CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,094
COMMITMENTS
6,848 4,893 3,383 14,809 16,819 25,039 25,094 55 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,037)
523 -47 193 322 892 1,038 1,038 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 19.5 13.5 59.0 67.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 5 6 8 11 21 20
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,692
COMMITMENTS
4,742 5,889 1,096 18,854 17,707 24,692 24,692 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2)
1 0 -2 4 5 2 2 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 23.8 4.4 76.4 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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 31,757
COMMITMENTS
5,642 2,462 1,731 24,383 27,564 31,757 31,757 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -359)
357 134 -0 -715 -493 -359 -359 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 7.8 5.5 76.8 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 3 6 13 9 24 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,085,955
COMMITMENTS
425,244 354,136 746,127 2873051 2965621 4044422 4065884 41,533 20,071
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 80)
-28,328 42,734 -37,593 62,048 -8,897 -3,873 -3,756 3,953 3,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 8.7 18.3 70.3 72.6 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
38 41 63 138 119 208 193
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,996,770
COMMITMENTS
199,453 127,676 852,703 921,820 1002975 1973976 1983354 22,793 13,416
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -227,503)
-11,554 12,616 -161,694 -76,643 -91,326 -249,891 -240,404 22,388 12,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.4 42.7 46.2 50.2 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 18 37 45 52 84 89
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,226
COMMITMENTS
4,894 10,188 6,539 223,874 227,377 235,307 244,104 15,919 7,122
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,589)
-274 -1,533 677 6,267 7,682 6,670 6,826 919 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.1 2.6 89.1 90.5 93.7 97.2 6.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 8 8 36 31 45 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,454
COMMITMENTS
16,047 2,726 1,928 96,609 111,360 114,584 116,014 3,870 2,440
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 565)
1,817 -172 -285 -519 590 1,013 133 -448 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.3 1.6 81.6 94.0 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 1 3 32 30 40 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,629
COMMITMENTS
524 12,710 3,941 221,010 208,063 225,475 224,714 8,154 8,915
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 815)
-184 760 -455 1,276 -3,449 637 -3,144 178 3,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.4 1.7 94.6 89.1 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 8 4 30 30 35 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 735,214
COMMITMENTS
67,495 3,113 12,156 647,678 712,966 727,329 728,235 7,885 6,979
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 13,461)
-821 25 -378 14,058 14,577 12,859 14,224 602 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.4 1.7 88.1 97.0 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 2 48 38 50 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,644
COMMITMENTS
401 18,303 1,951 306,745 286,975 309,097 307,229 6,547 8,415
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 5,178)
-270 1,010 -92 6,250 5,114 5,888 6,032 -710 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.8 0.6 97.2 90.9 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 6 2 33 34 35 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,289
COMMITMENTS
1,228 3,446 6,137 237,870 238,988 245,235 248,571 10,054 6,718
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -2,767)
78 -147 -183 -2,661 -2,197 -2,766 -2,527 -1 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 2.4 93.2 93.6 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 3 39 42 42 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,120
COMMITMENTS
1,106 3,034 3,995 103,988 99,669 109,089 106,698 4,031 6,422
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,411)
-186 2,447 -746 3,557 1,078 2,625 2,779 786 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.7 3.5 91.9 88.1 96.4 94.3 3.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 24 21 27 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,449
COMMITMENTS
766 4,737 4,654 99,466 97,377 104,886 106,768 6,563 4,681
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,114)
71 -618 146 4,592 4,095 4,809 3,623 -1,695 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.3 4.2 89.2 87.4 94.1 95.8 5.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 6 5 33 29 39 36
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,785
COMMITMENTS
2,004 2,970 865 74,667 73,596 77,536 77,431 11,249 11,354
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,909)
-25 1,333 -381 2,195 927 1,789 1,879 120 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.3 1.0 84.1 82.9 87.3 87.2 12.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 14 17 16 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,678
COMMITMENTS
0 0 0 184,051 182,334 184,051 182,334 6,627 8,344
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 249)
0 0 0 523 739 523 739 -274 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 95.6 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 24 27 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,460
COMMITMENTS
0 0 0 86,990 90,621 86,990 90,621 9,470 5,839
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 6,082)
0 0 0 6,509 6,480 6,509 6,480 -427 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 93.9 90.2 93.9 9.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 13 18 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 355,698
COMMITMENTS
1,582 387 93 345,503 347,802 347,178 348,282 8,520 7,416
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,210)
