITMENTS
295 319 274 37,416 37,379 37,985 37,972 1,298 1,311
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,132)
-113 -97 -275 -2,187 -1,799 -2,575 -2,171 443 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.7 95.2 95.2 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 25 21 29 23
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,526
COMMITMENTS
995 6 92 46,984 48,387 48,071 48,485 455 41
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,041)
988 6 -6 -4,235 -3,035 -3,253 -3,035 212 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.2 96.8 99.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 35 30 37 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,804
COMMITMENTS
1,255 6 92 63,935 65,681 65,282 65,779 522 25
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,199)
1,193 6 -6 -5,567 -4,096 -4,380 -4,096 181 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 97.2 99.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 33 30 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,105
COMMITMENTS
0 0 0 16,985 16,985 16,985 16,985 120 120
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,127)
0 0 0 -1,117 -1,127 -1,117 -1,127 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 12 17 12
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 273,272
COMMITMENTS
0 424 0 273,272 272,848 273,272 273,272 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 5,264)
-392 0 0 5,656 5,264 5,264 5,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 25 19 25 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,914
COMMITMENTS
1,020 0 0 6,784 7,829 7,804 7,829 110 85
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -864)
-88 -44 0 -864 -710 -952 -754 88 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 0.0 85.7 98.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 16 16 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,320
COMMITMENTS
0 350 0 20,320 19,835 20,320 20,185 0 135
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,855)
0 -150 0 -1,850 -1,705 -1,850 -1,855 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 97.6 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 15 21 17
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,275
COMMITMENTS
0 75 0 21,095 21,140 21,095 21,215 180 60
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -290)
0 0 0 -290 -270 -290 -270 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.2 99.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 24 19 24 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,867
COMMITMENTS
163 126 0 18,386 17,890 18,549 18,016 318 851
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -869)
-67 44 -66 -667 -695 -800 -717 -69 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.0 97.5 94.8 98.3 95.5 1.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 24 22 25 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,477
COMMITMENTS
300 5,339 30 57,873 52,856 58,203 58,225 274 252
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,745)
-25 -1,095 30 -4,762 -3,632 -4,757 -4,697 12 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.1 0.1 99.0 90.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 1 31 30 34 33
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,885
COMMITMENTS
0 12,111 750 71,135 58,882 71,885 71,743 0 142
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,374)
-131 -1,076 -72 -4,165 -3,313 -4,368 -4,461 -6 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.8 1.0 99.0 81.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 11 4 34 35 38 46
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,765
COMMITMENTS
1,285 0 310 44,050 45,455 45,645 45,765 120 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,275)
375 0 310 -5,070 -4,585 -4,385 -4,275 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.7 96.3 99.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 23 13 25 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,070
COMMITMENTS
2,275 0 165 49,380 51,905 51,820 52,070 250 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,230)
1,495 0 165 -5,080 -3,395 -3,420 -3,230 190 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.3 94.8 99.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 14 26 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 351,589
COMMITMENTS
29,099 24,543 6,009 316,481 321,037 351,589 351,589 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -19,910)
113 -1,985 441 -20,464 -18,366 -19,910 -19,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.0 1.7 90.0 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 25 30 28 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,946
COMMITMENTS
5,059 2,281 507 20,277 23,092 25,843 25,880 103 66
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -514)
-285 -321 129 -272 -344 -428 -536 -86 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 8.8 2.0 78.2 89.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 5 6 26 30 32 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,725
COMMITMENTS
129 3,571 1,282 31,314 27,872 32,725 32,725 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -480)
-78 255 -154 -248 -581 -480 -480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.9 3.9 95.7 85.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 6 2 14 14 19 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 325,249
COMMITMENTS
0 0 0 325,249 325,249 325,249 325,249 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -22,096)
0 -784 0 -22,096 -21,312 -22,096 -22,096 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: 26)
0 0 0 18 15 18 15
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,204
COMMITMENTS
