CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,216
COMMITMENTS
9,324 5,171 554 14,284 18,491 24,162 24,216 54 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 2,394)
1,169 199 110 1,110 2,086 2,389 2,394 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 21.4 2.3 59.0 76.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 6 6 8 11 24 19
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,050
COMMITMENTS
5,289 5,889 1,050 18,712 18,112 25,050 25,050 -0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 417)
501 0 -2 -82 419 417 417 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 23.5 4.2 74.7 72.3 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 2 7 8 15 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 30,087
COMMITMENTS
5,643 3,044 1,157 23,287 25,886 30,087 30,087 0 -0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 292)
19 363 -3 277 -67 292 292 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 10.1 3.8 77.4 86.0 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 5 6 12 9 23 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,015,021
COMMITMENTS
341,527 380,960 784,826 2851796 2835186 3978149 4000972 36,872 14,049
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 86,659)
-2,794 7,478 14,526 73,408 63,687 85,140 85,691 1,519 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.5 19.5 71.0 70.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
34 48 63 137 119 206 197
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,061,319
COMMITMENTS
190,108 100,103 942,967 927,844 1017772 2060920 2060843 399 476
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -22,859)
-13,213 -6,443 -5,983 -3,088 -10,236 -22,284 -22,662 -575 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.9 45.7 45.0 49.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
27 16 39 49 55 92 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,008
COMMITMENTS
8,016 11,726 4,318 216,338 222,097 228,672 238,141 13,336 3,867
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -13,926)
-333 1,876 -2,705 -9,244 -10,369 -12,282 -11,198 -1,644 -2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.8 1.8 89.4 91.8 94.5 98.4 5.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 5 36 30 44 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,273
COMMITMENTS
16,252 2,799 3,256 92,548 107,476 112,056 113,531 4,217 2,742
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -6,938)
-1,753 -416 708 -6,188 -7,299 -7,233 -7,007 295 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.4 2.8 79.6 92.4 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 5 29 29 37 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,065
COMMITMENTS
711 11,341 3,224 209,697 198,633 213,632 213,198 8,433 8,867
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -12,175)
679 -715 -1,593 -11,221 -9,912 -12,135 -12,220 -40 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.1 1.5 94.4 89.4 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 4 27 27 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 713,682
COMMITMENTS
67,615 916 12,529 626,310 693,320 706,454 706,765 7,228 6,917
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 11,782)
-530 -725 10 12,277 13,813 11,757 13,098 25 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.1 1.8 87.8 97.1 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 3 48 37 51 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,023
COMMITMENTS
806 16,248 2,171 300,071 284,238 303,048 302,657 6,975 7,366
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -14,882)
564 -2,582 -469 -15,289 -11,616 -15,194 -14,667 312 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.2 0.7 96.8 91.7 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 5 3 33 35 36 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,521
COMMITMENTS
0 3,582 6,619 220,118 220,253 226,737 230,454 9,784 6,067
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -24,221)
0 -721 34 -23,333 -22,602 -23,299 -23,289 -922 -932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.8 93.1 93.1 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 4 3 36 42 39 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,644
COMMITMENTS
1,735 0 3,006 92,304 92,471 97,045 95,477 4,599 6,167
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -12,665)
272 -1,530 -1,203 -11,411 -9,338 -12,342 -12,071 -323 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 3.0 90.8 91.0 95.5 93.9 4.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 23 20 26 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,170
COMMITMENTS
1,616 5,498 3,262 89,429 88,053 94,307 96,813 7,863 5,357
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -10,296)
1,122 575 -1,261 -10,144 -10,032 -10,283 -10,718 -13 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.4 3.2 87.5 86.2 92.3 94.8 7.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 5 5 30 27 36 34
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,483
COMMITMENTS
1,682 2,377 892 68,331 66,618 70,905 69,887 10,578 11,596
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -7,355)
-229 -562 27 -5,909 -4,213 -6,111 -4,748 -1,244 -2,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.9 1.1 83.9 81.8 87.0 85.8 13.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,097
COMMITMENTS
0 0 0 176,456 174,806 176,456 174,806 6,641 8,291
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -8,992)
0 0 0 -8,948 -7,584 -8,948 -7,584 -44 -1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.5 96.4 95.5 3.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 21 26 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,664
COMMITMENTS
0 0 0 83,671 86,512 83,671 86,512 8,993 6,152
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -4,748)
0 0 0 -3,239 -2,175 -3,239 -2,175 -1,509 -2,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 93.4 90.3 93.4 9.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 12 18 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 344,327
COMMITMENTS
2,303 1,057 0 333,025 337,370 335,328 338,427 8,999 5,900
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -17,951)
1,426 -470 -93 -18,496 -15,775 -17,163 -16,338 -788 -1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.0 96.7 98.0 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 1 0 46 41 48 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,382