0 387 93 6,506 5,913 6,599 6,393 611 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.0 97.1 97.8 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 1 1 47 39 50 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,967
COMMITMENTS
1,923 4,452 3,064 70,914 60,326 75,901 67,842 3,066 11,125
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 734)
-240 474 146 861 -214 767 406 -33 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.6 3.9 89.8 76.4 96.1 85.9 3.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 25 21 27 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,830
COMMITMENTS
631 2,960 2,438 73,355 67,789 76,424 73,187 3,406 6,643
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 860)
-1,054 -60 828 936 -272 710 496 150 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.7 3.1 91.9 84.9 95.7 91.7 4.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 21 16 23 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,356
COMMITMENTS
9,568 330 0 75,174 83,400 84,742 83,730 2,614 3,626
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,408)
-3,720 330 0 10,252 6,628 6,532 6,958 876 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.4 0.0 86.1 95.5 97.0 95.8 3.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 22 19 24 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,208
COMMITMENTS
9,827 9,847 1,240 76,026 76,383 87,093 87,470 2,115 1,738
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 10,072)
-3,570 268 62 12,544 9,089 9,036 9,419 1,036 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 11.0 1.4 85.2 85.6 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 6 2 30 23 37 30
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,976
COMMITMENTS
279 5,636 0 64,360 56,532 64,639 62,168 337 2,808
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,990)
30 0 -30 4,174 3,512 4,174 3,482 -184 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.7 0.0 99.1 87.0 99.5 95.7 0.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 16 25 17 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,536
COMMITMENTS
1,363 13,145 702 156,825 144,921 158,890 158,768 7,646 7,768
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 304)
-28 670 178 1,299 85 1,449 933 -1,145 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.9 0.4 94.2 87.0 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 30 30 31 32
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 30,900
COMMITMENTS
0 682 0 28,694 29,122 28,694 29,804 2,206 1,096
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,820)
0 0 0 3,665 3,400 3,665 3,400 155 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 92.9 94.2 92.9 96.5 7.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 12 14 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,252
COMMITMENTS
2,474 1,427 677 45,409 54,756 48,560 56,860 14,692 6,392
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 4,522)
0 1,252 -643 1,390 3,853 747 4,462 3,775 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.3 1.1 71.8 86.6 76.8 89.9 23.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 15 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,507
COMMITMENTS
0 4,608 3,471 98,739 95,346 102,210 103,425 7,297 6,082
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,238)
0 744 -231 2,529 1,361 2,298 1,874 -60 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 3.2 90.2 87.1 93.3 94.4 6.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 22 25 24 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,602
COMMITMENTS
1,005 231 974 75,284 78,667 77,263 79,872 8,339 5,730
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,226)
1,005 -548 477 3,920 4,826 5,402 4,755 -2,176 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 1.1 87.9 91.9 90.3 93.3 9.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 15 16 17 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,342
COMMITMENTS
1,004 15,785 579 90,271 79,034 91,854 95,398 7,488 3,944
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,051)
0 -30 30 505 -1,537 535 -1,537 -1,586 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.9 0.6 90.9 79.6 92.5 96.0 7.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 16 20 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,985
COMMITMENTS
0 0 0 17,924 16,578 17,924 16,578 61 1,407
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 92.2 99.7 92.2 0.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 8 15 8 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,682
COMMITMENTS
0 11,366 809 106,564 97,051 107,373 109,226 4,309 2,456
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,032)
-976 83 161 3,634 2,575 2,819 2,819 213 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 0.7 95.4 86.9 96.1 97.8 3.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 20 20 21 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,253
COMMITMENTS
2,989 20,980 2,451 172,804 164,940 178,244 188,371 14,009 3,882
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,365)
874 1,490 -384 4,433 1,533 4,923 2,639 -2,558 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.9 1.3 89.9 85.8 92.7 98.0 7.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 3 31 31 35 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,720
COMMITMENTS
2,090 707 310 19,828 20,915 22,228 21,932 492 788
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,320)
510 120 0 1,053 1,020 1,563 1,140 -243 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.1 1.4 87.3 92.1 97.8 96.5 2.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 18 17 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,646
COMMITMENTS
0 855 0 49,227 50,268 49,227 51,123 2,419 523
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,260)
0 390 0 1,476 1,182 1,476 1,572 -216 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 95.3 97.3 95.3 99.0 4.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 19 16 19 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 267,898
COMMITMENTS
3,377 8,370 3,165 254,205 252,977 260,747 264,512 7,151 3,386
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,021)
