CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 17,550
COMMITMENTS
4,474 5,908 1,240 11,781 10,402 17,495 17,550 55 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 502)
749 750 77 -350 -325 476 502 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 33.7 7.1 67.1 59.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 4 7 6 21 14
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 45,921
COMMITMENTS
13,789 9,053 9,420 22,712 27,447 45,921 45,921 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 16,614)
4,142 1,818 6,188 6,303 8,608 16,634 16,614 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 19.7 20.5 49.5 59.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 8 10 9 26 20
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 33,418
COMMITMENTS
4,988 5,316 4,568 23,345 23,093 32,901 32,977 516 441
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 8,594)
463 -388 3,893 3,721 4,648 8,077 8,153 516 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 15.9 13.7 69.9 69.1 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 7 6 7 17 16
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,026
COMMITMENTS
1,615 2,370 975 27,435 26,660 30,025 30,005 1 21
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.9 3.2 91.4 88.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 4 11 6 17 12
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 32,836
COMMITMENTS
3,012 2,030 7,432 22,392 23,374 32,836 32,836 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,930)
574 -73 557 1,799 2,446 2,930 2,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.2 22.6 68.2 71.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 6 14 12 23 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,198,360
COMMITMENTS
605,751 302,153 653,315 2907511 3230035 4166577 4185503 31,783 12,857
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 83,382)
47,328 43,335 -20,947 57,763 62,191 84,144 84,579 -762 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.2 15.6 69.3 76.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
37 38 57 138 119 204 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,978,643
COMMITMENTS
117,362 67,448 911,033 947,997 989,919 1976392 1968400 2,251 10,243
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -398,518)
8,754 5,253 -275,355 -133,653 -137,518 -400,254 -407,620 1,735 9,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.4 46.0 47.9 50.0 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 22 41 52 49 97 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 286,282
COMMITMENTS
22,384 14,658 9,342 235,838 255,149 267,564 279,149 18,718 7,133
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 13,838)
3,278 -2,532 1,205 7,970 15,127 12,453 13,800 1,385 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.1 3.3 82.4 89.1 93.5 97.5 6.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 5 10 38 30 50 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,666
COMMITMENTS
5,648 2,679 3,701 101,902 110,045 111,251 116,425 8,415 3,241
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,261)
3,249 -91 -742 -1,427 1,973 1,080 1,140 181 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.2 3.1 85.2 92.0 93.0 97.3 7.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 5 25 31 30 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,312
COMMITMENTS
1,841 9,715 9,633 223,767 218,280 235,241 237,628 11,071 8,684
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,088)
1,841 -907 1,056 9,081 12,979 11,978 13,128 -4,890 -6,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.9 3.9 90.8 88.6 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 4 33 34 37 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 670,287
COMMITMENTS
1,361 11,880 11,845 647,506 641,154 660,712 664,879 9,575 5,408
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 10,424)
-2,902 2,867 -846 14,830 7,694 11,082 9,715 -658 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 1.8 96.6 95.7 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 6 7 51 36 58 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,622
COMMITMENTS
10,049 1,444 5,671 280,678 288,001 296,398 295,116 7,224 8,506
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,184)
1,705 -545 227 737 2,852 2,669 2,534 -485 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 1.9 92.4 94.9 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 1 5 30 39 36 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,915
COMMITMENTS
8,268 2,904 3,619 267,123 272,469 279,010 278,992 5,905 5,923
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,180)
0 147 483 -803 229 -320 859 1,500 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 1.3 93.8 95.6 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 3 3 38 44 42 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,385
COMMITMENTS
574 2,044 3,076 115,146 112,481 118,796 117,601 5,589 6,784
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,800)
-792 307 533 3,659 4,405 3,400 5,245 -600 -2,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.6 2.5 92.6 90.4 95.5 94.5 4.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 2 23 26 26 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,194
COMMITMENTS
27 7,808 3,545 107,627 98,246 111,199 109,599 6,995 8,595
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,489)
27 -744 464 4,118 5,136 4,609 4,856 -120 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 3.0 91.1 83.1 94.1 92.7 5.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 4 29 26 33 31
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,882
COMMITMENTS
744 1,015 0 24,840 24,137 25,584 25,152 298 730
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.9 0.0 96.0 93.3 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 10 14 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,942
COMMITMENTS
277 1,000 2,300 96,803 93,206 99,380 96,506 9,562 12,436
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,684)
1 246 622 1,517 1,483 2,140 2,351 544 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 2.1 88.9 85.6 91.2 88.6 8.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 19 24 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,945
COMMITMENTS
0 1,926 0 161,017 160,781 161,017 162,707 8,928 7,238
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,231)
0 0 0 2,210 625 2,210 625 -979 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 94.7 94.6 94.7 95.7 5.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 29 20 29 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,755
