CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 16,245
COMMITMENTS
4,938 4,557 642 10,612 11,045 16,192 16,245 53 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 2,186)
545 409 -40 1,709 1,816 2,215 2,186 -29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 28.1 4.0 65.3 68.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 4 3 7 9 18 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,689
COMMITMENTS
4,759 5,889 1,103 18,827 17,697 24,689 24,689 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -34)
-20 0 -3 -10 -31 -34 -34 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 23.9 4.5 76.3 71.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 2 7 8 15 13
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 28,956
COMMITMENTS
4,765 1,383 1,641 22,550 25,932 28,956 28,956 -0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 591)
-68 -161 539 120 213 591 591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.8 5.7 77.9 89.6 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 2 6 11 9 22 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,906,293
COMMITMENTS
356,177 304,584 794,782 2720439 2790366 3871398 3889732 34,895 16,561
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -162,300)
69,907 -55,885 -7,175 -202,460 -72,858 -139,728 -135,918 -22,572 -26,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.8 20.3 69.6 71.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
37 38 57 132 110 201 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,163,419
COMMITMENTS
208,576 107,606 951,662 1002114 1103274 2162352 2162543 1,068 876
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -896)
-9,732 5,831 9,327 -416 -16,144 -821 -987 -75 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.0 44.0 46.3 51.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 18 38 46 50 85 89
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,734
COMMITMENTS
7,007 9,720 4,060 209,747 208,358 220,814 222,138 13,920 12,596
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -13,617)
324 -3,938 -1,415 -12,258 -12,925 -13,349 -18,278 -268 4,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.1 1.7 89.4 88.8 94.1 94.6 5.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 5 33 28 40 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,508
COMMITMENTS
13,166 1,550 2,378 89,692 104,643 105,236 108,571 6,272 2,937
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -9,879)
-2,321 -1,450 566 -8,539 -8,292 -10,294 -9,176 415 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.4 2.1 80.4 93.8 94.4 97.4 5.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 3 30 27 37 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,440
COMMITMENTS
2,295 12,442 4,439 218,996 211,442 225,730 228,323 8,710 6,117
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,074)
853 6,475 -274 -12,216 -16,112 -11,637 -9,911 -437 -2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.3 1.9 93.4 90.2 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 4 26 31 30 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 698,231
COMMITMENTS
65,453 7,433 14,536 610,837 667,479 690,826 689,448 7,405 8,783
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -29,757)
-2,106 4,933 1,949 -31,167 -35,817 -31,324 -28,935 1,567 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.1 2.1 87.5 95.6 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 4 47 37 51 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,511
COMMITMENTS
2,935 19,513 1,506 280,184 264,421 284,625 285,440 7,886 7,071
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,670)
-719 -517 -187 -12,103 -9,788 -13,009 -10,492 339 -2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.7 0.5 95.8 90.4 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 5 2 30 31 32 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,947
COMMITMENTS
1,133 5,237 4,388 229,981 231,089 235,502 240,714 11,445 6,233
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -15,884)
-905 231 -1,038 -17,952 -14,522 -19,895 -15,329 4,011 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 1.8 93.1 93.6 95.4 97.5 4.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 3 35 39 38 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,970
COMMITMENTS
3,545 0 3,183 94,199 97,611 100,927 100,794 6,043 6,176
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,706)
2,309 -1,686 -3,079 -12,184 -6,750 -12,954 -11,515 248 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 3.0 88.1 91.3 94.4 94.2 5.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 20 19 23 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,530
COMMITMENTS
796 6,151 4,241 90,891 86,787 95,928 97,179 7,602 6,351
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,688)
-680 3,906 -1,084 -8,843 -13,256 -10,607 -10,434 -81 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.9 4.1 87.8 83.8 92.7 93.9 7.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 4 29 25 33 32
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,513
COMMITMENTS
519 1,554 1,794 70,730 70,163 73,043 73,511 11,470 11,002
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -6,362)
519 -2,313 -237 -9,171 -5,586 -8,889 -8,136 2,527 1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 2.1 83.7 83.0 86.4 87.0 13.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 12 16 14 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,170
COMMITMENTS
0 0 0 176,541 175,161 176,541 175,161 6,629 8,009
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,568)
0 0 0 -10,440 -11,039 -10,440 -11,039 -128 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.6 96.4 95.6 3.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 21 25 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,212
COMMITMENTS
0 0 0 78,436 82,065 78,436 82,065 9,776 6,147
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,603)
0 0 0 1,313 -1,628 1,313 -1,628 -2,916 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 93.0 88.9 93.0 11.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 12 17 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 330,957
COMMITMENTS
