CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 21,822
COMMITMENTS
8,155 4,972 444 13,174 16,405 21,773 21,822 49 -0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,273)
1,307 79 -2,939 -1,635 -413 -3,267 -3,273 -6 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 22.8 2.0 60.4 75.2 99.8 100.0 0.2 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 5 4 7 11 21 18
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,633
COMMITMENTS
4,787 5,889 1,052 18,794 17,692 24,633 24,633 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -59)
45 0 -44 -60 -15 -59 -59 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.9 4.3 76.3 71.8 100.0 100.0 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 29,794
COMMITMENTS
5,624 2,681 1,160 23,010 25,953 29,794 29,794 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,963)
-19 220 -571 -1,373 -1,611 -1,963 -1,963 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 9.0 3.9 77.2 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 5 11 9 22 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,928,362
COMMITMENTS
344,321 373,482 770,300 2778388 2771499 3893009 3915281 35,353 13,081
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -157,593)
-80,923 19,346 24,173 -94,663 -194,122 -151,413 -150,603 -6,180 -6,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.5 19.6 70.7 70.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
33 52 64 137 116 207 200
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,084,178
COMMITMENTS
203,321 106,546 948,950 930,933 1028008 2083203 2083505 974 673
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 87,408)
3,868 -21,130 96,247 9,112 25,033 109,227 100,150 -21,819 -12,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.1 45.5 44.7 49.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 15 38 45 53 87 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,934
COMMITMENTS
8,349 9,850 7,023 225,582 232,466 240,954 249,339 14,980 6,595
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,708)
3,455 -338 484 1,708 5,089 5,647 5,235 -939 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 2.7 88.1 90.8 94.1 97.4 5.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 7 8 35 31 45 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,211
COMMITMENTS
18,005 3,215 2,548 98,736 114,775 119,289 120,538 3,922 2,673
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,757)
1,958 489 620 2,127 3,415 4,705 4,524 52 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.6 2.1 80.1 93.2 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 1 4 32 31 41 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,240
COMMITMENTS
32 12,056 4,817 220,918 208,545 225,767 225,418 8,473 8,822
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 611)
-492 -654 876 -92 482 292 704 319 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 2.1 94.3 89.0 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 8 4 31 31 35 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 701,900
COMMITMENTS
68,145 1,641 12,519 614,033 679,507 694,697 693,667 7,203 8,233
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -33,314)
650 -1,472 363 -33,645 -33,459 -32,632 -34,568 -682 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.2 1.8 87.5 96.8 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 3 47 38 50 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,905
COMMITMENTS
242 18,830 2,640 315,360 295,854 318,242 317,324 6,663 7,581
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 9,261)
-159 527 689 8,615 8,879 9,145 10,095 116 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.8 0.8 97.1 91.1 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 6 3 34 34 37 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,742
COMMITMENTS
0 4,303 6,585 243,451 242,855 250,036 253,743 10,706 6,999
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 5,453)
-1,228 857 448 5,581 3,867 4,801 5,172 652 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 2.5 93.4 93.1 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 4 3 38 43 41 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,309
COMMITMENTS
1,463 1,530 4,209 103,715 101,809 109,387 107,548 4,922 6,761
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,189)
357 -1,504 214 -273 2,140 298 850 891 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.3 3.7 90.7 89.1 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 24 20 27 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,466
COMMITMENTS
494 4,923 4,523 99,573 98,085 104,590 107,531 7,876 4,935
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,017)
-272 186 -131 107 708 -296 763 1,313 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.4 4.0 88.5 87.2 93.0 95.6 7.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 6 5 32 30 38 37
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,838
COMMITMENTS
1,911 2,939 865 74,240 70,831 77,016 74,635 11,822 14,203
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 53)
-93 -31 0 -427 -2,765 -520 -2,796 573 2,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.3 1.0 83.6 79.7 86.7 84.0 13.3 16.0
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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,089
COMMITMENTS
0 0 0 185,404 182,390 185,404 182,390 6,685 9,699
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,411)
0 0 0 1,353 56 1,353 56 58 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 95.0 96.5 95.0 3.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 23 27 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,412
COMMITMENTS
0 0 0 86,910 88,687 86,910 88,687 10,502 8,725
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 952)
0 0 0 -80 -1,934 -80 -1,934 1,032 2,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 91.0 89.2 91.0 10.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 13 18 13
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,096
COMMITMENTS
210 0 0 19,142 19,506 19,352 19,506 1,744 1,590
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 90.7 92.5 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 11 13 11
