CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,318
COMMITMENTS
4,993 831 200 5,103 9,287 10,296 10,318 22 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,723)
738 -949 -906 -1,555 132 -1,723 -1,723 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 8.1 1.9 49.5 90.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 3 3 8 6 20 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 53,659
COMMITMENTS
22,162 9,223 12,812 18,666 31,623 53,641 53,659 18 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 5,874)
5,765 -220 -723 820 6,817 5,862 5,874 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 17.2 23.9 34.8 58.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 8 12 9 10 25 26
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,575
COMMITMENTS
13,650 21,295 850 11,075 3,080 25,575 25,225 0 350
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 200)
200 150 0 0 50 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 83.3 3.3 43.3 12.0 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 7 4 6 2 15 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,235
COMMITMENTS
2,350 9,800 895 7,990 500 11,235 11,195 0 40
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -600)
1,075 -600 0 -1,675 0 -600 -600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 87.2 8.0 71.1 4.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 12 3 6 2 12 14
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 59,544
COMMITMENTS
4,449 6,437 11,570 43,525 41,537 59,544 59,544 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,281)
-157 -134 366 -1,145 -1,167 -935 -935 -345 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 10.8 19.4 73.1 69.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 8 8 15 13 28 25
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 7,625
COMMITMENTS
3,900 5,825 100 3,625 1,700 7,625 7,625 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 150)
-1,025 150 0 1,175 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 76.4 1.3 47.5 22.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 1 4 3 12 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 6,440
COMMITMENTS
3,375 3,020 420 2,625 3,000 6,420 6,440 20 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 0)
0 -50 0 0 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 46.9 6.5 40.8 46.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 1 5 4 13 9
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 10,845
COMMITMENTS
2,595 7,170 1,000 7,250 2,675 10,845 10,845 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 50)
50 -100 0 0 150 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 66.1 9.2 66.9 24.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 3 6 2 17 9
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,213,419
COMMITMENTS
494,970 233,929 755,931 2912443 3207690 4163344 4197550 50,075 15,869
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -195,664)
-36,348 21,775 -75,462 -93,089 -144,946 -204,899 -198,633 9,235 2,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.6 17.9 69.1 76.1 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
40 38 55 128 118 198 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,234,563
COMMITMENTS
90,535 60,681 1131980 1008208 1040346 2230723 2233007 3,839 1,555
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -534,975)
-12,137 -18,906 -309,790 -215,955 -206,331 -537,882 -535,026 2,908 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.7 50.7 45.1 46.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 22 32 50 47 85 82
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,029
COMMITMENTS
18,177 8,141 19,791 247,455 268,846 285,423 296,778 20,606 9,251
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 9,659)
419 -3,843 4,010 5,609 10,496 10,038 10,663 -379 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.7 6.5 80.9 87.8 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 6 9 37 31 49 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,640
COMMITMENTS
3,942 11,711 4,356 141,579 139,558 149,877 155,625 9,763 4,015
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,537)
-2,221 3,753 1,237 7,080 2,427 6,096 7,417 441 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.3 2.7 88.7 87.4 93.9 97.5 6.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 5 31 32 36 41
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,886
COMMITMENTS
1,254 5,803 9,175 216,792 216,183 227,221 231,161 11,665 7,725
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,394)
-668 -2,468 904 -2,780 1,240 -2,544 -324 150 -2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 3.8 90.8 90.5 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 5 31 33 36 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 690,429
COMMITMENTS
6,978 8,792 19,306 654,362 659,035 680,646 687,133 9,783 3,296
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 14,173)
2,741 -6,221 1,779 11,936 21,914 16,456 17,472 -2,283 -3,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.3 2.8 94.8 95.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 7 51 42 58 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,831
COMMITMENTS
16,673 2,037 5,757 287,358 300,622 309,788 308,416 7,043 8,415
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,134)
7,547 -214 -3,078 1,984 9,829 6,453 6,537 -319 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.6 1.8 90.7 94.9 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 2 5 33 39 39 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,556
COMMITMENTS
11,865 1,352 2,587 277,513 289,452 291,965 293,391 6,591 5,165
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 505)
1,912 -1,012 -510 -1,266 1,846 136 324 369 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 0.9 93.0 97.0 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 1 4 38 43 45 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,290
COMMITMENTS
2,775 5,796 1,207 132,274 126,335 136,256 133,338 5,034 7,952