-162 -130 124 1,740 2,356 1,702 2,350 319 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.1 1.2 94.9 94.4 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 1 4 42 39 47 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 117,661
COMMITMENTS
0 0 0 113,288 115,186 113,288 115,186 4,373 2,475
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,593)
0 0 0 1,501 1,594 1,501 1,594 92 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 97.9 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 27 24 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,586
COMMITMENTS
1,836 0 0 73,526 74,606 75,362 74,606 8,224 8,980
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,043)
-306 0 0 -857 -1,163 -1,163 -1,163 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 88.0 89.3 90.2 89.3 9.8 10.7
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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,947
COMMITMENTS
0 1,067 0 79,818 85,653 79,818 86,720 11,129 4,227
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,864)
0 59 0 1,556 1,589 1,556 1,648 308 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 87.8 94.2 87.8 95.4 12.2 4.6
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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,496
COMMITMENTS
14,951 9,974 17,924 128,194 133,306 161,069 161,204 427 293
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,108)
1,068 640 -377 1,801 1,939 2,492 2,202 -384 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.2 11.1 79.4 82.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 12 18 49 52 68 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,031
COMMITMENTS
278 1,764 2,195 43,558 42,071 46,031 46,031 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,884)
-52 495 50 2,886 2,340 2,884 2,884 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.8 4.8 94.6 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 8 3 30 24 35 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 425,500
COMMITMENTS
29,942 16,064 13,744 381,814 395,692 425,500 425,500 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 11,460)
960 3,648 -1,312 11,812 9,124 11,460 11,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.8 3.2 89.7 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 2 20 21 22 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,776,830
COMMITMENTS
51,257 16,874 40,630 1684943 1719326 1776830 1776830 -0 -0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 29,819)
971 0 0 28,848 29,819 29,819 29,819 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 2.3 94.8 96.8 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 4 6 36 43 45 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,749
COMMITMENTS
2,100 1,479 5,782 57,867 58,488 65,749 65,749 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,819)
473 -38 2 3,344 3,855 3,819 3,819 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.2 8.8 88.0 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 5 25 24 32 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 386,981
COMMITMENTS
2,296 2,514 27,721 356,964 356,746 386,981 386,981 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 9,203)
-1,216 0 608 9,811 8,595 9,203 9,203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 7.2 92.2 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 18 17 20 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 561,446
COMMITMENTS
15,887 10,241 11,929 533,630 539,276 561,446 561,446 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 16,016)
-495 289 -289 16,800 16,016 16,016 16,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.8 2.1 95.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 2 26 32 30 35
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,603
COMMITMENTS
2,782 2,647 2,781 41,398 41,623 46,961 47,051 642 552
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,239)
-22 43 22 1,153 706 1,153 771 86 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.6 5.8 87.0 87.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 4 30 32 35 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,735
COMMITMENTS
150 420 0 68,164 68,231 68,314 68,651 421 84
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,010)
0 0 0 890 950 890 950 120 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 0.0 99.2 99.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 0 33 26 34 28
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,950
COMMITMENTS
0 50 50 3,800 3,750 3,850 3,850 100 100
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.3 96.2 94.9 97.5 97.5 2.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 10 12 11 13
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,990
COMMITMENTS
110 100 180 81,191 81,650 81,481 81,930 509 60
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 435)
0 0 0 315 375 315 375 120 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.2 99.0 99.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 1 35 30 37 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,745
COMMITMENTS
1,190 100 10 17,305 18,555 18,505 18,665 240 80
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,150)
0 0 0 1,150 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.5 0.1 92.3 99.0 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 21 16 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 294,656
COMMITMENTS
0 13,136 6,320 288,336 275,200 294,656 294,656 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 4,712)
0 0 0 4,712 4,712 4,712 4,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 2.1 97.9 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 22 21 23 24
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,756
COMMITMENTS
2,461 670 110 6,017 7,761 8,588 8,541 168 215
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 587)
-4 84 -40 587 543 543 587 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 7.7 1.3 68.7 88.6 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 1 21 21 26 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,935
COMMITMENTS
1,060 500 140 22,515 23,215 23,715 23,855 220 80
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 485)