COMMITMENTS
0 0 0 80,823 86,616 80,823 86,616 7,932 2,139
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 807)
0 0 0 807 807 807 807 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 97.6 91.1 97.6 8.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 18 19 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 313,187
COMMITMENTS
3,232 5,794 1,830 299,892 299,667 304,954 307,291 8,233 5,896
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -6,255)
388 610 -113 -5,893 -4,407 -5,618 -3,910 -637 -2,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.9 0.6 95.8 95.7 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 3 1 47 41 49 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,025
COMMITMENTS
571 5,261 2,544 72,685 70,912 75,800 78,717 9,225 6,308
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,420)
571 2,524 -122 6,274 5,177 6,723 7,579 -303 -1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.2 3.0 85.5 83.4 89.2 92.6 10.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 23 20 26 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,191
COMMITMENTS
1,526 4,750 1,431 71,953 69,453 74,910 75,634 4,281 3,557
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,434)
-1,291 2,008 124 3,133 264 1,966 2,396 468 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.0 1.8 90.9 87.7 94.6 95.5 5.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 19 20 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,049
COMMITMENTS
4,699 841 0 70,095 75,733 74,794 76,574 2,255 475
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 12,601)
1,972 841 0 11,650 11,644 13,622 12,485 -1,021 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.1 0.0 91.0 98.3 97.1 99.4 2.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 0 23 23 26 25
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,110
COMMITMENTS
22,150 8,177 348 89,247 103,948 111,745 112,473 1,365 637
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 11,426)
2,001 551 348 9,331 10,355 11,680 11,254 -254 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 7.2 0.3 78.9 91.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 5 2 31 31 39 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,625
COMMITMENTS
567 552 0 66,210 66,080 66,777 66,632 848 993
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,151)
319 87 0 4,666 4,803 4,985 4,890 166 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.0 97.9 97.7 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 16 22 18 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,924
COMMITMENTS
0 1,379 1,201 209,339 205,411 210,540 207,991 5,384 7,933
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,062)
-609 -156 -178 6,121 5,923 5,334 5,589 1,728 1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.6 97.0 95.1 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 1 1 39 37 40 38
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,324
COMMITMENTS
0 1,909 1,623 37,525 41,839 39,148 45,371 12,176 5,953
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 998)
0 738 -461 1,684 2,514 1,223 2,791 -225 -1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 3.2 73.1 81.5 76.3 88.4 23.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 14 19 16 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,270
COMMITMENTS
155 16,146 1,153 101,856 84,128 103,164 101,427 8,106 9,843
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,035)
-381 1,218 241 5,622 5,250 5,482 6,709 1,553 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 14.5 1.0 91.5 75.6 92.7 91.2 7.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 2 19 25 21 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,508
COMMITMENTS
15,567 0 734 89,341 108,203 105,642 108,937 5,866 2,571
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,789)
407 0 21 3,158 2,826 3,586 2,847 -797 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 0.7 80.1 97.0 94.7 97.7 5.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 2 23 19 28 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,039
COMMITMENTS
2,176 0 0 103,528 106,662 105,704 106,662 5,335 4,377
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,029)
-1,324 0 0 3,887 1,514 2,563 1,514 -534 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 93.2 96.1 95.2 96.1 4.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 16 22 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,199
COMMITMENTS
666 699 1,146 110,562 114,125 112,374 115,970 6,825 3,229
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,833)
-1,068 699 390 5,009 3,929 4,331 5,018 502 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 1.0 92.8 95.7 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 18 17 20 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,930
COMMITMENTS
0 13,163 2,236 114,398 105,219 116,634 120,618 17,296 13,312
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,513)
0 6,380 -318 3,608 -3,538 3,290 2,524 223 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 1.7 85.4 78.6 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 7 2 26 22 28 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,051
COMMITMENTS
1,015 0 0 29,306 30,484 30,321 30,484 730 567
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,075)
1,015 0 0 4,159 4,814 5,174 4,814 -99 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 94.4 98.2 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 13 17 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,141
COMMITMENTS
0 1,534 0 45,862 44,724 45,862 46,258 1,279 883
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,218)
0 899 0 6,950 5,397 6,950 6,296 -732 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 97.3 94.9 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 18 18 18 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,688
COMMITMENTS
2,092 9,283 923 188,849 181,824 191,864 192,030 5,824 5,658
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,744)
-98 1,266 431 4,867 4,176 5,200 5,873 -456 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.7 0.5 95.5 92.0 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 6 3 39 35 42 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 91,402
COMMITMENTS
0 0 0 82,660 87,189 82,660 87,189 8,742 4,213
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -680)
0 0 0 326 992 326 992 -1,006 -1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 95.4 90.4 95.4 9.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 18 19 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,808
