CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 18,082
COMMITMENTS
5,471 4,656 1,187 11,383 12,238 18,041 18,081 41 1
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,837)
534 99 545 771 1,193 1,849 1,836 -12 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 25.7 6.6 63.0 67.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 4 5 8 11 20 19
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,687
COMMITMENTS
4,741 5,889 1,100 18,846 17,698 24,687 24,687 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2)
-18 0 -3 19 1 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 30,799
COMMITMENTS
4,813 2,014 1,771 24,062 27,014 30,646 30,799 153 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,844)
48 632 130 1,512 1,082 1,690 1,844 153 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.5 5.7 78.1 87.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 2 6 13 9 24 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,952,019
COMMITMENTS
418,202 311,011 748,256 2749246 2877584 3915704 3936851 36,315 15,168
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 45,726)
62,025 6,427 -46,526 28,807 87,218 44,306 47,119 1,420 -1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 7.9 18.9 69.6 72.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
39 37 56 135 114 202 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,170,692
COMMITMENTS
208,374 112,563 965,041 996,390 1092380 2169805 2169984 887 708
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 7,273)
-202 4,956 13,379 -5,724 -10,894 7,454 7,441 -181 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.2 44.5 45.9 50.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 17 40 46 51 87 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,197
COMMITMENTS
6,228 8,179 6,043 211,947 216,380 224,218 230,602 14,979 8,595
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,463)
-779 -1,541 1,983 2,200 8,022 3,404 8,464 1,059 -4,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.4 2.5 88.6 90.5 93.7 96.4 6.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 7 34 29 43 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,510
COMMITMENTS
12,393 1,884 2,080 95,386 108,700 109,859 112,664 5,651 2,846
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,002)
-773 334 -298 5,694 4,057 4,623 4,093 -621 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.6 1.8 82.6 94.1 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 2 31 29 37 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,916
COMMITMENTS
1,248 12,980 4,698 217,840 209,222 223,786 226,900 8,130 5,016
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,524)
-1,047 538 259 -1,156 -2,220 -1,944 -1,423 -580 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.6 2.0 93.9 90.2 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 6 5 29 32 34 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 706,999
COMMITMENTS
68,323 5,170 11,008 620,679 682,206 700,010 698,384 6,989 8,615
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 8,768)
2,870 -2,263 -3,528 9,842 14,727 9,184 8,936 -416 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.7 1.6 87.8 96.5 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 2 47 38 49 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,983
COMMITMENTS
1,159 20,514 1,540 294,720 273,352 297,419 295,406 6,564 8,577
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 11,472)
-1,776 1,001 34 14,536 8,931 12,794 9,966 -1,322 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.7 0.5 97.0 89.9 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 6 2 32 31 34 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,285
COMMITMENTS
1,133 5,460 5,246 233,468 234,313 239,847 245,019 11,438 6,266
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,338)
0 223 858 3,487 3,224 4,345 4,305 -7 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.2 2.1 92.9 93.2 95.4 97.5 4.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 3 36 41 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,182
COMMITMENTS
3,414 566 3,540 95,851 100,218 102,805 104,324 6,377 4,858
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,212)
-131 566 357 1,652 2,607 1,878 3,530 334 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.5 3.2 87.8 91.8 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 23 20 26 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,396
COMMITMENTS
911 5,689 4,260 92,998 90,523 98,169 100,472 8,227 5,924
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,866)
115 -462 19 2,107 3,736 2,241 3,293 625 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.3 4.0 87.4 85.1 92.3 94.4 7.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 4 30 25 34 32
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,008
COMMITMENTS
2,379 1,522 1,428 70,610 72,114 74,417 75,064 11,591 10,944
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,495)
1,860 -32 -366 -120 1,951 1,374 1,553 121 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.8 1.7 82.1 83.8 86.5 87.3 13.5 12.7
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,045
COMMITMENTS
0 0 0 179,144 178,185 179,144 178,185 6,901 7,860
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,875)
0 0 0 2,603 3,024 2,603 3,024 272 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 95.8 96.3 95.8 3.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 22 26 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,654
COMMITMENTS
0 0 0 80,757 84,417 80,757 84,417 9,897 6,237
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,442)
0 0 0 2,321 2,352 2,321 2,352 121 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.1 93.1 89.1 93.1 10.9 6.9