736 94 123 322,444 323,824 323,303 324,041 7,654 6,916
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,807)
0 94 123 -10,902 -12,191 -10,779 -11,974 -2,028 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.4 97.8 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 1 46 39 48 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,233
COMMITMENTS
2,135 4,547 2,720 66,569 56,075 71,424 63,342 3,809 11,891
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,358)
669 1,679 -403 -4,277 -4,995 -4,011 -3,719 -347 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.0 3.6 88.5 74.5 94.9 84.2 5.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 17 22 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,728
COMMITMENTS
644 2,532 1,699 69,391 66,035 71,734 70,266 2,994 4,462
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,964)
567 281 -609 -4,784 -3,689 -4,826 -4,017 -138 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.4 2.3 92.9 88.4 96.0 94.0 4.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 16 21 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,364
COMMITMENTS
7,697 9,579 1,178 58,102 56,522 66,977 67,279 1,387 1,085
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -30,810)
-2,599 -480 -1,560 -26,122 -27,449 -30,281 -29,489 -529 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 14.0 1.7 85.0 82.7 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 5 1 23 19 28 25
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,406
COMMITMENTS
279 5,636 0 53,786 47,626 54,065 53,262 341 1,144
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -18,630)
279 -1,821 -279 -18,664 -15,570 -18,664 -17,670 34 -960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.4 0.0 98.9 87.5 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 12 21 13 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,459
COMMITMENTS
14 11,163 1,358 148,650 137,101 150,022 149,622 8,437 8,837
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -6,829)
-1,267 -2,351 333 -10,682 -4,488 -11,616 -6,506 4,787 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.9 93.8 86.5 94.7 94.4 5.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 26 28 28 30
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,451
COMMITMENTS
0 2,466 3,928 96,624 94,757 100,552 101,151 6,899 6,300
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -7,664)
0 156 -136 -6,386 -7,072 -6,522 -7,052 -1,142 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 3.7 89.9 88.2 93.6 94.1 6.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 23 25 25 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,140
COMMITMENTS
1,487 1,023 502 66,160 67,769 68,149 69,294 7,991 6,846
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,484)
1,179 -460 -645 -1,448 -1,073 -914 -2,178 -570 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 0.7 86.9 89.0 89.5 91.0 10.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 14 13 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,646
COMMITMENTS
1,004 15,085 519 89,167 79,983 90,690 95,587 6,956 2,059
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,686)
-124 -1,147 -62 -1,814 -511 -2,000 -1,720 -686 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.4 0.5 91.3 81.9 92.9 97.9 7.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 16 21 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,540
COMMITMENTS
0 10,459 850 97,892 90,055 98,742 101,364 4,798 2,176
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,181)
-396 737 212 -1,406 -3,377 -1,590 -2,428 -591 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.8 94.5 87.0 95.4 97.9 4.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 19 16 20 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,970
COMMITMENTS
1,611 20,776 3,796 163,928 157,762 169,335 182,334 17,635 4,636
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,610)
140 2,239 -63 -14,932 -11,158 -14,855 -8,982 4,245 -1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.1 2.0 87.7 84.4 90.6 97.5 9.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 2 29 30 31 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,000
COMMITMENTS
0 837 0 14,955 14,915 14,955 15,752 1,045 248
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,380)
0 -900 0 -10,362 -9,090 -10,362 -9,990 -18 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 93.5 93.2 93.5 98.5 6.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 13 12 13 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,976
COMMITMENTS
0 465 0 43,551 44,736 43,551 45,201 2,425 775
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -5,208)
0 0 0 -5,531 -4,639 -5,531 -4,639 323 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 94.7 97.3 94.7 98.3 5.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 12 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 257,978
COMMITMENTS
3,724 9,020 2,305 244,962 243,032 250,991 254,357 6,987 3,621
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -15,656)
124 -891 -117 -13,681 -13,433 -13,674 -14,441 -1,982 -1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.5 0.9 95.0 94.2 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 2 40 36 45 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,074
COMMITMENTS
0 0 0 104,825 104,218 104,825 104,218 4,249 4,856
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -9,753)
0 0 0 -10,943 -10,544 -10,943 -10,544 1,190 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 95.5 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 24 22 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,876
COMMITMENTS
2,142 0 0 72,923 76,174 75,065 76,174 8,811 7,702
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -9,203)
-434 0 0 -7,787 -9,647 -8,221 -9,647 -982 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 86.9 90.8 89.5 90.8 10.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 19 20 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,740
COMMITMENTS
0 885 0 73,673 78,009 73,673 78,894 11,067 5,846
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -3,573)
