CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 9,635
COMMITMENTS
3,848 1,592 350 5,428 7,693 9,626 9,635 9 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -7,915)
-626 -4,316 -890 -6,353 -2,709 -7,869 -7,915 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 16.5 3.6 56.3 79.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 4 8 4 17 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 39,289
COMMITMENTS
11,359 5,651 9,188 18,578 24,450 39,124 39,289 165 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -6,632)
-2,430 -3,402 -232 -4,135 -2,997 -6,797 -6,632 165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 14.4 23.4 47.3 62.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 4 7 11 9 23 18
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 9,790
COMMITMENTS
1,425 8,255 995 7,370 500 9,790 9,750 0 40
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 84.3 10.2 75.3 5.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 12 4 6 2 11 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,237
COMMITMENTS
4,190 5,165 4,396 21,131 20,231 29,717 29,792 520 445
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -3,181)
-798 -150 -172 -2,214 -2,862 -3,185 -3,184 4 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.1 14.5 69.9 66.9 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 7 6 7 16 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 37,412
COMMITMENTS
2,812 1,598 9,027 25,523 26,736 37,362 37,362 50 50
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 4,576)
-200 -432 1,594 3,131 3,363 4,525 4,525 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.3 24.1 68.2 71.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 6 14 12 22 20
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 9,225
COMMITMENTS
1,575 7,050 600 7,050 1,575 9,225 9,225 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 76.4 6.5 76.4 17.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 6 2 5 2 14 9
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,050,921
COMMITMENTS
597,964 226,844 626,308 2789789 3186659 4014061 4039811 36,860 11,110
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -147,439)
-7,787 -75,309 -27,007 -117,722 -43,376 -152,516 -145,692 5,077 -1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.6 15.5 68.9 78.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
39 34 58 136 116 202 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,103,092
COMMITMENTS
103,401 59,660 1021528 978,037 1020856 2102966 2102044 127 1,049
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 124,449)
-13,961 -7,788 110,494 30,040 30,937 126,573 133,643 -2,124 -9,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.8 48.6 46.5 48.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
27 19 42 53 53 97 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 294,845
COMMITMENTS
19,560 15,165 10,850 244,867 261,104 275,277 287,119 19,568 7,726
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 8,563)
-2,824 507 1,508 9,029 5,955 7,713 7,970 850 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.1 3.7 83.0 88.6 93.4 97.4 6.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 6 9 39 31 50 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,137
COMMITMENTS
4,365 2,861 2,870 119,933 128,265 127,168 133,996 9,969 3,141
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 17,471)
-1,283 182 -831 18,031 18,220 15,917 17,571 1,554 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.1 2.1 87.5 93.5 92.7 97.7 7.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 4 27 31 31 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,637
COMMITMENTS
2,275 8,516 9,235 225,528 220,983 237,038 238,734 11,599 9,903
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,325)
434 -1,199 -398 1,761 2,703 1,797 1,106 528 1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.4 3.7 90.7 88.9 95.3 96.0 4.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 4 34 34 38 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 642,551
COMMITMENTS
0 14,626 15,749 618,579 607,322 634,328 637,697 8,223 4,854
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -27,736)
-1,361 2,746 3,904 -28,927 -33,832 -26,384 -27,182 -1,352 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 2.5 96.3 94.5 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
0 8 7 48 40 55 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,646
COMMITMENTS
10,298 2,382 5,752 291,057 299,217 307,107 307,351 7,539 7,295
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 11,024)
249 938 81 10,379 11,216 10,709 12,235 315 -1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.8 1.8 92.5 95.1 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 4 31 39 37 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,579
COMMITMENTS
8,102 1,775 3,117 280,901 287,984 292,120 292,876 6,459 5,703
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 13,664)
-166 -1,129 -502 13,778 15,515 13,110 13,884 554 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 1.0 94.1 96.5 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 3 38 45 42 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,758
COMMITMENTS
1,898 12 2,803 107,783 107,173 112,484 109,988 6,274 8,770
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -5,627)
1,324 -2,032 -273 -7,363 -5,308 -6,312 -7,613 685 1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 2.4 90.8 90.2 94.7 92.6 5.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 24 28 26 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,270
COMMITMENTS
1,369 8,069 3,028 110,015 101,823 114,412 112,920 7,858 9,350
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 4,076)
1,342 261 -517 2,388 3,577 3,213 3,321 863 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.6 2.5 90.0 83.3 93.6 92.4 6.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 4 31 25 35 31
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,804
COMMITMENTS
423 2,865 1,499 97,831 93,911 99,753 98,275 11,051 12,529
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,862)
146 1,865 -801 1,028 705 373 1,769 1,489 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.6 1.4 88.3 84.8 90.0 88.7 10.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 19 23 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 170,919
COMMITMENTS
0 1,926 0 162,677 161,655 162,677 163,581 8,242 7,338