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 362,278
COMMITMENTS
877 1,527 93 351,521 353,145 352,491 354,765 9,787 7,513
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 6,580)
-705 1,140 0 6,018 5,343 5,313 6,483 1,267 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.0 97.0 97.5 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 1 47 38 49 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,296
COMMITMENTS
1,872 3,479 3,248 71,281 63,855 76,401 70,582 5,895 11,714
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,329)
-51 -973 184 367 3,529 500 2,740 2,829 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.2 3.9 86.6 77.6 92.8 85.8 7.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 25 22 27 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,789
COMMITMENTS
19 2,193 2,544 73,385 68,501 75,948 73,238 3,841 6,551
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -41)
-612 -767 106 30 712 -476 51 435 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 3.2 92.0 85.9 95.2 91.8 4.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 16 23 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,782
COMMITMENTS
6,268 2,315 0 77,610 79,836 83,878 82,151 3,904 5,631
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 426)
-3,300 1,985 0 2,436 -3,564 -864 -1,579 1,290 2,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.6 0.0 88.4 90.9 95.6 93.6 4.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 0 22 22 23 24
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,538
COMMITMENTS
7,547 6,066 1,240 74,419 74,323 83,206 81,629 7,332 8,909
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,330)
-2,280 -3,781 0 -1,607 -2,060 -3,887 -5,841 5,217 7,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.7 1.4 82.2 82.1 91.9 90.2 8.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 5 2 30 29 37 35
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,764
COMMITMENTS
279 4,892 0 67,655 59,494 67,934 64,386 830 4,378
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,788)
0 -744 0 3,295 2,962 3,295 2,218 493 1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.1 0.0 98.4 86.5 98.8 93.6 1.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 18 25 19 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,937
COMMITMENTS
1,595 12,533 568 159,388 149,950 161,551 163,051 9,386 7,886
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,401)
232 -612 -134 2,563 5,029 2,661 4,283 1,740 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.3 0.3 93.2 87.7 94.5 95.4 5.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 29 31 30 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 31,932
COMMITMENTS
0 682 0 29,696 29,851 29,696 30,533 2,236 1,399
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,032)
0 0 0 1,002 729 1,002 729 30 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 93.0 93.5 93.0 95.6 7.0 4.4
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 06/02/15 |
--------------------------------------------------------------| 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 45,004 54,816 48,155 56,920 15,097 6,332
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -405 60 -405 60 405 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.3 1.1 71.2 86.7 76.1 90.0 23.9 10.0
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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,657
COMMITMENTS
0 3,062 3,997 99,600 97,488 103,597 104,547 8,060 7,110
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,150)
0 -1,546 526 861 2,142 1,387 1,122 763 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 3.6 89.2 87.3 92.8 93.6 7.2 6.4
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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,757
COMMITMENTS
645 524 1,198 76,765 78,600 78,608 80,322 9,149 7,435
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,155)
-360 293 224 1,481 -67 1,345 450 810 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 1.4 87.5 89.6 89.6 91.5 10.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 15 15 17 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,031
COMMITMENTS
1,030 16,027 853 89,625 79,431 91,508 96,311 7,523 2,720
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -311)
26 242 274 -646 397 -346 913 35 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 16.2 0.9 90.5 80.2 92.4 97.3 7.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 17 21 20
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,473
COMMITMENTS
0 0 0 18,412 16,942 18,412 16,942 61 1,531
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 488)
0 0 0 488 364 488 364 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 91.7 99.7 91.7 0.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 9 16 9 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,550
COMMITMENTS
0 12,317 557 111,801 100,591 112,358 113,465 5,192 4,085
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 5,868)
0 951 -252 5,237 3,540 4,985 4,239 883 1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.5 95.1 85.6 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 1 19 18 20 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,473
COMMITMENTS
3,274 20,305 3,201 172,720 167,570 179,195 191,076 16,278 4,397
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,220)
285 -675 750 -84 2,630 951 2,705 2,269 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 10.4 1.6 88.4 85.7 91.7 97.8 8.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 31 31 34 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| 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 18,619 20,915 21,019 21,932 1,701 788
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -1,209 0 -1,209 0 1,209 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.1 1.4 81.9 92.1 92.5 96.5 7.5 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,436
COMMITMENTS
0 855 0 51,017 51,630 51,017 52,485 2,419 951
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,790)
0 0 0 1,790 1,362 1,790 1,362 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 95.5 96.6 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 19 14 19 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 271,646