0 -1,074 -245 -1,932 -1,915 -2,177 -3,234 -1,396 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 86.9 92.1 86.9 93.1 13.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 18 21 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 153,954
COMMITMENTS
15,666 10,658 18,676 118,875 124,320 153,218 153,655 736 299
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,060)
701 -1,428 3,588 -8,562 -6,350 -4,274 -4,190 214 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.9 12.1 77.2 80.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 11 16 47 49 67 68
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,768
COMMITMENTS
406 875 1,997 37,365 36,873 39,768 39,744 0 24
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,232)
158 287 21 -2,411 -2,563 -2,232 -2,256 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.2 5.0 94.0 92.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 4 25 24 31 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 389,518
COMMITMENTS
29,742 4,320 18,552 341,224 366,646 389,518 389,518 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -16,416)
-1,072 -5,288 -1,024 -14,320 -10,104 -16,416 -16,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.1 4.8 87.6 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 5 21 21 27 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,619,682
COMMITMENTS
41,162 20,794 37,494 1541026 1561394 1619682 1619682 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 3,766)
-320 -65 -2,248 6,334 6,079 3,766 3,766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.3 2.3 95.1 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 4 7 38 42 48 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,723
COMMITMENTS
1,602 813 6,424 54,671 55,408 62,697 62,645 26 78
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,473)
794 125 -274 927 1,543 1,447 1,395 26 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.3 10.2 87.2 88.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 5 26 23 31 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 374,753
COMMITMENTS
1,712 1,906 31,369 341,672 340,262 374,753 373,537 0 1,216
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 4,007)
-688 -2,248 0 4,696 5,040 4,008 2,792 -1 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 8.4 91.2 90.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 19 15 21 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 555,514
COMMITMENTS
14,910 12,304 14,058 526,546 529,152 555,514 555,514 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,836)
2,792 -56 -368 -5,260 -2,412 -2,836 -2,836 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 2.5 94.8 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 2 26 31 30 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,819
COMMITMENTS
2,463 2,600 3,122 41,295 41,543 46,880 47,265 939 554
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 252)
-70 140 70 252 18 252 228 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.4 6.5 86.4 86.9 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 4 26 31 31 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,570
COMMITMENTS
50 445 50 62,103 62,046 62,203 62,541 367 29
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,421)
0 0 0 1,345 1,404 1,345 1,404 76 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 0.1 99.3 99.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 1 33 26 35 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,935
COMMITMENTS
50 200 230 76,195 76,505 76,475 76,935 460 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,136)
0 0 0 1,034 1,136 1,034 1,136 102 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.3 99.0 99.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 1 37 30 38 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,865
COMMITMENTS
1,190 225 10 17,420 18,540 18,620 18,775 245 90
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -105)
0 0 0 -105 -105 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.2 0.1 92.3 98.3 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 24 15 25 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 292,440
COMMITMENTS
0 12,400 6,688 285,752 273,352 292,440 292,440 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,184)
0 2,392 0 -1,184 -3,576 -1,184 -1,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 2.3 97.7 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 1 24 21 25 24
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,279
COMMITMENTS
2,922 626 198 6,035 8,218 9,155 9,042 124 237
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 285)
22 192 0 263 49 285 241 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 6.7 2.1 65.0 88.6 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 2 20 22 27 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,895
COMMITMENTS
1,060 575 140 22,635 23,180 23,835 23,895 60 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -320)
0 0 0 -320 -320 -320 -320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.4 0.6 94.7 97.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 24 23 25 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,510
COMMITMENTS
0 725 230 13,055 12,535 13,285 13,490 225 20
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -460)
0 0 0 -460 -460 -460 -460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 1.7 96.6 92.8 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 24 24 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,658
COMMITMENTS
636 98 307 15,908 15,656 16,851 16,061 807 1,597
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -178)
0 60 0 -326 -260 -326 -200 148 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 1.7 90.1 88.7 95.4 91.0 4.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 25 24 27 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,383
COMMITMENTS
0 11,291 1,135 52,819 41,696 53,954 54,122 429 261
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -60)
0 130 25 -110 -265 -85 -110 25 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.8 2.1 97.1 76.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 2 34 32 36 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,415
COMMITMENTS
75 10,985 1,987 57,343 46,353 59,405 59,325 10 90