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 974)
0 0 0 1,660 874 1,660 874 -686 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 95.2 94.6 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 30 20 30 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| 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 80,261 86,500 80,261 86,500 8,494 2,255
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -562 -116 -562 -116 562 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 97.5 90.4 97.5 9.6 2.5
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 332,348
COMMITMENTS
3,446 5,666 2,202 317,884 317,763 323,532 325,631 8,816 6,717
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 19,161)
214 -128 372 17,992 18,096 18,578 18,340 583 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.7 0.7 95.6 95.6 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 3 1 46 40 48 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,541
COMMITMENTS
0 6,224 2,133 77,290 74,444 79,423 82,801 10,118 6,740
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 4,516)
-571 963 -411 4,605 3,532 3,623 4,084 893 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 2.4 86.3 83.1 88.7 92.5 11.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 24 22 26 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,936
COMMITMENTS
551 0 0 11,976 11,991 12,527 11,991 2,409 2,945
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 80.2 80.3 83.9 80.3 16.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 14 10 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,746
COMMITMENTS
729 4,750 1,525 72,433 69,914 74,687 76,189 5,059 3,557
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 555)
-797 0 94 480 461 -223 555 778 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.0 1.9 90.8 87.7 93.7 95.5 6.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 19 21 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,978
COMMITMENTS
1,857 578 377 79,451 81,980 81,685 82,935 3,293 2,043
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 7,929)
-2,842 -263 377 9,356 6,247 6,891 6,361 1,038 1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.4 93.5 96.5 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 1 31 25 34 27
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,613
COMMITMENTS
9,237 8,084 725 98,713 111,145 108,675 119,954 12,938 1,659
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 8,503)
-12,913 -93 377 9,466 7,197 -3,070 7,481 11,573 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.6 0.6 81.2 91.4 89.4 98.6 10.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 5 3 37 33 46 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,472
COMMITMENTS
596 552 0 67,028 66,753 67,624 67,305 848 1,167
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 847)
29 0 0 818 673 847 673 0 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 0.0 97.9 97.5 98.8 98.3 1.2 1.7
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,135
COMMITMENTS
0 1,135 1,056 213,840 209,804 214,896 211,995 5,239 8,140
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 4,211)
0 -244 -145 4,501 4,393 4,356 4,004 -145 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.5 97.1 95.3 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 1 40 35 41 37
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,738
COMMITMENTS
0 3,919 1,306 39,279 42,377 40,585 47,602 12,153 5,136
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,414)
0 2,010 -317 1,754 538 1,437 2,231 -23 -817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 2.5 74.5 80.4 77.0 90.3 23.0 9.7
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,683
COMMITMENTS
0 14,396 1,342 109,256 90,879 110,598 106,617 8,085 12,066
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 7,413)
-155 -1,750 189 7,400 6,751 7,434 5,190 -21 2,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 1.1 92.1 76.6 93.2 89.8 6.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 21 25 22 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,319
COMMITMENTS
16,446 0 766 90,098 109,951 107,310 110,717 6,009 2,602
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,811)
879 0 32 757 1,748 1,668 1,780 143 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 0.7 79.5 97.0 94.7 97.7 5.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 0 2 23 19 29 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,728
COMMITMENTS
2,604 0 0 102,377 106,979 104,981 106,979 5,747 3,749
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -311)
428 0 0 -1,151 317 -723 317 412 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 92.5 96.6 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 19 17 21 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,283
COMMITMENTS
1,532 2,583 0 119,965 123,044 121,497 125,627 8,786 4,656
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 11,084)
866 1,884 -1,146 9,403 8,919 9,123 9,657 1,961 1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.0 0.0 92.1 94.4 93.3 96.4 6.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 16 19 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,988
COMMITMENTS
1,080 13,800 1,495 120,062 111,232 122,637 126,527 18,351 14,461
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 7,058)
1,080 637 -741 5,664 6,013 6,003 5,909 1,055 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.8 1.1 85.2 78.9 87.0 89.7 13.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 28 23 30 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,399
COMMITMENTS
1,015 0 0 38,654 39,832 39,669 39,832 730 567
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 9,348)
0 0 0 9,348 9,348 9,348 9,348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.7 98.6 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 14 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,616
COMMITMENTS
0 1,276 0 46,250 45,112 46,250 46,388 1,366 1,228
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 475)
0 -258 0 388 388 388 130 87 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.1 94.7 97.1 97.4 2.9 2.6
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,907
COMMITMENTS
2,032 8,772 1,259 194,193 184,463 197,484 194,494 5,423 8,413
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 5,219)