COMMITMENTS
4,554 8,340 2,844 256,281 257,178 263,679 268,362 7,967 3,284
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,748)
1,177 -30 -321 2,076 4,201 2,932 3,850 816 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.1 1.0 94.3 94.7 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 1 4 42 38 48 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 117,328
COMMITMENTS
0 0 0 113,325 115,044 113,325 115,044 4,003 2,284
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -333)
0 0 0 37 -142 37 -142 -370 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.1 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 28 26 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,354
COMMITMENTS
1,836 0 0 76,114 75,003 77,950 75,003 8,404 11,351
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,768)
0 0 0 2,588 397 2,588 397 180 2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 88.1 86.9 90.3 86.9 9.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 20 20 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,315
COMMITMENTS
0 1,097 0 80,944 87,776 80,944 88,873 12,371 4,442
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,368)
0 30 0 1,126 2,123 1,126 2,153 1,242 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 86.7 94.1 86.7 95.2 13.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 17 19 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,400
COMMITMENTS
15,897 10,018 17,027 126,917 133,105 159,841 160,150 559 250
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,096)
946 44 -897 -1,277 -201 -1,228 -1,054 132 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.2 10.6 79.1 83.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 13 17 48 50 67 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,582
COMMITMENTS
77 1,982 2,024 42,481 40,575 44,582 44,582 0 -0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,449)
-201 218 -171 -1,077 -1,496 -1,449 -1,449 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.4 4.5 95.3 91.0 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 7 3 27 25 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 389,315
COMMITMENTS
27,550 14,216 10,592 351,173 364,507 389,315 389,315 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -36,185)
-2,392 -1,848 -3,152 -30,641 -31,185 -36,185 -36,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.7 2.7 90.2 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 7 2 19 21 21 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,801,813
COMMITMENTS
52,425 16,874 42,582 1706806 1742357 1801813 1801813 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 24,983)
1,168 0 1,952 21,863 23,031 24,983 24,983 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 2.4 94.7 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 5 7 36 44 45 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,505
COMMITMENTS
1,665 1,030 6,279 59,562 60,196 67,505 67,505 -0 -0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,756)
-435 -449 497 1,695 1,708 1,756 1,756 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.5 9.3 88.2 89.2 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 5 25 23 32 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 393,985
COMMITMENTS
5,481 2,514 27,417 361,087 364,054 393,985 393,985 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 7,004)
3,185 0 -304 4,123 7,308 7,004 7,004 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 7.0 91.6 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 19 18 21 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 565,283
COMMITMENTS
15,519 7,889 11,929 537,835 545,465 565,283 565,283 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,837)
-368 -2,352 0 4,205 6,189 3,837 3,837 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 2.1 95.1 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 2 28 33 32 36
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,272
COMMITMENTS
2,805 2,433 2,887 43,895 44,356 49,587 49,676 685 596
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,669)
23 -214 106 2,497 2,733 2,626 2,625 43 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.8 5.7 87.3 88.2 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 4 31 32 36 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,535
COMMITMENTS
200 420 0 68,914 69,031 69,114 69,451 421 84
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 800)
50 0 0 750 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.6 0.0 99.1 99.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 0 33 27 34 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,575
COMMITMENTS
110 200 180 81,776 82,135 82,066 82,515 509 60
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 585)
0 100 0 585 485 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.2 99.0 99.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 1 35 31 37 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,015
COMMITMENTS
1,190 100 10 17,575 18,825 18,775 18,935 240 80
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.5 0.1 92.4 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 297,368
COMMITMENTS
0 13,920 6,320 291,048 277,128 297,368 297,368 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,712)
0 784 0 2,712 1,928 2,712 2,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 2.1 97.9 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 23 21 24 24
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,929
COMMITMENTS
2,461 693 110 6,234 8,082 8,805 8,885 124 44
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 173)
0 23 0 217 321 217 344 -44 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 7.8 1.2 69.8 90.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 1 20 23 25 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,995
COMMITMENTS
1,060 500 140 22,575 23,275 23,775 23,915 220 80
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,945
COMMITMENTS
0 685 205 13,350 12,825 13,555 13,715 390 230
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,143
COMMITMENTS