0 0 0 505 485 505 485 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.1 0.6 94.1 97.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 24 22 25 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,980
COMMITMENTS
0 685 205 13,385 12,860 13,590 13,750 390 230
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -15 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.5 95.7 92.0 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 19 21 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,979
COMMITMENTS
636 76 285 17,383 17,022 18,304 17,383 675 1,596
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 603)
0 0 0 561 602 561 602 42 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 1.5 91.6 89.7 96.4 91.6 3.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 24 22 26 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,344
COMMITMENTS
0 10,153 1,135 52,823 42,879 53,958 54,167 386 177
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.7 2.1 97.2 78.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 2 32 30 34 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,206
COMMITMENTS
175 10,258 1,817 56,149 46,046 58,141 58,121 65 85
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 493)
100 77 -170 563 586 493 493 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 17.6 3.1 96.5 79.1 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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,505
COMMITMENTS
1,570 0 0 46,855 48,430 48,425 48,430 80 75
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.6 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 29 17 31 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,490
COMMITMENTS
1,240 0 0 47,090 48,405 48,330 48,405 160 85
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.1 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 28 16 29 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 382,960
COMMITMENTS
68,566 0 18,759 295,635 364,201 382,960 382,960 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,327)
0 0 0 3,327 3,327 3,327 3,327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 4.9 77.2 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 3 29 33 33 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,737
COMMITMENTS
4,050 917 896 18,576 21,475 23,522 23,288 215 449
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 248)
-132 -15 -145 503 513 226 353 22 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 3.9 3.8 78.3 90.5 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 4 6 26 32 32 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,904
COMMITMENTS
438 1,000 616 19,850 19,288 20,904 20,904 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 805)
52 182 -26 779 649 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.8 2.9 95.0 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 1 18 11 22 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 538,016
COMMITMENTS
0 14,316 11,462 526,554 512,238 538,016 538,016 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,104)
0 0 0 -1,104 -1,104 -1,104 -1,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.1 97.9 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 19 20 20 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,273
COMMITMENTS
5,808 282 2,806 37,208 42,759 45,822 45,847 451 426
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 110)
-44 0 44 110 110 110 154 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.6 6.1 80.4 92.4 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 19 22 24 26
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,912
COMMITMENTS
3,558 371 530 12,144 14,708 16,232 15,609 680 1,303
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 336)
0 0 0 82 316 82 316 254 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 2.2 3.1 71.8 87.0 96.0 92.3 4.0 7.7
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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 189,728
COMMITMENTS
33,827 0 1,159 154,742 188,569 189,728 189,728 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -5,072)
0 0 0 -5,072 -5,072 -5,072 -5,072 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.6 81.6 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 17 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,292
COMMITMENTS
1,299 0 176 10,342 11,269 11,817 11,445 475 847
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 45)
0 0 0 64 45 64 45 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 1.4 84.1 91.7 96.1 93.1 3.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 19 18 22 19
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 109,174
COMMITMENTS
6,633 0 0 102,541 109,174 109,174 109,174 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,152)
-368 0 0 1,520 1,152 1,152 1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 93.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 21 21 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,574
COMMITMENTS
584 0 1,079 22,911 23,495 24,574 24,574 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 416)
0 0 0 416 416 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 4.4 93.2 95.6 100.0 100.0 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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 103,739
COMMITMENTS
2,529 9,089 16,328 84,256 77,724 103,112 103,142 626 597
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 6,304)
-27 -4,291 3,714 3,807 8,062 7,494 7,485 -1,190 -1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.8 15.7 81.2 74.9 99.4 99.4 0.6 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 05/26/15 |
--------------------------------------------------------------| 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 05/19/15 (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 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 21 16 22 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,655
COMMITMENTS
0 900 0 24,335 23,435 24,335 24,335 320 320
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -20 40 -20 40 20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 98.7 95.1 98.7 98.7 1.3 1.3
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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,731