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 345,293
COMMITMENTS
1,552 247 0 335,959 339,201 337,511 339,448 7,782 5,845
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 14,336)
816 153 -123 13,515 15,377 14,208 15,407 128 -1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.0 97.3 98.2 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 1 0 46 40 48 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,631
COMMITMENTS
2,135 4,393 2,631 68,555 57,629 73,321 64,653 2,310 10,978
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 398)
0 -154 -89 1,986 1,554 1,897 1,311 -1,499 -913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.8 3.5 90.6 76.2 96.9 85.5 3.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 21 19 23 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,505
COMMITMENTS
1,505 3,268 1,699 71,105 68,215 74,309 73,182 3,196 4,323
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,777)
861 736 0 1,714 2,180 2,575 2,916 202 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.2 2.2 91.7 88.0 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 19 16 21 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,424
COMMITMENTS
7,697 9,579 1,178 61,282 59,582 70,157 70,339 1,267 1,085
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,060)
0 0 0 3,180 3,060 3,180 3,060 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 13.4 1.6 85.8 83.4 98.2 98.5 1.8 1.5
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,158
COMMITMENTS
279 5,636 0 57,538 50,372 57,817 56,008 341 2,150
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,752)
0 0 0 3,752 2,746 3,752 2,746 0 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.7 0.0 98.9 86.6 99.4 96.3 0.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 12 22 13 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,493
COMMITMENTS
597 11,346 671 150,863 142,577 152,131 154,594 11,362 8,899
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 5,034)
583 183 -687 2,213 5,476 2,109 4,972 2,925 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.9 0.4 92.3 87.2 93.1 94.6 6.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 26 28 27 30
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 24,024
COMMITMENTS
0 922 0 22,394 22,606 22,394 23,528 1,630 496
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 93.2 94.1 93.2 97.9 6.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 9 10 11
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,735
COMMITMENTS
0 3,774 3,702 98,676 95,959 102,378 103,435 7,357 6,300
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,284)
0 1,308 -226 2,052 1,202 1,826 2,284 458 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 3.4 89.9 87.4 93.3 94.3 6.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 23 25 25 27
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,818
COMMITMENTS
1,004 15,115 519 88,951 80,337 90,474 95,971 8,344 2,847
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,172)
0 30 0 -216 354 -216 384 1,388 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.3 0.5 90.0 81.3 91.6 97.1 8.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 15 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,419
COMMITMENTS
501 11,469 483 100,605 91,891 101,589 103,843 4,830 2,576
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,879)
501 1,010 -367 2,713 1,836 2,847 2,479 32 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.8 0.5 94.5 86.3 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 19 18 20 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,217
COMMITMENTS
2,755 19,713 2,312 162,760 158,783 167,827 180,808 17,390 4,409
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,753)
1,144 -1,063 -1,484 -1,168 1,021 -1,508 -1,526 -245 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.6 1.2 87.9 85.7 90.6 97.6 9.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 2 28 31 30 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,070
COMMITMENTS
0 867 0 17,485 16,955 17,485 17,822 585 248
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,070)
0 30 0 2,530 2,040 2,530 2,070 -460 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 96.8 93.8 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 12 14 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,276
COMMITMENTS
240 465 0 43,671 45,036 43,911 45,501 2,365 775
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 300)
240 0 0 120 300 360 300 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 0.0 94.4 97.3 94.9 98.3 5.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 15 12 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 262,713
COMMITMENTS
4,207 8,804 2,491 249,219 247,559 255,917 258,854 6,796 3,859
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,735)
483 -216 186 4,257 4,527 4,926 4,497 -191 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.4 0.9 94.9 94.2 97.4 98.5 2.6 1.5
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,988
COMMITMENTS
0 0 0 105,676 104,737 105,676 104,737 4,312 5,251
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 914)
0 0 0 851 519 851 519 63 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 95.2 96.1 95.2 3.9 4.8
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,653
COMMITMENTS
2,142 0 0 72,795 75,649 74,937 75,649 8,716 8,004
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -223)
0 0 0 -128 -525 -128 -525 -95 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 87.0 90.4 89.6 90.4 10.4 9.6
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,921
COMMITMENTS
0 947 0 76,525 80,371 76,525 81,318 10,396 5,603
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,181)