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 5,158)
-127 213 -303 5,588 4,239 5,158 4,149 0 1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.1 0.9 93.6 89.4 96.4 94.4 3.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 2 26 25 28 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,027
COMMITMENTS
7,151 5,287 1,861 104,059 104,430 113,071 111,578 9,956 11,449
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,953)
1,096 -1,540 458 -1,181 1,755 373 673 2,580 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.3 1.5 84.6 84.9 91.9 90.7 8.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 28 24 31 30
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,421
COMMITMENTS
647 3,021 2,224 101,369 100,257 104,240 105,502 10,181 8,919
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,607)
647 -347 -74 2,158 4,550 2,731 4,129 -124 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.6 1.9 88.6 87.6 91.1 92.2 8.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 18 20 20 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,195
COMMITMENTS
0 0 0 159,846 160,977 159,846 160,977 9,349 8,218
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,963)
0 0 0 -70 2,261 -70 2,261 2,033 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 95.1 94.5 95.1 5.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 29 22 29 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,100
COMMITMENTS
0 0 0 79,193 83,825 79,193 83,825 7,907 3,275
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,385)
0 0 0 2,473 648 2,473 648 -1,088 737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 96.2 90.9 96.2 9.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 19 21 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 326,598
COMMITMENTS
2,832 6,257 5,755 309,735 308,689 318,322 320,701 8,276 5,897
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,007)
124 2,040 817 644 -1,798 1,585 1,059 -578 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 1.8 94.8 94.5 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 6 5 48 40 54 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,253
COMMITMENTS
0 4,386 2,164 80,543 79,146 82,707 85,696 9,546 6,557
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,095)
0 1 -31 1,443 1,872 1,412 1,842 683 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 2.3 87.3 85.8 89.7 92.9 10.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 22 23 24 26
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,469
COMMITMENTS
737 0 0 15,786 15,511 16,523 15,511 1,946 2,958
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,460)
0 0 0 1,460 1,460 1,460 1,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 85.5 84.0 89.5 84.0 10.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 13 11 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,644
COMMITMENTS
597 5,017 1,855 69,384 67,758 71,836 74,630 6,808 4,014
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -88)
415 -9 -205 -730 -33 -520 -247 432 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.4 2.4 88.2 86.2 91.3 94.9 8.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 17 18 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,847
COMMITMENTS
24,467 775 0 81,796 105,253 106,263 106,028 1,584 1,819
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 23,931)
15,626 627 -1,712 10,221 23,745 24,135 22,660 -204 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 0.7 0.0 75.8 97.6 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 2 0 32 26 46 28
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,514
COMMITMENTS
25,876 1,471 1,478 91,096 116,059 118,450 119,008 2,064 1,506
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 20,547)
14,726 111 -905 6,676 21,005 20,497 20,211 50 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 1.2 1.2 75.6 96.3 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 2 6 39 32 56 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,107
COMMITMENTS
509 372 87 60,342 60,489 60,938 60,948 1,169 1,159
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 831)
0 -393 0 707 1,203 707 810 124 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 0.1 97.2 97.4 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 15 18 17 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 224,513
COMMITMENTS
0 0 0 220,426 216,281 220,426 216,281 4,087 8,232
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,537)
0 -1,055 -707 6,840 6,449 6,133 4,687 404 1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 96.3 98.2 96.3 1.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 0 0 40 39 40 39
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,452
COMMITMENTS
0 7,232 610 44,263 47,687 44,873 55,529 13,579 2,923
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 5,658)
0 4,980 -1,009 4,962 3,532 3,953 7,503 1,705 -1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 1.0 75.7 81.6 76.8 95.0 23.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 19 18 21 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,178
COMMITMENTS
0 20,273 882 112,949 92,698 113,831 113,853 9,347 9,325
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,709)
0 3,529 7 2,456 -1,675 2,463 1,861 246 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.5 0.7 91.7 75.3 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 1 21 25 22 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,875
COMMITMENTS
14,082 0 636 93,350 109,825 108,068 110,461 6,807 4,414
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,724)
-2,144 0 -10 4,843 3,418 2,689 3,408 35 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.6 81.3 95.6 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 0 1 24 17 31 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,408
COMMITMENTS
310 0 0 102,890 106,779 103,200 106,779 5,208 1,629
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,274)