COMMITMENTS
0 100 0 25,731 25,631 25,731 25,731 0 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,250)
0 0 0 1,250 1,290 1,250 1,290 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 22 17 22 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,119
COMMITMENTS
0 0 0 22,730 23,104 22,730 23,104 389 15
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,060 1,200 1,060 1,200 140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.9 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 12 18 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,580
COMMITMENTS
0 150 0 18,870 19,190 18,870 19,340 710 240
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 550)
0 100 0 550 450 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.4 98.0 96.4 98.8 3.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 12 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,435
COMMITMENTS
0 0 0 11,995 12,375 11,995 12,375 440 60
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 99.5 96.5 99.5 3.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 7 19 7
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,617
COMMITMENTS
0 0 0 13,357 13,617 13,357 13,617 260 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 670)
0 0 0 710 670 710 670 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 8 21 8
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,922
COMMITMENTS
2,515 70 50 117,117 119,802 119,682 119,922 240 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,675)
250 0 0 1,305 1,675 1,555 1,675 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 0.0 97.7 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 36 34 39 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 141,368
COMMITMENTS
2,115 250 520 138,718 140,598 141,353 141,368 15 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -404)
100 0 0 -504 -404 -404 -404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.4 98.1 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 3 42 37 46 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 148,248
COMMITMENTS
17,417 4,191 6,813 123,639 137,134 147,869 148,138 379 110
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 710)
215 148 -465 860 1,018 610 701 100 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.8 4.6 83.4 92.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 7 9 42 40 54 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,819
COMMITMENTS
1,555 3,230 3,300 93,719 92,274 98,574 98,804 245 15
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,400)
-20 1,200 20 1,400 180 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.3 3.3 94.8 93.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 38 31 45 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,920
COMMITMENTS
150 565 0 25,630 25,355 25,780 25,920 140 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 0.0 98.9 97.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 28 12 29 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,285
COMMITMENTS
0 215 50 23,085 22,885 23,135 23,150 150 135
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.2 99.1 98.3 99.4 99.4 0.6 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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 24,955
COMMITMENTS
0 935 265 24,590 23,465 24,855 24,665 100 290
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.1 98.5 94.0 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 29 22 30 24
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,622
COMMITMENTS
2,343 2,670 755 30,919 31,137 34,017 34,562 605 60
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 585)
0 0 0 585 585 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.7 2.2 89.3 89.9 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 21 23 25 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,976
COMMITMENTS
3,325 0 0 16,937 20,976 20,262 20,976 714 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 115)
50 0 0 65 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 80.7 100.0 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 20 20 22 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,978
COMMITMENTS
250 210 200 23,368 23,513 23,818 23,923 160 55
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,295)
0 0 0 -1,295 -1,295 -1,295 -1,295 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: 35)
1 1 1 26 26 28 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,041
COMMITMENTS
600 720 0 21,361 21,321 21,961 22,041 80 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -850)
0 0 0 -850 -850 -850 -850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 0.0 96.9 96.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 23 25 24 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,594
COMMITMENTS
0 940 0 15,591 14,654 15,591 15,594 3 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 15 21 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,954
COMMITMENTS
0 0 0 10,134 10,909 10,134 10,909 820 45
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 226)
0 0 0 186 221 186 221 40 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 99.6 92.5 99.6 7.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,375
COMMITMENTS
25 2,460 290 29,750 27,385 30,065 30,135 310 240
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 1,120 1,120 1,120 1,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.1 1.0 97.9 90.2 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 26 21 28 23
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,752
COMMITMENTS
975 0 0 7,410 9,617 8,385 9,617 1,367 135
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 36)
0 0 0 0 36 0 36 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 76.0 98.6 86.0 98.6 14.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 17 17 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,317
COMMITMENTS
2,063 100 240 8,594 10,597 10,897 10,937 420 380
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 76)
36 0 0 40 76 76 76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.9 2.1 75.9 93.6 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 15 17 17 20
Updated May 29, 2015