COMMITMENTS
0 0 0 73,122 72,942 73,122 72,942 7,686 7,866
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 490)
0 0 0 1,323 914 1,323 914 -833 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 90.3 90.5 90.3 9.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 17 18 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,023
COMMITMENTS
515 0 232 72,275 75,324 73,022 75,556 6,001 3,467
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -35)
58 0 0 605 -589 663 -589 -698 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.3 91.5 95.3 92.4 95.6 7.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 18 24 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 20,172
COMMITMENTS
1,055 0 0 18,842 19,669 19,897 19,669 275 503
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 93.4 97.5 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 15 11 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 90,093
COMMITMENTS
3,441 0 0 81,263 87,515 84,704 87,515 5,389 2,578
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 725)
29 0 0 638 785 667 785 58 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 90.2 97.1 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 16 14 17 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 164,382
COMMITMENTS
22,361 12,030 15,641 125,683 136,145 163,685 163,816 697 566
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,532)
252 -79 -11 1,295 1,656 1,536 1,566 -4 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.3 9.5 76.5 82.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 13 23 49 52 76 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,032
COMMITMENTS
138 95 618 51,252 51,295 52,007 52,007 25 25
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 553)
-699 58 47 1,204 447 553 553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 1.2 98.5 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 4 30 27 34 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 440,787
COMMITMENTS
6,851 0 4,085 427,867 434,718 438,803 438,803 1,984 1,984
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 8,727)
1,580 -179 773 5,078 6,837 7,431 7,431 1,296 1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.9 97.1 98.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 21 21 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,558,774
COMMITMENTS
65,346 62,143 22,264 1471164 1474367 1558774 1558774 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 24,170)
1,888 -360 0 22,282 24,530 24,170 24,170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.0 1.4 94.4 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 6 3 37 40 42 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,502
COMMITMENTS
3,607 3,655 1,574 62,296 62,248 67,477 67,477 25 25
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -964)
-235 -1,604 253 -982 387 -964 -964 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.4 2.3 92.3 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 5 22 22 30 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 494,093
COMMITMENTS
1,480 9,566 7,090 485,523 477,437 494,093 494,093 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,552)
1,480 -1,928 0 4,072 7,480 5,552 5,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 1.4 98.3 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 19 19 21 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 417,320
COMMITMENTS
784 6,240 0 416,536 411,080 417,320 417,320 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -21,937)
0 0 0 -21,937 -21,937 -21,937 -21,937 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 0.0 99.8 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 0 31 30 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,543
COMMITMENTS
252 65 571 37,443 38,021 38,266 38,657 1,277 886
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -38)
-64 0 43 -17 386 -38 429 0 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 1.4 94.7 96.2 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 27 24 31 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,986
COMMITMENTS
1,035 6 92 50,404 51,847 51,531 51,945 455 41
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,020)
0 0 0 3,020 3,020 3,020 3,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.2 97.0 99.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 34 30 36 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,339
COMMITMENTS
1,345 6 92 68,380 70,216 69,817 70,314 522 25
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,895)
0 0 0 3,895 3,895 3,895 3,895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 97.2 99.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 33 31 36 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,440
COMMITMENTS
0 0 0 18,320 18,320 18,320 18,320 120 120
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 288,808
COMMITMENTS
0 424 0 288,808 288,384 288,808 288,808 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,664)
0 0 0 7,664 7,664 7,664 7,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 26 18 26 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,231
COMMITMENTS
1,020 0 0 7,080 8,167 8,100 8,167 131 64
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 380)
0 0 0 359 401 359 401 21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 86.0 99.2 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 17 18 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,935
COMMITMENTS
0 350 0 20,935 20,465 20,935 20,815 0 120
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 230 215 230 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 97.8 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 22 16 22 18
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,990
COMMITMENTS
0 125 0 21,810 21,805 21,810 21,930 180 60
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 655)
0 50 0 655 605 655 655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.2 99.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 24 19 24 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,082
COMMITMENTS
163 211 0 18,815 18,040 18,978 18,251 104 831
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 22)
0 85 0 236 -63 236 22 -214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 0.0 98.6 94.5 99.5 95.6 0.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 26 23 27 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,098
COMMITMENTS
300 4,720 375 60,183 55,802 60,858 60,897 240 201