0 62 0 2,852 2,362 2,852 2,424 -671 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 88.0 92.5 88.0 93.6 12.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 19 21 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,357
COMMITMENTS
14,691 8,835 18,178 122,756 128,957 155,624 155,970 733 387
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,404)
-976 -1,823 -498 3,881 4,637 2,407 2,316 -3 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.7 11.6 78.5 82.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 12 17 48 49 67 69
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,801
COMMITMENTS
408 1,006 2,253 40,140 39,519 42,801 42,777 0 24
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,033)
2 131 256 2,775 2,646 3,033 3,033 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.4 5.3 93.8 92.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 5 3 27 24 33 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 405,687
COMMITMENTS
27,134 6,600 16,904 361,649 382,183 405,687 405,687 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 16,169)
-2,608 2,280 -1,648 20,425 15,537 16,169 16,169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.6 4.2 89.1 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 2 21 22 23 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,713,762
COMMITMENTS
43,603 20,794 37,494 1632665 1655474 1713762 1713762 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 94,080)
2,441 0 0 91,639 94,080 94,080 94,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 2.2 95.3 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 4 7 37 42 46 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,066
COMMITMENTS
1,704 1,440 5,797 54,565 54,829 62,066 62,066 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -657)
102 626 -627 -106 -578 -631 -579 -26 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.3 9.3 87.9 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 5 26 23 31 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 357,521
COMMITMENTS
2,928 2,514 27,113 327,480 327,894 357,521 357,521 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -17,232)
1,216 608 -4,256 -14,192 -12,368 -17,232 -16,016 0 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 7.6 91.6 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 18 15 20 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 531,714
COMMITMENTS
16,750 12,304 12,218 502,746 507,192 531,714 531,714 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -23,800)
1,840 0 -1,840 -23,800 -21,960 -23,800 -23,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.3 2.3 94.6 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 2 23 31 27 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,826
COMMITMENTS
2,933 2,650 2,652 39,365 40,058 44,950 45,360 876 466
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,993)
470 50 -470 -1,930 -1,485 -1,930 -1,905 -63 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.8 5.8 85.9 87.4 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 26 30 31 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,690
COMMITMENTS
50 420 0 63,339 63,246 63,389 63,666 301 24
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,120)
0 -25 -50 1,236 1,200 1,186 1,125 -66 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 0.0 99.4 99.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 0 31 26 32 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,885
COMMITMENTS
60 100 180 77,256 77,605 77,496 77,885 389 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 950)
10 -100 -50 1,061 1,100 1,021 950 -71 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.2 99.2 99.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 1 36 30 37 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,495
COMMITMENTS
1,190 100 10 16,055 17,305 17,255 17,415 240 80
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,370)
0 -125 0 -1,365 -1,235 -1,365 -1,360 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.6 0.1 91.8 98.9 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 15 22 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,728
COMMITMENTS
0 12,768 6,320 284,408 271,640 290,728 290,728 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,712)
0 368 -368 -1,344 -1,712 -1,712 -1,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 2.2 97.8 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 23 20 24 23
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,955
COMMITMENTS
2,461 670 110 5,260 6,916 7,831 7,696 124 259
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,324)
-461 44 -88 -775 -1,302 -1,324 -1,346 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 8.4 1.4 66.1 86.9 98.4 96.7 1.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 1 20 19 25 22
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,730
COMMITMENTS
1,060 500 140 21,290 22,010 22,490 22,650 240 80
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,165)
0 -75 0 -1,345 -1,170 -1,345 -1,245 180 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.2 0.6 93.7 96.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 22 22 23 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,970
COMMITMENTS
0 685 205 13,375 12,830 13,580 13,720 390 250
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 460)
0 -40 -25 320 295 295 230 165 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.5 95.7 91.8 97.2 98.2 2.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 17 21 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,088
COMMITMENTS
636 98 263 15,407 15,174 16,306 15,535 782 1,553
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -570)