0 0 0 1,274 1,212 1,274 1,212 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 94.9 98.5 95.2 98.5 4.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 19 22 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,442
COMMITMENTS
1,712 1,083 1,217 124,352 127,278 127,281 129,578 5,161 2,864
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 785)
1,495 -234 -324 -750 1,037 421 479 364 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.9 93.9 96.1 96.1 97.8 3.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 19 19 22 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,152
COMMITMENTS
3,270 12,363 5,008 123,201 122,217 131,479 139,588 16,673 8,564
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 9,499)
345 675 1,786 6,044 7,929 8,175 10,390 1,324 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.3 3.4 83.2 82.5 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 3 31 31 34 37
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,644
COMMITMENTS
0 2,666 0 18,486 16,345 18,486 19,011 1,158 633
CHANGES FROM 02/23/16 (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 13.6 0.0 94.1 83.2 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 11 10 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,626
COMMITMENTS
1,015 2,395 29 47,258 46,608 48,302 49,032 1,324 594
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,640)
0 1,169 0 2,640 1,471 2,640 2,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.8 0.1 95.2 93.9 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 13 16 15 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,390
COMMITMENTS
0 1,276 0 47,802 48,721 47,802 49,997 2,588 393
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,299)
0 0 0 1,144 1,771 1,144 1,771 155 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 94.9 96.7 94.9 99.2 5.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 17 14 17 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 208,931
COMMITMENTS
958 10,479 1,721 199,358 190,257 202,037 202,457 6,894 6,474
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,808)
-968 2,146 157 4,265 870 3,454 3,173 -646 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.0 0.8 95.4 91.1 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 7 4 38 32 42 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,815
COMMITMENTS
0 0 0 86,145 85,992 86,145 85,992 3,670 3,823
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 640)
0 0 0 307 843 307 843 333 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 95.7 95.9 95.7 4.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 19 18 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,915
COMMITMENTS
0 0 0 78,643 82,426 78,643 82,426 12,272 8,489
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,742)
0 0 0 600 3,510 600 3,510 2,142 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.5 90.7 86.5 90.7 13.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 18 17 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,336
COMMITMENTS
299 0 214 79,248 85,432 79,761 85,646 8,575 2,690
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,958)
299 0 214 680 2,021 1,193 2,235 765 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 89.7 96.7 90.3 97.0 9.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 21 19 22 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,831
COMMITMENTS
406 661 145 31,127 30,439 31,678 31,245 153 586
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.1 0.5 97.8 95.6 99.5 98.2 0.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 7 13 9 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 95,480
COMMITMENTS
3,072 0 0 85,689 91,804 88,761 91,804 6,719 3,676
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,801)
0 0 0 4,801 4,342 4,801 4,342 0 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 89.7 96.1 93.0 96.1 7.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 12 17 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,744
COMMITMENTS
22,916 13,141 15,658 127,527 137,456 166,101 166,254 643 490
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -725)
156 1,072 -322 -491 -1,431 -657 -681 -69 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.9 9.4 76.5 82.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 16 19 51 52 73 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,291
COMMITMENTS
1,424 1,516 1,372 47,495 47,403 50,291 50,291 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,239)
-200 194 122 -2,056 -2,450 -2,133 -2,133 -106 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 2.7 94.4 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 29 27 33 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 445,945
COMMITMENTS
13,894 4,470 7,153 424,898 434,322 445,945 445,945 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -27,412)
-8,027 4,470 -1,882 -17,503 -30,000 -27,412 -27,412 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 1.6 95.3 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 25 22 29 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,644,363
COMMITMENTS
65,949 86,200 19,120 1559294 1539043 1644363 1644363 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 27,341)
-4,822 1,875 0 32,163 25,466 27,341 27,341 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.2 1.2 94.8 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 6 4 34 41 40 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,544
COMMITMENTS
2,073 4,889 3,051 65,420 62,579 70,544 70,519 0 25
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,820)
-316 512 66 2,070 1,542 1,820 2,119 0 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.9 4.3 92.7 88.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 8 4 24 25 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 488,037
COMMITMENTS
1,480 12,246 3,994 482,563 471,797 488,037 488,037 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -7,412)
0 -344 -608 -6,804 -6,460 -7,412 -7,412 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 0.8 98.9 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 20 20 22 23