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,416)
0 108 37 1,437 1,306 1,474 1,451 -58 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.7 0.6 98.5 91.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 2 31 32 35 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,366
COMMITMENTS
141 11,905 1,093 74,132 62,258 75,366 75,256 0 110
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,277)
77 43 177 2,023 2,112 2,277 2,332 0 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.8 1.5 98.4 82.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 10 7 35 36 42 47
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,645
COMMITMENTS
1,385 0 310 46,830 48,335 48,525 48,645 120 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,125)
0 0 0 1,125 1,125 1,125 1,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.6 96.3 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 13 26 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,715
COMMITMENTS
2,375 0 165 50,925 53,550 53,465 53,715 250 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,015)
0 0 0 1,015 1,015 1,015 1,015 0 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: 30)
2 0 1 25 14 27 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 386,772
COMMITMENTS
30,003 26,175 7,881 348,888 352,716 386,772 386,772 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,255)
3,944 1,632 -408 3,719 6,031 7,255 7,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.8 2.0 90.2 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 2 29 30 33 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,265
COMMITMENTS
5,471 2,265 407 21,220 24,528 27,098 27,200 167 65
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 88)
138 17 -24 -91 116 24 110 64 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 8.3 1.5 77.8 90.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 6 26 32 32 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,340
COMMITMENTS
185 3,830 1,308 32,847 29,202 34,340 34,340 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 304)
-25 -53 26 303 331 304 304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.2 3.8 95.7 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 4 17 15 24 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 343,413
COMMITMENTS
0 759 0 343,413 342,654 343,413 343,413 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,613)
0 0 0 2,613 2,613 2,613 2,613 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: 28)
0 1 0 19 18 19 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,483
COMMITMENTS
739 42 0 27,744 27,891 28,483 27,933 0 550
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -85)
0 42 0 170 -127 170 -85 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 0.0 97.4 97.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 16 17 19 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 138,786
COMMITMENTS
0 6,272 0 138,786 132,514 138,786 138,786 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 100.0 95.5 100.0 100.0 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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,570
COMMITMENTS
1,862 84 281 12,279 13,765 14,422 14,130 148 440
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 385)
-63 84 21 511 280 469 385 -84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.6 1.9 84.3 94.5 99.0 97.0 1.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 20 20 24 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 181,346
COMMITMENTS
15,077 0 1,586 164,683 179,760 181,346 181,346 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,115)
2,175 0 0 2,940 5,115 5,115 5,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.9 90.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 18 22 21 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,416
COMMITMENTS
172 1,263 63 15,181 13,775 15,416 15,101 0 315
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 81)
0 21 0 147 103 147 124 -66 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.2 0.4 98.5 89.4 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 20 22 22 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 181,841
COMMITMENTS
3,172 0 2,757 175,912 179,084 181,841 181,841 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.5 96.7 98.5 100.0 100.0 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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,515
COMMITMENTS
0 700 0 9,275 8,755 9,275 9,455 240 60
CHANGES FROM 01/19/16 (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 7.4 0.0 97.5 92.0 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 12 14 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,064
COMMITMENTS
75 26 0 18,989 19,038 19,064 19,064 0 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 355)
50 26 0 305 329 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.0 99.6 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 14 19 15 20
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,190
COMMITMENTS
0 1,480 0 12,590 11,710 12,590 13,190 600 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 440)
0 0 0 -40 440 -40 440 480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 95.5 88.8 95.5 100.0 4.5 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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 455,145
COMMITMENTS
29,017 21,729 77,602 347,098 355,814 453,716 455,145 1,429 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,816)
-6,572 -145 2,379 7,909 1,582 3,716 3,816 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.8 17.0 76.3 78.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 17 13 22 17
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,260
COMMITMENTS
0 375 0 21,960 21,810 21,960 22,185 300 75
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.7 98.0 98.7 99.7 1.3 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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,010
COMMITMENTS
0 375 0 18,490 18,585 18,490 18,960 520 50
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 97.3 97.8 97.3 99.7 2.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 13 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,714
COMMITMENTS
700 0 0 19,894 20,714 20,594 20,714 120 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 565)
0 0 0 565 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 96.0 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 18 17 20 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,314
COMMITMENTS