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -432)
50 80 530 -1,017 -1,092 -437 -482 5 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 18.5 3.3 96.5 78.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 6 5 36 36 42 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,120
COMMITMENTS
1,595 0 0 49,425 51,025 51,020 51,025 100 95
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,215)
0 0 0 1,215 1,195 1,215 1,195 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.7 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 30 18 32 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,140
COMMITMENTS
1,190 0 0 49,675 51,050 50,865 51,050 275 90
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 585)
-100 0 0 580 585 480 585 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.1 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 31 16 32 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 381,400
COMMITMENTS
66,275 0 22,384 292,373 359,016 381,032 381,400 368 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 471)
2,321 0 -1,561 -657 2,032 103 471 368 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.0 5.9 76.7 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 2 32 33 36 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,854
COMMITMENTS
4,746 1,074 926 17,967 21,555 23,639 23,555 215 299
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -124)
-85 565 130 -146 -797 -102 -102 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.5 3.9 75.3 90.4 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 5 30 33 37 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,648
COMMITMENTS
334 1,000 720 19,438 18,928 20,492 20,648 156 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,259)
-130 -511 0 1,233 1,770 1,103 1,259 156 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.8 3.5 94.1 91.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 18 14 22 17
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 213,262
COMMITMENTS
14,910 0 10,568 186,557 202,683 212,035 213,251 1,227 11
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 35,096)
-1,560 -608 0 35,440 35,704 33,880 35,096 1,216 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 5.0 87.5 95.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 14 4 18 5
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 514,119
COMMITMENTS
0 13,580 12,934 500,081 487,605 513,015 514,119 1,104 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,856)
0 1,104 -1,104 1,856 1,856 752 1,856 1,104 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 2.5 97.3 94.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 21 22 22 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,981
COMMITMENTS
6,050 260 2,916 35,476 41,442 44,442 44,618 539 363
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 220)
0 44 -44 176 220 132 220 88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.6 6.5 78.9 92.1 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 18 22 23 25
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,802
COMMITMENTS
3,608 371 486 12,282 14,662 16,376 15,519 426 1,283
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -319)
-86 371 -220 31 -468 -275 -317 -44 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 2.2 2.9 73.1 87.3 97.5 92.4 2.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 4 16 23 21 28
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 198,369
COMMITMENTS
39,291 0 0 159,078 198,369 198,369 198,369 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -14,479)
-10,576 0 0 -3,903 -14,479 -14,479 -14,479 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 0.0 0.0 80.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 16 17 19 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,316
COMMITMENTS
1,431 0 44 10,366 11,253 11,841 11,297 475 1,019
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -842)
284 0 -154 -972 -536 -842 -690 0 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.4 84.2 91.4 96.1 91.7 3.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 19 23 20
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 106,870
COMMITMENTS
7,001 0 0 99,869 106,870 106,870 106,870 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -8,272)
-2,208 0 0 -6,064 -8,272 -8,272 -8,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 93.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 20 20 20
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,638
COMMITMENTS
584 0 1,079 21,975 22,559 23,638 23,638 0 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -34)
-130 0 -78 174 44 -34 -34 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 4.6 93.0 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 16 16 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 101,410
COMMITMENTS
2,964 19,475 11,530 86,205 69,681 100,699 100,686 711 723
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 7,776)
67 5,872 -972 8,639 2,882 7,734 7,783 42 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 19.2 11.4 85.0 68.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 13 20 16
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,085
COMMITMENTS
0 850 50 27,675 27,065 27,725 27,965 360 120
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,475)
0 0 0 -1,330 -1,475 -1,330 -1,475 -145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.2 98.5 96.4 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 16 20 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,455
COMMITMENTS
0 900 0 24,155 23,195 24,155 24,095 300 360
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,470)
0 0 0 -1,325 -1,470 -1,325 -1,470 -145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 98.8 94.8 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 11 18 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,681
COMMITMENTS
50 0 0 24,631 24,641 24,681 24,641 0 40
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,390)
-50 0 0 -1,145 -1,385 -1,195 -1,385 -195 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 22 15 23 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,929