-60 -511 336 5,344 2,639 5,620 2,464 -401 2,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.3 0.6 95.7 90.9 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 5 3 39 35 42 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 93,911
COMMITMENTS
0 0 0 84,557 90,063 84,557 90,063 9,354 3,848
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,509)
0 0 0 1,897 2,874 1,897 2,874 612 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 95.9 90.0 95.9 10.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 20 21 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,134
COMMITMENTS
0 0 0 73,346 74,748 73,346 74,748 9,788 8,386
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,326)
0 0 0 224 1,806 224 1,806 2,102 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 89.9 88.2 89.9 11.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 16 17 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,670
COMMITMENTS
515 0 232 75,410 79,121 76,157 79,353 6,513 3,317
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,647)
0 0 0 3,135 3,797 3,135 3,797 512 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 91.2 95.7 92.1 96.0 7.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 18 23 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 20,607
COMMITMENTS
1,171 0 0 19,161 19,988 20,332 19,988 275 619
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 435)
116 0 0 319 319 435 319 0 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 93.0 97.0 98.7 97.0 1.3 3.0
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 93,197
COMMITMENTS
3,441 0 0 83,579 89,977 87,020 89,977 6,177 3,220
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,104)
0 0 0 2,316 2,462 2,316 2,462 788 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 89.7 96.5 93.4 96.5 6.6 3.5
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,310
COMMITMENTS
24,221 9,842 12,926 120,223 133,015 157,370 155,783 939 2,527
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -6,072)
1,860 -2,187 -2,715 -5,459 -3,131 -6,314 -8,033 242 1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.2 8.2 75.9 84.0 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 16 18 48 52 71 74
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,365
COMMITMENTS
521 368 476 48,366 48,519 49,363 49,363 2 2
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,667)
383 273 -142 -2,885 -2,775 -2,644 -2,644 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.7 1.0 98.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 28 25 33 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 439,308
COMMITMENTS
11,648 1,254 1,528 424,228 434,622 437,404 437,404 1,904 1,904
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,479)
4,797 1,254 -2,557 -3,639 -96 -1,399 -1,399 -80 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.3 0.3 96.6 98.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 21 21 25 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,568,564
COMMITMENTS
66,498 71,968 22,264 1479802 1474332 1568564 1568564 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 9,790)
1,152 9,825 0 8,638 -35 9,790 9,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.6 1.4 94.3 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 6 3 37 41 42 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,911
COMMITMENTS
4,098 3,504 2,023 63,765 64,359 69,886 69,886 25 25
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,409)
491 -151 450 1,469 2,111 2,409 2,409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.0 2.9 91.2 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 5 22 23 30 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 504,737
COMMITMENTS
1,480 10,750 7,090 496,167 486,897 504,737 504,737 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 10,644)
0 1,184 0 10,644 9,460 10,644 10,644 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 1.4 98.3 96.5 100.0 100.0 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 416,736
COMMITMENTS
424 6,240 0 416,312 410,496 416,736 416,736 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -584)
-360 0 0 -224 -584 -584 -584 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 0.0 99.9 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,952
COMMITMENTS
234 65 549 37,892 38,430 38,675 39,044 1,277 908
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 409)
-18 0 -22 449 409 409 387 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 1.4 94.8 96.2 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 2 27 24 32 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,961
COMMITMENTS
1,035 56 92 51,309 52,772 52,436 52,920 525 41
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 975)
0 50 0 905 925 905 975 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.1 0.2 96.9 99.6 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 1 34 31 36 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,519
COMMITMENTS
1,345 56 92 69,480 71,346 70,917 71,494 602 25
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,180)
0 50 0 1,100 1,130 1,100 1,180 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 0.1 97.1 99.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 33 31 36 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,615
COMMITMENTS
0 0 0 18,495 18,495 18,495 18,495 120 120
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 13 18 13
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 288,848
COMMITMENTS
0 424 0 288,848 288,424 288,848 288,848 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,314
COMMITMENTS
1,167 0 0 7,017 8,250 8,184 8,250 130 64
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 83)
147 0 0 -63 83 84 83 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 0.0 84.4 99.2 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 17 17 19 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,960
COMMITMENTS
0 350 0 24,960 24,490 24,960 24,840 0 120
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 4,025)
0 0 0 4,025 4,025 4,025 4,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.1 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 23 18 23 20
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,345
COMMITMENTS
0 125 0 22,135 22,160 22,135 22,285 210 60
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 355)
0 0 0 325 355 325 355 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.1 99.2 99.1 99.7 0.9 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,685