COMMITMENTS
1,352 2,404 3,432 65,492 62,512 70,276 68,348 6,106 8,034
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -5,914)
-520 -1,075 184 -5,789 -1,343 -6,125 -2,234 211 -3,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.1 4.5 85.7 81.8 92.0 89.5 8.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 19 23 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,606
COMMITMENTS
994 1,935 1,472 66,532 64,698 68,998 68,105 3,608 4,501
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -7,183)
975 -258 -1,072 -6,853 -3,803 -6,950 -5,133 -233 -2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 2.0 91.6 89.1 95.0 93.8 5.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 21 16 23 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,832
COMMITMENTS
6,094 2,315 0 49,256 53,062 55,350 55,377 2,482 2,455
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -32,706)
-1,453 -3,751 -1,240 -25,163 -21,261 -27,856 -26,252 -4,850 -6,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.0 0.0 85.2 91.8 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 0 24 22 27 24
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,542
COMMITMENTS
0 4,892 0 56,118 49,872 56,118 54,764 424 1,778
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -12,222)
-279 0 0 -11,537 -9,622 -11,816 -9,622 -406 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 99.3 88.2 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 16 22 16 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,860
COMMITMENTS
0 12,148 1,196 156,251 145,724 157,447 159,068 9,413 7,792
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -4,077)
-1,595 -385 628 -3,137 -4,226 -4,104 -3,983 27 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.7 93.6 87.3 94.4 95.3 5.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 1 29 29 30 31
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,568
COMMITMENTS
0 1,404 3,908 97,085 96,733 100,993 102,045 7,575 6,523
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -3,089)
0 -1,658 -89 -2,515 -755 -2,604 -2,502 -485 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 3.6 89.4 89.1 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 21 24 23 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,688
COMMITMENTS
1,322 240 814 70,846 77,030 72,982 78,084 10,706 5,604
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -4,069)
677 -284 -384 -5,919 -1,570 -5,626 -2,238 1,557 -1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 1.0 84.7 92.0 87.2 93.3 12.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 14 15 16 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,745
COMMITMENTS
884 16,187 459 87,247 74,708 88,590 91,354 5,155 2,391
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -5,286)
-146 160 -394 -2,378 -4,723 -2,918 -4,957 -2,368 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.3 0.5 93.1 79.7 94.5 97.4 5.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 20 16 21 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,261
COMMITMENTS
482 13,129 350 102,494 95,597 103,326 109,076 8,935 3,185
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -5,289)
482 812 -207 -9,307 -4,994 -9,032 -4,389 3,743 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.7 0.3 91.3 85.2 92.0 97.2 8.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 16 17 17 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,561
COMMITMENTS
4,067 13,354 2,656 159,230 160,974 165,953 176,984 14,608 3,577
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -14,912)
793 -6,951 -545 -13,490 -6,596 -13,242 -14,092 -1,670 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.4 1.5 88.2 89.2 91.9 98.0 8.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 29 31 33 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,748
COMMITMENTS
1,160 2,208 1,240 14,108 12,400 16,508 15,848 240 900
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -5,972)
-930 1,501 930 -4,511 -8,515 -4,511 -6,084 -1,461 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 13.2 7.4 84.2 74.0 98.6 94.6 1.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 14 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,236
COMMITMENTS
0 390 0 44,800 46,426 44,800 46,816 2,436 420
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -6,200)
0 -465 0 -6,217 -5,204 -6,217 -5,669 17 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 94.8 98.3 94.8 99.1 5.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 12 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 253,027
COMMITMENTS
3,779 8,424 2,767 240,200 237,816 246,746 249,007 6,281 4,020
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -18,619)
-775 84 -77 -16,081 -19,362 -16,933 -19,355 -1,686 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.3 1.1 94.9 94.0 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 3 40 38 44 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 108,165
COMMITMENTS
0 0 0 105,746 106,726 105,746 106,726 2,419 1,439
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -9,163)
0 0 0 -7,579 -8,318 -7,579 -8,318 -1,584 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.7 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 27 26 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,257
COMMITMENTS
1,476 0 0 69,770 68,685 71,246 68,685 8,011 10,572
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -7,097)
-360 0 0 -6,344 -6,318 -6,704 -6,318 -393 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 88.0 86.7 89.9 86.7 10.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 21 20 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,941
COMMITMENTS
0 887 0 78,697 85,813 78,697 86,700 10,244 2,241
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -4,374)
0 -210 0 -2,247 -1,963 -2,247 -2,173 -2,127 -2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 88.5 96.5 88.5 97.5 11.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 19 22 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,508
COMMITMENTS
15,291 8,852 18,154 124,593 131,374 158,037 158,380 471 128
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,891)
-606 -1,166 1,127 -2,324 -1,731 -1,803 -1,769 -88 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.6 11.5 78.6 82.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 13 17 49 51 68 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,518
COMMITMENTS