COMMITMENTS
0 0 0 19,680 19,914 19,680 19,914 249 15
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -555)
0 0 0 -360 -555 -360 -555 -195 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 12 19 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,850
COMMITMENTS
0 0 0 11,410 11,790 11,410 11,790 440 60
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 99.5 96.3 99.5 3.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 6 19 6
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,492
COMMITMENTS
0 0 0 12,192 12,492 12,192 12,492 300 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,700)
0 0 0 -1,388 -1,700 -1,388 -1,700 -312 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 100.0 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 8 20 8
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,519
COMMITMENTS
1,965 70 50 110,384 112,399 112,399 112,519 120 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,511)
300 -25 -100 -1,701 -1,386 -1,501 -1,511 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.0 98.1 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 35 34 38 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 134,637
COMMITMENTS
1,965 300 520 132,137 133,817 134,622 134,637 15 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -5,945)
0 150 -200 -5,745 -5,895 -5,945 -5,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.4 98.1 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 3 39 36 43 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 144,097
COMMITMENTS
17,587 4,471 6,427 119,755 133,114 143,769 144,012 328 85
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -8,114)
-744 -1,824 575 -7,946 -6,800 -8,115 -8,049 1 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.1 4.5 83.1 92.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 6 9 43 41 55 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 94,827
COMMITMENTS
2,000 1,730 3,275 89,337 89,807 94,612 94,812 215 15
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,650)
-265 -185 -20 -4,365 -4,445 -4,650 -4,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 3.5 94.2 94.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 6 37 31 45 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,490
COMMITMENTS
150 565 0 25,200 24,805 25,350 25,370 140 120
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,295)
100 -50 0 -1,310 -1,245 -1,210 -1,295 -85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 0.0 98.9 97.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 26 11 27 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,075
COMMITMENTS
0 215 50 22,875 22,675 22,925 22,940 150 135
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -870)
-25 0 0 -755 -870 -780 -870 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.2 99.1 98.3 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 24 9 25 10
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 24,485
COMMITMENTS
0 930 295 24,085 22,930 24,380 24,155 105 330
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,380)
0 0 0 1,380 1,785 1,380 1,785 0 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.2 98.4 93.6 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 21 27 23
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,993
COMMITMENTS
2,343 2,670 755 29,285 29,528 32,383 32,953 610 40
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -314)
-160 0 0 -299 -314 -459 -314 145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.1 2.3 88.8 89.5 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 20 23 24 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,106
COMMITMENTS
3,575 0 0 15,817 20,106 19,392 20,106 714 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,007)
-295 0 0 -541 -995 -836 -995 -171 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.0 78.7 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 18 20 20 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,210
COMMITMENTS
250 210 200 23,600 23,745 24,050 24,155 160 55
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -470)
-120 -50 -30 109 -415 -41 -495 -429 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 0.8 97.5 98.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 24 23 26 24
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,596
COMMITMENTS
600 720 0 21,916 21,876 22,516 22,596 80 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -223)
-110 -65 0 -68 -58 -178 -123 -45 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.2 0.0 97.0 96.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 22 23 23 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,444
COMMITMENTS
0 940 0 15,441 14,504 15,441 15,444 3 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -488)
0 -50 0 -149 -78 -149 -128 -339 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 14 21 15
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,523
COMMITMENTS
0 0 0 9,743 10,483 9,743 10,483 780 40
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -75)
0 0 0 454 39 454 39 -529 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 99.6 92.6 99.6 7.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,755
COMMITMENTS
25 2,570 290 28,310 25,635 28,625 28,495 130 260
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 820)
0 0 0 835 785 835 785 -15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.9 1.0 98.5 89.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 28 21 30 24
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,156
COMMITMENTS
975 0 0 8,040 10,061 9,015 10,061 1,141 95
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 450)
0 0 0 425 450 425 450 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 79.2 99.1 88.8 99.1 11.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 21 17 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,550
COMMITMENTS
1,961 100 265 8,589 10,985 10,815 11,350 735 200
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 645)
25 0 0 510 705 535 705 110 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.9 2.3 74.4 95.1 93.6 98.3 6.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 15 18 17 21
Updated May 8, 2015