COMMITMENTS
163 211 0 19,375 18,559 19,538 18,770 147 915
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 603)
0 0 0 560 519 560 519 43 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 0.0 98.4 94.3 99.3 95.4 0.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 26 22 27 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,371
COMMITMENTS
300 5,035 377 60,419 55,744 61,096 61,156 275 215
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 273)
0 315 2 236 -58 238 259 35 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.2 0.6 98.4 90.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 6 3 31 31 36 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,966
COMMITMENTS
290 12,493 1,440 74,236 61,923 75,966 75,856 0 110
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 600)
149 588 347 104 -335 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 16.4 1.9 97.7 81.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 11 7 35 36 42 48
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,080
COMMITMENTS
1,845 0 280 46,835 48,800 48,960 49,080 120 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 435)
460 0 -30 5 465 435 435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.6 95.4 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 13 27 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,770
COMMITMENTS
3,065 0 120 51,335 54,650 54,520 54,770 250 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,055)
690 0 -45 410 1,100 1,055 1,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.2 93.7 99.8 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 383,068
COMMITMENTS
30,044 25,791 8,641 344,383 348,636 383,068 383,068 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -3,704)
41 -384 760 -4,505 -4,080 -3,704 -3,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.7 2.3 89.9 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,368
COMMITMENTS
5,511 2,523 422 21,247 24,358 27,180 27,303 188 65
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 103)
40 258 15 27 -170 82 103 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 9.2 1.5 77.6 89.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 7 4 27 32 32 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,323
COMMITMENTS
129 3,905 1,518 34,676 30,900 36,323 36,323 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,983)
-56 75 210 1,829 1,698 1,983 1,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.8 4.2 95.5 85.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 4 17 14 24 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 344,163
COMMITMENTS
0 759 0 344,163 343,404 344,163 344,163 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 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: 29)
0 1 0 19 19 19 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,737
COMMITMENTS
760 42 0 27,936 28,103 28,696 28,145 41 592
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 254)
21 0 0 192 212 213 212 41 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 0.0 97.2 97.8 99.9 97.9 0.1 2.1
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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 144,683
COMMITMENTS
0 6,272 0 144,683 138,411 144,683 144,683 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 5,897)
0 0 0 5,897 5,897 5,897 5,897 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,826
COMMITMENTS
1,904 166 239 12,535 13,999 14,678 14,404 148 422
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 256)
42 82 -42 256 234 256 274 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.1 1.6 84.5 94.4 99.0 97.2 1.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 20 20 24 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 182,066
COMMITMENTS
15,437 0 1,586 165,043 180,480 182,066 182,066 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 720)
360 0 0 360 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.9 90.7 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 18 23 21 24
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,489
COMMITMENTS
151 1,416 105 16,233 14,652 16,489 16,173 0 316
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,073)
-21 153 42 1,052 877 1,073 1,072 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.6 0.6 98.4 88.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 3 24 24 27 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 191,313
COMMITMENTS
2,884 96 2,661 185,768 188,556 191,313 191,313 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 9,472)
-288 96 -96 9,856 9,472 9,472 9,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 1.4 97.1 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 19 22 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,565
COMMITMENTS
0 700 50 9,270 8,755 9,320 9,505 245 60
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 50)
0 0 50 -5 0 45 50 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.5 96.9 91.5 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 14 12 15 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,674
COMMITMENTS
125 26 0 18,549 18,648 18,674 18,674 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -390)
50 0 0 -440 -390 -390 -390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 99.3 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 OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,465
COMMITMENTS
0 0 0 9,470 10,345 9,470 10,345 995 120
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 98.9 90.5 98.9 9.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 11 15 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,465
COMMITMENTS
0 1,480 0 12,745 11,985 12,745 13,465 720 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 275)
0 0 0 155 275 155 275 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 94.7 89.0 94.7 100.0 5.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 17 22 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 470,363
COMMITMENTS
24,773 22,423 83,913 360,278 364,026 468,964 470,363 1,398 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 15,218)
-4,243 694 6,311 13,180 8,212 15,248 15,218 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.8 17.8 76.6 77.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 18 13 23 17
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,350
COMMITMENTS