739 0 0 26,853 27,613 27,592 27,613 612 591
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,092)
-1 -217 0 -2,342 -1,936 -2,343 -2,153 251 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.2 97.9 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 15 16 18 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 119,706
COMMITMENTS
0 6,272 0 119,706 113,434 119,706 119,706 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -8,624)
0 -392 0 -8,624 -8,232 -8,624 -8,624 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 11 10 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,753
COMMITMENTS
1,967 0 239 12,461 14,136 14,667 14,375 86 378
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,296)
-438 0 0 -879 -1,208 -1,317 -1,208 21 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 1.6 84.5 95.8 99.4 97.4 0.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 20 20 24 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 175,808
COMMITMENTS
15,101 0 1,586 159,121 174,222 175,808 175,808 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -23,928)
-3,086 0 0 -20,842 -23,928 -23,928 -23,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.9 90.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 16 22 19 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,212
COMMITMENTS
258 1,095 63 13,891 12,716 14,212 13,874 0 338
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -551)
258 -4 0 -809 -590 -551 -594 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.7 0.4 97.7 89.5 100.0 97.6 0.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 22 22 24 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 162,746
COMMITMENTS
3,172 0 2,757 156,817 159,989 162,746 162,746 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -6,193)
288 -96 96 -6,577 -6,193 -6,193 -6,193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.7 96.4 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 17 22 19
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,815
COMMITMENTS
0 900 0 8,575 7,855 8,575 8,755 240 60
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 265)
0 600 0 275 -325 275 275 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 0.0 97.3 89.1 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 14 11 14 13
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,171
COMMITMENTS
25 0 0 18,146 18,171 18,171 18,171 0 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,259)
0 0 0 1,259 1,259 1,259 1,259 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 19 14 19
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,395
COMMITMENTS
0 1,480 0 11,275 9,915 11,275 11,395 120 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -125)
0 100 0 -120 -220 -120 -120 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 0.0 98.9 87.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 16 22 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 440,814
COMMITMENTS
11,156 25,391 83,986 341,703 330,802 436,845 440,180 3,969 634
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 13,851)
5,600 -1,681 2,111 5,899 12,786 13,611 13,216 240 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.8 19.1 77.5 75.0 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 3 15 12 20 16
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,215
COMMITMENTS
0 375 0 21,915 21,765 21,915 22,140 300 75
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -705)
0 -75 0 -690 -705 -690 -780 -15 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.6 98.0 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 14 20 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,860
COMMITMENTS
0 375 0 18,340 18,435 18,340 18,810 520 50
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -765)
0 -75 0 -900 -675 -900 -750 135 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 97.2 97.7 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 13 17 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,969
COMMITMENTS
700 0 0 19,149 19,969 19,849 19,969 120 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,965)
100 -75 0 -2,185 -1,890 -2,085 -1,965 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 95.9 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 18 16 20 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,529
COMMITMENTS
250 0 0 17,950 18,519 18,200 18,519 329 10
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,705)
0 0 0 -2,034 -1,715 -2,034 -1,715 329 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.9 99.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 14 18 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,405
COMMITMENTS
0 100 0 20,650 21,305 20,650 21,405 755 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,155)
0 -200 0 -1,320 -955 -1,320 -1,155 165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.5 99.5 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 12 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,305
COMMITMENTS
0 50 0 15,635 16,135 15,635 16,185 670 120
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,045)
0 0 0 -1,330 -1,045 -1,330 -1,045 285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 95.9 99.0 95.9 99.3 4.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,620
COMMITMENTS
0 50 200 16,990 17,250 17,190 17,500 430 120
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -825)
0 -200 200 -1,170 -825 -970 -825 145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.1 96.4 97.9 97.6 99.3 2.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 15 22 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,462
COMMITMENTS
3,045 550 0 111,297 113,862 114,342 114,412 120 50
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -9,252)