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 392,057
COMMITMENTS
0 5,816 0 392,057 386,241 392,057 392,057 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,300)
0 0 0 -2,300 -2,300 -2,300 -2,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 0 33 33 33 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,162
COMMITMENTS
929 0 468 36,759 37,527 38,156 37,995 1,006 1,167
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 41)
212 0 0 -105 62 107 62 -66 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.2 93.9 95.8 97.4 97.0 2.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 0 2 28 28 33 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,800
COMMITMENTS
38 50 94 52,232 52,622 52,364 52,766 436 34
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,981)
30 0 -4 1,955 1,985 1,981 1,981 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.2 98.9 99.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 35 33 36 35
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,480
COMMITMENTS
203 50 58 70,677 71,323 70,938 71,431 542 49
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,210)
0 0 0 2,210 2,210 2,210 2,210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.1 98.9 99.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 37 31 39 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,592
COMMITMENTS
50 0 0 20,422 20,472 20,472 20,472 120 120
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,075)
50 0 0 1,025 1,075 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.2 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 15 20 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 340,128
COMMITMENTS
1,616 9,360 368 338,144 330,400 340,128 340,128 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 41,504)
1,240 9,360 368 39,896 31,776 41,504 41,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 0.1 99.4 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 26 19 27 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,451
COMMITMENTS
1,666 0 0 8,678 10,407 10,344 10,407 107 44
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 579)
127 0 0 431 579 558 579 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 83.0 99.6 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 18 19 20 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,360
COMMITMENTS
5,350 0 0 7,950 13,300 13,300 13,300 60 60
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 450)
450 0 0 0 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 0.0 0.0 59.5 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 16 11 16
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,360
COMMITMENTS
0 300 0 7,300 7,005 7,300 7,305 60 55
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.0 99.2 95.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 10 15 11
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,553
COMMITMENTS
1,045 200 150 6,773 8,148 7,968 8,498 585 55
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 15)
140 -100 0 -125 115 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.3 1.8 79.2 95.3 93.2 99.4 6.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 17 15 19 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,580
COMMITMENTS
0 350 0 26,580 26,110 26,580 26,460 0 120
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 505)
0 100 0 505 405 505 505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 0 24 22 24 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,907
COMMITMENTS
0 125 0 23,727 23,782 23,727 23,907 180 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 931)
0 0 0 961 931 961 931 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.2 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 25 23 25 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,544
COMMITMENTS
82 211 44 22,291 21,478 22,417 21,733 127 811
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 834)
19 -2 2 836 834 857 834 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.2 98.9 95.3 99.4 96.4 0.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 28 22 30 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,573
COMMITMENTS
110 2,994 1,705 58,477 55,692 60,292 60,391 281 182
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 564)
-50 -629 585 -1 613 534 569 30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.9 2.8 96.5 91.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 6 4 32 33 37 39
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,218
COMMITMENTS
248 7,562 3,306 70,644 63,270 74,198 74,138 20 80
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,329)
31 -1,979 1,073 205 2,230 1,309 1,324 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.2 4.5 95.2 85.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 10 9 35 36 44 48
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,275
COMMITMENTS
1,215 0 0 45,630 47,230 46,845 47,230 430 45
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 700)
0 0 0 700 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.5 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 13 27 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,670
COMMITMENTS
1,630 0 0 50,985 52,655 52,615 52,655 55 15
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 780 600 780 600 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.8 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 15 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 352,336
COMMITMENTS
37,138 24,559 5,736 309,462 322,041 352,336 352,336 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -3,092)
4,809 0 -4,321 -3,580 1,229 -3,092 -3,092 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.0 1.6 87.8 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 2 31 31 34 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,316
COMMITMENTS
5,261 1,991 381 21,547 24,879 27,189 27,251 127 65
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,013)