636 76 285 17,525 17,164 18,446 17,525 697 1,618
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 164)
0 0 0 142 142 142 142 22 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 1.5 91.5 89.7 96.4 91.5 3.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 25 23 27 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,243
COMMITMENTS
0 9,997 1,135 53,647 43,951 54,782 55,083 461 160
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 899)
0 -156 0 824 1,072 824 916 75 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 2.1 97.1 79.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 6 2 33 30 35 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,720
COMMITMENTS
25 10,412 1,907 57,693 47,316 59,625 59,635 95 85
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,514)
-150 154 90 1,544 1,270 1,484 1,514 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 3.2 96.6 79.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 7 5 34 35 40 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,025
COMMITMENTS
1,570 0 0 48,375 49,950 49,945 49,950 80 75
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,520)
0 0 0 1,520 1,520 1,520 1,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.7 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 29 18 31 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,695
COMMITMENTS
1,260 0 0 48,275 49,610 49,535 49,610 160 85
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,205)
20 0 0 1,185 1,205 1,205 1,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 385,550
COMMITMENTS
65,134 368 20,302 300,114 364,880 385,550 385,550 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,590)
-3,432 368 1,543 4,479 679 2,590 2,590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.1 5.3 77.8 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 29 32 33 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,299
COMMITMENTS
3,924 785 1,068 19,047 21,975 24,040 23,828 259 471
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 562)
-126 -133 173 471 500 518 540 44 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.2 4.4 78.4 90.4 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 4 6 25 32 31 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,885
COMMITMENTS
490 948 642 22,753 22,295 23,885 23,885 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,981)
52 -52 26 2,903 3,007 2,981 2,981 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.0 2.7 95.3 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 2 19 13 24 16
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 202,261
COMMITMENTS
11,262 1,312 9,656 181,343 191,293 202,261 202,261 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.6 4.8 89.7 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 13 7 16 9
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 545,008
COMMITMENTS
0 14,316 11,462 533,546 519,230 545,008 545,008 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 6,992)
0 0 0 6,992 6,992 6,992 6,992 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 2.1 97.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 19 21 20 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,460
COMMITMENTS
5,808 282 2,806 37,185 42,968 45,799 46,056 661 404
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 187)
0 0 0 -23 209 -23 209 210 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.6 6.0 80.0 92.5 98.6 99.1 1.4 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,350
COMMITMENTS
3,220 543 358 12,794 15,146 16,372 16,047 978 1,303
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 438)
-338 172 -172 650 438 140 438 298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 3.1 2.1 73.7 87.3 94.4 92.5 5.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 4 16 23 21 28
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 209,256
COMMITMENTS
33,043 0 1,159 175,054 208,097 209,256 209,256 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 19,528)
-784 0 0 20,312 19,528 19,528 19,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.6 83.7 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 18 18 21 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,250
COMMITMENTS
1,299 0 176 10,086 10,963 11,561 11,139 689 1,111
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -256 -306 -256 -306 214 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 1.4 82.3 89.5 94.4 90.9 5.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 18 17 21 18
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 113,830
COMMITMENTS
6,633 0 0 107,197 113,830 113,830 113,830 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,656)
0 0 0 4,656 4,656 4,656 4,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 94.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 23 21 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,624
COMMITMENTS
534 0 1,004 22,086 22,620 23,624 23,624 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -950)
-50 0 -75 -825 -875 -950 -950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 4.2 93.5 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 17 16 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 106,103
COMMITMENTS
2,317 8,937 16,155 87,078 80,435 105,551 105,527 552 575
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,364)
-212 -152 -172 2,823 2,710 2,439 2,386 -75 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.4 15.2 82.1 75.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 17 15 20 18
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,860
COMMITMENTS
0 850 50 28,510 27,840 28,560 28,740 300 120
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.2 98.8 96.5 99.0 99.6 1.0 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 06/02/15 |
--------------------------------------------------------------| 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 05/26/15 (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 3.7 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,146
COMMITMENTS
0 150 0 26,146 25,996 26,146 26,146 0 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 415)