250 0 0 18,735 19,304 18,985 19,304 329 10
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 605)
0 0 0 605 605 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.0 99.9 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 13 18 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,290
COMMITMENTS
0 100 0 21,535 22,190 21,535 22,290 755 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.6 99.6 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 13 17 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,005
COMMITMENTS
0 50 0 18,335 18,835 18,335 18,885 670 120
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.5 99.1 96.5 99.4 3.5 0.6
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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,502
COMMITMENTS
0 50 200 18,872 19,132 19,072 19,382 430 120
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 96.8 98.1 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 14 21 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,473
COMMITMENTS
3,045 645 0 114,308 116,828 117,353 117,473 120 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,753)
0 0 0 2,753 2,803 2,753 2,803 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.5 0.0 97.3 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 0 34 35 38 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 132,650
COMMITMENTS
4,198 2,205 152 128,260 130,160 132,610 132,517 40 133
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,642)
0 -125 -50 3,692 3,832 3,642 3,657 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.7 0.1 96.7 98.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 1 38 35 44 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 150,274
COMMITMENTS
6,433 13,960 8,243 135,362 128,051 150,038 150,254 236 20
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,407)
779 328 -526 1,172 1,615 1,426 1,417 -19 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.3 5.5 90.1 85.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 15 10 47 44 62 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,060
COMMITMENTS
1,630 1,875 2,400 104,884 104,785 108,914 109,060 146 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,632)
25 0 0 1,607 1,632 1,632 1,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.7 2.2 96.2 96.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 2 41 35 48 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,395
COMMITMENTS
195 765 45 23,080 22,535 23,320 23,345 75 50
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 875)
0 -50 0 875 925 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.3 0.2 98.7 96.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 25 15 26 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,095
COMMITMENTS
0 175 25 19,070 18,845 19,095 19,045 0 50
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 905)
0 0 0 915 905 915 905 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 99.9 98.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 11 23 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,209
COMMITMENTS
239 500 0 29,925 29,664 30,164 30,164 45 45
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 585)
0 0 0 585 585 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.0 99.1 98.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 28 28 29 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,940
COMMITMENTS
0 0 0 14,400 14,940 14,400 14,940 540 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 540)
0 0 0 180 540 180 540 360 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 17 19 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,175
COMMITMENTS
2,644 1,990 50 24,230 24,795 26,924 26,835 251 340
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 48)
0 75 0 48 -27 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.3 0.2 89.2 91.2 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 1 20 24 26 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,485
COMMITMENTS
495 141 40 21,809 22,059 22,344 22,240 141 245
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 59)
0 -44 0 39 93 39 49 20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.2 97.0 98.1 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 20 22 21
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,467
COMMITMENTS
1,084 1,506 161 35,177 34,785 36,422 36,452 45 15
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,045)
470 705 -55 1,630 1,395 2,045 2,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.1 0.4 96.5 95.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 3 31 29 35 34
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,015
COMMITMENTS
510 145 0 23,045 23,830 23,555 23,975 460 40
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,115)
0 25 0 1,115 1,090 1,115 1,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.0 96.0 99.2 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 25 21 26 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,073
COMMITMENTS
0 1,625 0 22,032 20,428 22,032 22,053 41 20
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 936)
0 400 0 936 536 936 936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.0 99.8 92.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 20 19 20 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,716
COMMITMENTS
0 575 0 15,630 14,945 15,630 15,520 86 196
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 555)
0 0 0 555 555 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 99.5 95.1 99.5 98.8 0.5 1.2
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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,386
COMMITMENTS
499 0 0 36,702 37,001 37,201 37,001 185 385
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,335)
0 0 0 1,335 1,335 1,335 1,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.2 99.0 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 28 26 31 26
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,570
COMMITMENTS
890 0 6 14,554 15,564 15,450 15,570 120 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 295)
0 0 0 295 295 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 93.5 100.0 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 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,584
COMMITMENTS
1,508 100 0 12,406 14,484 13,914 14,584 670 0
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -350)
0 0 0 -350 -350 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.7 0.0 85.1 99.3 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 16 24 17
Updated January 29, 2016