470 -105 -66 630 1,184 1,034 1,013 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 7.3 1.4 78.9 91.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 6 5 28 33 34 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,723
COMMITMENTS
105 3,084 1,593 35,025 32,046 36,723 36,723 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,169)
0 -81 0 1,169 1,250 1,169 1,169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.4 4.3 95.4 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 6 4 14 15 20 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 357,119
COMMITMENTS
0 759 0 357,119 356,360 357,119 357,119 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,246)
0 0 0 2,246 2,246 2,246 2,246 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 23 17 23 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 29,752
COMMITMENTS
722 560 0 28,966 28,550 29,688 29,110 64 642
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 236)
0 0 0 213 301 213 301 23 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 0.0 97.4 96.0 99.8 97.8 0.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 17 17 20 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 133,570
COMMITMENTS
0 5,000 0 133,570 128,570 133,570 133,570 0 0
CHANGES FROM 02/23/16 (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 0.0 100.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,792
COMMITMENTS
1,711 513 364 12,569 12,913 14,644 13,790 148 1,002
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 7)
20 42 -42 9 391 -13 391 20 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.5 2.5 85.0 87.3 99.0 93.2 1.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 17 21 21 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 183,109
COMMITMENTS
10,773 0 1,586 170,750 181,523 183,109 183,109 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,356)
0 0 0 2,356 2,356 2,356 2,356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.9 93.3 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 18 20 21 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,379
COMMITMENTS
193 1,840 63 17,952 16,177 18,208 18,080 171 299
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,198)
23 422 -2 1,091 841 1,112 1,261 86 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.0 0.3 97.7 88.0 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 21 23 24 27
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 187,885
COMMITMENTS
2,828 0 1,485 183,572 186,400 187,885 187,885 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,033)
0 0 0 6,033 6,033 6,033 6,033 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.8 97.7 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 19 19 21 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,345
COMMITMENTS
0 880 50 9,235 8,360 9,285 9,290 60 55
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 175)
0 180 0 175 -5 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.5 98.8 89.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 17 13 18 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,015
COMMITMENTS
334 0 0 19,681 20,015 20,015 20,015 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -412)
105 0 0 -517 -412 -412 -412 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 17 19 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,870
COMMITMENTS
0 0 0 8,895 9,785 8,895 9,785 975 85
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 99.1 90.1 99.1 9.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 11 16 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,625
COMMITMENTS
0 1,780 0 11,905 10,845 11,905 12,625 720 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 40)
0 100 0 40 -60 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.1 0.0 94.3 85.9 94.3 100.0 5.7 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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 501,077
COMMITMENTS
13,506 19,816 111,720 374,622 369,542 499,847 501,077 1,230 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 10,754)
-9,157 -5,882 14,309 6,687 2,328 11,840 10,754 -1,085 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.0 22.3 74.8 73.7 99.8 100.0 0.2 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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,950
COMMITMENTS
0 300 0 23,655 23,590 23,655 23,890 295 60
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.8 98.5 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 20 15 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,915
COMMITMENTS
0 300 0 20,400 20,575 20,400 20,875 515 40
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 20)
0 0 0 0 20 0 20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 97.5 98.4 97.5 99.8 2.5 0.2
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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,484
COMMITMENTS
700 50 0 19,664 20,434 20,364 20,484 120 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 0.0 96.0 99.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 18 19 20 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,234
COMMITMENTS
250 0 0 18,670 19,224 18,920 19,224 314 10
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.1 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 16 18 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,255
COMMITMENTS
300 50 0 22,240 23,205 22,540 23,255 715 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,950)
0 0 0 1,950 1,950 1,950 1,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.0 95.6 99.8 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 15 18 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,755
COMMITMENTS
0 25 0 19,290 19,620 19,290 19,645 465 110
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,255 1,075 1,255 1,075 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.6 99.3 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 15 21 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,782
COMMITMENTS
100 25 100 19,347 19,547 19,547 19,672 235 110
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 990)