0 50 0 415 365 415 415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 23 17 23 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,819
COMMITMENTS
50 0 0 23,629 23,819 23,679 23,819 140 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 700)
50 0 0 899 715 949 715 -249 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.2 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 13 20 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,530
COMMITMENTS
0 150 0 18,820 19,140 18,820 19,290 710 240
CHANGES FROM 05/26/15 (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 0.8 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 06/02/15 |
--------------------------------------------------------------| 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 05/26/15 (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 0.0 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,597
COMMITMENTS
0 0 0 13,337 13,597 13,337 13,597 260 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,171
COMMITMENTS
2,515 155 50 119,366 121,966 121,931 122,171 240 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,249)
0 85 0 2,249 2,164 2,249 2,249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 0.0 97.7 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 1 36 34 39 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 146,068
COMMITMENTS
2,165 285 520 143,368 145,263 146,053 146,068 15 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,700)
50 35 0 4,650 4,665 4,700 4,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.4 98.2 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 3 42 36 47 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 148,596
COMMITMENTS
17,717 4,783 6,111 124,470 137,622 148,298 148,516 298 80
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 349)
300 592 -702 832 489 430 379 -81 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 3.2 4.1 83.8 92.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 8 9 43 39 55 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,469
COMMITMENTS
1,555 3,230 3,300 94,369 92,924 99,224 99,454 245 15
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 3.3 94.9 93.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 37 31 44 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,940
COMMITMENTS
150 565 0 25,650 25,375 25,800 25,940 140 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 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 13 29 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,455
COMMITMENTS
0 215 50 23,255 23,055 23,305 23,320 150 135
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 170 170 170 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 26,145
COMMITMENTS
0 935 265 25,770 24,655 26,035 25,855 110 290
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,190)
0 0 0 1,180 1,190 1,180 1,190 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 1.0 98.6 94.3 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 29 21 30 23
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,578
COMMITMENTS
320 0 0 12,954 13,578 13,274 13,578 304 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 95.4 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 10 17 10
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,717
COMMITMENTS
2,693 1,870 355 29,993 31,432 33,041 33,657 676 60
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -905)
350 -800 -400 -926 295 -976 -905 71 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.5 1.1 89.0 93.2 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 23 23 27 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,811
COMMITMENTS
3,475 0 0 18,582 22,811 22,057 22,811 754 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,835)
150 0 0 1,645 1,835 1,795 1,835 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 0.0 81.5 100.0 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 22 20 24 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,642
COMMITMENTS
250 160 200 23,007 23,107 23,457 23,467 185 175
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -336)
0 -50 0 -361 -406 -361 -456 25 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.7 0.8 97.3 97.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 27 26 29 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,144
COMMITMENTS
600 720 0 21,464 21,269 22,064 21,989 80 155
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 103)
0 0 0 103 -52 103 -52 0 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 0.0 96.9 96.0 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 23 26 24 27
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,234
COMMITMENTS
0 940 0 15,231 14,294 15,231 15,234 3 0
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -360)
0 0 0 -360 -360 -360 -360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.0 100.0 93.8 100.0 100.0 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,414
COMMITMENTS
0 0 0 9,269 10,269 9,269 10,269 1,145 145
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -540)
0 0 0 -865 -640 -865 -640 325 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.0 98.6 89.0 98.6 11.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 12 15 12
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,570
COMMITMENTS
25 2,460 290 30,895 28,580 31,210 31,330 360 240
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 1,145 1,195 1,145 1,195 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.8 0.9 97.9 90.5 98.9 99.2 1.1 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,247
COMMITMENTS
975 0 0 7,880 10,087 8,855 10,087 1,392 160
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 495)
0 0 0 470 470 470 470 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 76.9 98.4 86.4 98.4 13.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 19 18 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,562
COMMITMENTS
2,073 100 240 8,989 11,197 11,302 11,537 260 25
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 245)
10 0 0 395 600 405 600 -160 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.9 2.1 77.7 96.8 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 18 19 20 22
Updated June 5, 2015