0 0 -44 -501 -482 -545 -526 -25 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.6 1.5 90.2 88.8 95.4 90.9 4.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 21 25 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,989
COMMITMENTS
0 10,153 1,135 51,457 41,525 52,592 52,813 397 176
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,394)
0 -1,138 0 -1,362 -171 -1,362 -1,309 -32 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.2 2.1 97.1 78.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 2 32 31 34 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,393
COMMITMENTS
75 10,166 1,987 55,266 45,155 57,328 57,308 65 85
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,022)
0 -819 0 -2,077 -1,198 -2,077 -2,017 55 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 17.7 3.5 96.3 78.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 5 33 33 39 40
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,300
COMMITMENTS
1,545 0 0 45,675 47,225 47,220 47,225 80 75
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -3,820)
-50 0 0 -3,750 -3,800 -3,800 -3,800 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 96.6 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 28 16 30 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,020
COMMITMENTS
1,190 0 0 46,670 47,935 47,860 47,935 160 85
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -3,120)
0 0 0 -3,005 -3,115 -3,005 -3,115 -115 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.2 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 27 16 28 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 370,715
COMMITMENTS
68,566 0 18,759 283,390 351,956 370,715 370,715 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -10,685)
2,291 0 -3,625 -8,983 -7,060 -10,317 -10,685 -368 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 5.1 76.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 3 28 32 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,921
COMMITMENTS
4,110 1,098 963 17,655 20,348 22,728 22,409 193 512
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -933)
-636 24 37 -312 -1,207 -911 -1,146 -22 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.8 4.2 77.0 88.8 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 6 27 31 33 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,634
COMMITMENTS
360 714 642 18,632 18,278 19,634 19,634 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,014)
26 -286 -78 -806 -650 -858 -1,014 -156 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.6 3.3 94.9 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 16 13 20 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 529,855
COMMITMENTS
0 14,316 11,462 518,393 504,077 529,855 529,855 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 15,736)
0 736 -1,472 18,312 16,472 16,840 15,736 -1,104 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.2 97.8 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 20 20 21 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,793
COMMITMENTS
5,918 260 2,696 36,728 42,367 45,342 45,323 451 470
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 812)
-132 0 -220 1,252 925 900 705 -88 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.6 5.9 80.2 92.5 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 21 24 24
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,315
COMMITMENTS
3,564 371 486 11,839 14,175 15,889 15,032 426 1,283
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -487)
-44 0 0 -443 -487 -487 -487 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.3 3.0 72.6 86.9 97.4 92.1 2.6 7.9
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 194,033
COMMITMENTS
38,515 0 0 155,518 194,033 194,033 194,033 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -4,336)
-776 0 0 -3,560 -4,336 -4,336 -4,336 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 18 19 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,055
COMMITMENTS
1,431 0 44 10,086 11,164 11,561 11,208 494 847
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -261)
0 0 0 -280 -89 -280 -89 19 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 0.4 83.7 92.6 95.9 93.0 4.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 19 17 22 18
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 107,654
COMMITMENTS
7,001 0 0 100,653 107,654 107,654 107,654 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 784)
0 0 0 784 784 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 93.5 100.0 100.0 100.0 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,873
COMMITMENTS
584 0 1,079 22,210 22,794 23,873 23,873 0 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 235 235 235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 4.5 93.0 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 18 16 19
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 93,373
COMMITMENTS
2,517 12,429 12,006 78,238 68,354 92,761 92,789 612 583
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -8,037)
-447 -7,046 476 -7,967 -1,328 -7,938 -7,897 -99 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 13.3 12.9 83.8 73.2 99.3 99.4 0.7 0.6
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,260
COMMITMENTS
0 850 50 27,910 27,240 27,960 28,140 300 120
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 175)
0 0 0 235 175 235 175 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.2 98.8 96.4 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 16 21 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,605
COMMITMENTS
0 900 0 24,305 23,345 24,305 24,245 300 360
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 98.8 94.9 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 11 19 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,781