0 0 0 1,170 990 1,170 990 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.5 97.8 98.8 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 18 24 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,255
COMMITMENTS
4,075 755 15 118,165 121,485 122,255 122,255 0 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,845)
1,950 110 15 -120 1,720 1,845 1,845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.6 0.0 96.7 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 1 38 34 42 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 141,676
COMMITMENTS
3,190 4,955 770 137,716 135,899 141,676 141,624 0 52
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,120)
-100 1,545 315 1,905 250 2,120 2,110 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.5 0.5 97.2 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 6 3 41 37 47 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 166,366
COMMITMENTS
7,030 15,718 10,086 149,065 140,534 166,181 166,338 185 28
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,466)
-217 840 1,331 3,338 2,304 4,452 4,475 14 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.4 6.1 89.6 84.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 16 13 46 45 65 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,999
COMMITMENTS
1,726 1,700 2,374 111,773 111,925 115,873 115,999 126 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,614)
-34 50 24 1,624 1,540 1,614 1,614 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 2.0 96.4 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 3 42 35 49 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,890
COMMITMENTS
345 920 145 34,330 33,785 34,820 34,850 70 40
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 610)
60 -50 65 475 595 600 610 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.6 0.4 98.4 96.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 25 16 28 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,725
COMMITMENTS
110 75 40 29,575 29,570 29,725 29,685 0 40
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 600)
110 0 15 475 585 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.1 99.5 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 10 25 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,958
COMMITMENTS
224 500 20 30,669 30,398 30,913 30,918 45 40
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 774)
-30 0 20 784 754 774 774 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.1 99.1 98.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 30 28 31 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 17,627
COMMITMENTS
0 0 0 17,452 17,567 17,452 17,567 175 60
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 885)
0 0 0 885 825 885 825 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.7 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,460
COMMITMENTS
0 0 0 15,010 15,445 15,010 15,445 450 15
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 30 150 30 150 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 99.9 97.1 99.9 2.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 10 16 10
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,991
COMMITMENTS
2,363 2,030 71 25,446 25,870 27,880 27,971 111 20
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 611)
60 14 9 662 928 731 951 -120 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.3 0.3 90.9 92.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 2 26 25 31 30
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,908
COMMITMENTS
440 121 40 20,302 20,545 20,782 20,706 126 202
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 575)
0 5 0 575 570 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.2 97.1 98.3 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 22 22 24 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,214
COMMITMENTS
1,082 3,542 188 36,914 34,484 38,184 38,214 30 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 660)
-43 337 13 690 310 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 9.3 0.5 96.6 90.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 3 29 31 32 37
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,122
COMMITMENTS
470 95 0 23,257 24,012 23,727 24,107 395 15
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 0.0 96.4 99.5 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 26 22 27 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,981
COMMITMENTS
0 2,160 0 21,922 19,811 21,922 21,971 59 10
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 175)
0 495 0 175 -320 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 0.0 99.7 90.1 99.7 100.0 0.3 0.0
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 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,274
COMMITMENTS
0 550 0 15,219 14,412 15,219 14,962 55 312
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -120 0 -120 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.6 94.4 99.6 98.0 0.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 15 16 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,361
COMMITMENTS
279 0 95 36,812 37,106 37,186 37,201 175 160
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 190)
5 0 -5 190 195 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.3 98.5 99.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 29 28 32 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,488
COMMITMENTS
537 0 18 14,213 15,317 14,768 15,335 720 153
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -15 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.1 91.8 98.9 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 16 22 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,299
COMMITMENTS
1,464 50 0 12,125 14,249 13,589 14,299 710 0
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 265)
0 0 0 205 265 205 265 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.3 0.0 84.8 99.7 95.0 100.0 5.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 24 17 25 18
Updated March 4, 2016