0 375 0 22,050 21,900 22,050 22,275 300 75
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,060
COMMITMENTS
0 375 0 18,540 18,635 18,540 19,010 520 50
CHANGES FROM 01/26/16 (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 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,189
COMMITMENTS
700 0 0 20,369 21,189 21,069 21,189 120 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 96.1 100.0 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,424
COMMITMENTS
250 0 0 18,845 19,414 19,095 19,414 329 10
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 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: 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,110
COMMITMENTS
0 100 0 21,355 22,010 21,355 22,110 755 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -180 -180 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.6 99.5 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,235
COMMITMENTS
0 50 0 18,555 19,065 18,555 19,115 680 120
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 230)
0 0 0 220 230 220 230 10 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,692
COMMITMENTS
0 50 200 19,062 19,322 19,262 19,572 430 120
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 190)
0 0 0 190 190 190 190 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 15 21 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,653
COMMITMENTS
3,070 645 0 116,583 119,008 119,653 119,653 0 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,180)
25 0 0 2,275 2,180 2,300 2,180 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.5 0.0 97.4 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 0 33 34 37 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 135,475
COMMITMENTS
3,548 2,195 457 131,470 132,626 135,475 135,278 0 197
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,825)
-650 -10 305 3,210 2,466 2,865 2,761 -40 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.6 0.3 97.0 97.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 3 1 37 35 43 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 153,644
COMMITMENTS
8,318 13,660 8,432 136,472 131,295 153,221 153,387 423 257
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,370)
1,885 -299 188 1,110 3,244 3,183 3,133 187 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.9 5.5 88.8 85.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 15 9 46 44 60 60
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,613
COMMITMENTS
1,695 1,875 2,400 106,372 106,338 110,467 110,613 146 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,553)
65 0 0 1,488 1,553 1,553 1,553 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,105
COMMITMENTS
95 565 95 23,840 23,395 24,030 24,055 75 50
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 710)
-100 -200 50 760 860 710 710 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.3 0.4 98.9 97.1 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,245
COMMITMENTS
0 200 25 19,220 18,970 19,245 19,195 0 50
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 150)
0 25 0 150 125 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 99.9 98.6 100.0 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,209
COMMITMENTS
244 500 0 29,920 29,664 30,164 30,164 45 45
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 0)
5 0 0 -5 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.0 99.0 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,360
COMMITMENTS
0 0 0 14,820 15,360 14,820 15,360 540 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 420)
0 0 0 420 420 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 100.0 96.5 100.0 3.5 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,453
COMMITMENTS
2,644 2,010 0 24,508 25,103 27,152 27,113 301 340
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 278)
0 20 -50 278 308 228 278 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.3 0.0 89.3 91.4 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 0 21 24 26 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,780
COMMITMENTS
495 166 40 22,104 22,354 22,639 22,560 141 220
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 295)
0 25 0 295 295 295 320 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.2 97.0 98.1 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 21 21 23 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,858
COMMITMENTS
1,155 2,621 160 36,492 35,018 37,807 37,799 51 59
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,391)
71 1,115 -1 1,315 233 1,385 1,347 6 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.9 0.4 96.4 92.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 31 30 34 34
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,055
COMMITMENTS
510 120 0 24,085 24,870 24,595 24,990 460 65
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,040)
0 -25 0 1,040 1,040 1,040 1,015 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 0.0 96.1 99.3 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 26 21 27 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,098
COMMITMENTS
0 1,685 0 22,052 20,393 22,052 22,078 46 20
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 25)
0 60 0 20 -35 20 25 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 99.8 92.3 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 02/02/16 |
--------------------------------------------------------------| 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 01/26/16 (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 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,396
COMMITMENTS
514 0 0 36,697 37,011 37,211 37,011 185 385
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 10)
15 0 0 -5 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.1 99.0 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 27 27 30 27
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,630
COMMITMENTS
890 0 6 14,614 15,624 15,510 15,630 120 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 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 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,679
COMMITMENTS
1,508 100 0 12,501 14,579 14,009 14,679 670 0
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 95 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.7 0.0 85.2 99.3 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 17 24 18
Updated February 5, 2016