COMMITMENTS
0 100 0 24,781 24,641 24,781 24,741 0 40
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 100)
-50 100 0 150 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 22 15 22 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,919
COMMITMENTS
0 0 0 21,670 21,904 21,670 21,904 249 15
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,990)
0 0 0 1,990 1,990 1,990 1,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 12 19 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,980
COMMITMENTS
0 0 0 18,270 18,740 18,270 18,740 710 240
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 98.7 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 11 15 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,935
COMMITMENTS
0 0 0 11,495 11,875 11,495 11,875 440 60
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 85)
0 0 0 85 85 85 85 0 0
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,847
COMMITMENTS
0 0 0 12,547 12,847 12,547 12,847 300 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 355)
0 0 0 355 355 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,282
COMMITMENTS
2,065 70 50 113,047 115,162 115,162 115,282 120 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,763)
100 0 0 2,663 2,763 2,763 2,763 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 138,367
COMMITMENTS
1,965 250 520 135,867 137,597 138,352 138,367 15 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,730)
0 -50 0 3,730 3,780 3,730 3,730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 98.2 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 3 39 37 43 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 147,025
COMMITMENTS
17,342 4,226 6,913 122,492 135,801 146,747 146,940 278 85
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,928)
-245 -245 486 2,737 2,687 2,978 2,928 -50 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.9 4.7 83.3 92.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 6 9 43 40 55 52
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,741
COMMITMENTS
1,995 2,030 3,280 91,251 91,416 96,526 96,726 215 15
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,914)
-5 300 5 1,914 1,609 1,914 1,914 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 3.4 94.3 94.5 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,860
COMMITMENTS
150 565 0 25,570 25,175 25,720 25,740 140 120
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 370)
0 0 0 370 370 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 0.0 98.9 97.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 11 28 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| 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 05/05/15 (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 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 23,695
COMMITMENTS
0 935 265 23,330 22,205 23,595 23,405 100 290
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -790)
0 5 -30 -755 -725 -785 -750 -5 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 1.1 98.5 93.7 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 20 27 22
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,028
COMMITMENTS
2,343 2,670 755 30,320 30,563 33,418 33,988 610 40
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,035)
0 0 0 1,035 1,035 1,035 1,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.8 2.2 89.1 89.8 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,871
COMMITMENTS
3,275 0 0 16,882 20,871 20,157 20,871 714 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 765)
-300 0 0 1,065 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.0 0.0 80.9 100.0 96.6 100.0 3.4 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,459
COMMITMENTS
250 210 200 23,849 23,994 24,299 24,404 160 55
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 249)
0 0 0 249 249 249 249 0 0
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 24 26 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,916
COMMITMENTS
600 720 0 22,236 22,196 22,836 22,916 80 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.1 0.0 97.0 96.9 99.7 100.0 0.3 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 05/12/15 |
--------------------------------------------------------------| 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 05/05/15 (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 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,728
COMMITMENTS
0 0 0 9,948 10,688 9,948 10,688 780 40
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 99.6 92.7 99.6 7.3 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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,325
COMMITMENTS
25 2,460 290 27,910 25,335 28,225 28,085 100 240
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -430)
0 -110 0 -400 -300 -400 -410 -30 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.7 1.0 98.5 89.4 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 27 21 29 23
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,751
COMMITMENTS
975 0 0 7,420 9,616 8,395 9,616 1,356 135
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -405)
0 0 0 -620 -445 -620 -445 215 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 76.1 98.6 86.1 98.6 13.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 17 16 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,011
COMMITMENTS
1,997 100 240 8,354 10,471 10,591 10,811 420 200
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -539)
36 0 -25 -235 -514 -224 -539 -315 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.9 2.2 75.9 95.1 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 15 17 17 20
Updated May 15, 2015