1,535 -80 -50 -10,857 -9,172 -9,372 -9,302 120 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 97.2 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 0 33 34 37 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,530
COMMITMENTS
4,123 1,783 177 122,190 124,425 126,490 126,385 40 145
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -6,677)
2,035 -220 -375 -8,377 -6,140 -6,717 -6,735 40 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.4 0.1 96.6 98.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 2 37 34 43 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 148,622
COMMITMENTS
6,014 13,467 8,081 134,257 126,973 148,352 148,521 270 101
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -7,600)
-1,288 -152 -895 -5,307 -6,006 -7,491 -7,054 -109 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 9.1 5.4 90.3 85.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 13 10 46 41 60 57
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,033
COMMITMENTS
1,510 2,075 2,200 102,067 101,678 105,777 105,953 256 80
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,898)
-225 -210 -125 -2,535 -2,553 -2,885 -2,888 -13 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 2.1 96.3 95.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 2 40 34 45 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,200
COMMITMENTS
95 615 60 20,970 20,475 21,125 21,150 75 50
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,765)
-275 -245 0 -1,565 -1,510 -1,840 -1,755 75 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.9 0.3 98.9 96.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 23 14 24 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,030
COMMITMENTS
0 175 25 16,995 16,780 17,020 16,980 10 50
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,305)
0 125 -125 -1,170 -1,275 -1,295 -1,275 -10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 99.8 98.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 21 11 22 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,143
COMMITMENTS
339 0 0 28,759 29,098 29,098 29,098 45 45
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,730)
5 -300 -5 -1,725 -1,405 -1,725 -1,710 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.7 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 0 28 28 30 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,100
COMMITMENTS
0 0 0 13,920 14,100 13,920 14,100 180 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 715)
0 0 0 535 715 535 715 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 16 18 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,152
COMMITMENTS
2,670 1,900 50 24,187 24,862 26,907 26,812 245 340
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -952)
-55 130 -50 -952 -1,342 -1,057 -1,262 105 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.0 0.2 89.1 91.6 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 1 20 24 26 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,781
COMMITMENTS
495 160 40 22,125 22,351 22,660 22,551 121 230
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,498)
-115 90 -90 -1,330 -1,728 -1,535 -1,728 37 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.2 97.1 98.1 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 19 22 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,207
COMMITMENTS
465 786 205 33,490 33,201 34,160 34,192 47 15
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -445)
-95 -400 155 -502 -150 -442 -395 -3 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.3 0.6 97.9 97.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 5 30 28 35 34
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,840
COMMITMENTS
510 120 0 21,870 22,680 22,380 22,800 460 40
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -901)
510 15 -195 -1,266 -751 -951 -931 50 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 0.0 95.8 99.3 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 25 20 26 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,117
COMMITMENTS
0 1,055 0 21,076 20,042 21,076 21,097 41 20
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 455)
0 465 0 496 347 496 812 -41 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 99.8 94.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 19 19 19 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,161
COMMITMENTS
0 575 0 15,075 14,390 15,075 14,965 86 196
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -352)
0 275 0 -324 -609 -324 -334 -28 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 99.4 94.9 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 14 16 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,806
COMMITMENTS
499 600 0 35,122 35,001 35,621 35,601 185 205
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,803)
-565 -300 -10 -1,213 -1,483 -1,788 -1,793 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.7 0.0 98.1 97.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 0 28 26 31 27
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,220
COMMITMENTS
810 0 21 14,269 15,199 15,100 15,220 120 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -734)
-185 0 21 -570 -755 -734 -734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.1 93.8 99.9 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 16 23 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,439
COMMITMENTS
1,428 100 0 12,326 14,339 13,754 14,439 685 0
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 7)
-515 -25 0 -33 32 -548 7 555 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.7 0.0 85.4 99.3 95.3 100.0 4.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 15 24 16
Updated January 15, 2016