51 2,070 2,054 44,413 42,393 46,518 46,518 0 -0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 1,936)
-26 88 30 1,932 1,818 1,936 1,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.5 4.4 95.5 91.1 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 9 3 28 25 32 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 407,597
COMMITMENTS
27,550 15,464 10,280 369,767 381,853 407,597 407,597 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 18,282)
0 1,248 -312 18,594 17,346 18,282 18,282 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.8 2.5 90.7 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 7 3 19 21 22 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,774,965
COMMITMENTS
52,650 15,178 42,094 1680221 1717693 1774965 1774965 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -26,849)
225 -1,696 -488 -26,586 -24,665 -26,849 -26,849 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 2.4 94.7 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 5 7 37 42 46 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,796
COMMITMENTS
2,208 1,660 5,320 60,268 60,816 67,796 67,796 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 291)
543 630 -959 706 620 291 291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.4 7.8 88.9 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 5 25 22 33 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 362,763
COMMITMENTS
4,505 1,826 24,321 333,937 336,616 362,763 362,763 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -31,222)
-976 -688 -3,096 -27,150 -27,438 -31,222 -31,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 6.7 92.1 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 16 21 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 533,914
COMMITMENTS
15,943 8,737 9,385 508,586 515,792 533,914 533,914 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -31,369)
424 848 -2,544 -29,249 -29,673 -31,369 -31,369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.6 1.8 95.3 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 1 26 31 28 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,575
COMMITMENTS
2,705 2,622 2,647 42,558 42,750 47,910 48,019 665 556
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,697)
-100 189 -240 -1,337 -1,606 -1,677 -1,657 -20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.4 5.4 87.6 88.0 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 4 30 32 34 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,972
COMMITMENTS
150 295 0 65,443 65,570 65,593 65,865 379 107
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -3,563)
-50 -125 0 -3,471 -3,461 -3,521 -3,586 -42 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.0 99.2 99.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 31 27 32 28
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 2,200
COMMITMENTS
200 50 0 2,000 2,100 2,200 2,150 0 50
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,750)
200 0 -50 -1,800 -1,650 -1,650 -1,700 -100 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.3 0.0 90.9 95.5 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 9 10 11 11
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,803
COMMITMENTS
170 200 80 78,096 78,439 78,346 78,719 457 84
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -3,772)
60 0 -100 -3,680 -3,696 -3,720 -3,796 -52 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.1 99.1 99.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 34 30 36 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,865
COMMITMENTS
1,200 0 0 17,450 18,795 18,650 18,795 215 70
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -150)
10 -100 -10 -125 -30 -125 -140 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 92.5 99.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 14 20 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 287,256
COMMITMENTS
0 13,856 5,896 281,360 267,504 287,256 287,256 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -10,112)
0 -64 -424 -9,688 -9,624 -10,112 -10,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 2.1 97.9 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 23 19 24 22
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,450
COMMITMENTS
1,821 508 110 5,434 6,703 7,365 7,321 85 129
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,479)
-640 -185 0 -800 -1,379 -1,440 -1,564 -39 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 6.8 1.5 72.9 90.0 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 18 22 23 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,355
COMMITMENTS
1,160 450 40 19,940 20,795 21,140 21,285 215 70
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -2,640)
100 -50 -100 -2,635 -2,480 -2,635 -2,630 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.1 0.2 93.4 97.4 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 22 22 23 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,570
COMMITMENTS
0 695 180 13,160 12,515 13,340 13,390 230 180
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -375)
0 10 -25 -190 -310 -215 -325 -160 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 1.3 97.0 92.2 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 19 22 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,687
COMMITMENTS
660 0 241 17,104 16,972 18,005 17,213 682 1,474
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -456)
24 -76 -44 -421 -192 -441 -312 -15 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 1.3 91.5 90.8 96.4 92.1 3.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 23 26 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,153
COMMITMENTS
0 9,001 1,335 51,321 42,677 52,656 53,013 497 140
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -2,090)
0 -996 200 -2,326 -1,274 -2,126 -2,070 36 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 2.5 96.6 80.3 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 3 31 30 34 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,749
COMMITMENTS
15 9,665 2,219 55,450 45,795 57,684 57,679 65 70
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,971)
-10 -747 312 -2,243 -1,521 -1,941 -1,956 -30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 3.8 96.0 79.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 7 7 33 35 40 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,470
COMMITMENTS
1,375 0 0 46,025 47,395 47,400 47,395 70 75
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -2,555)
-195 0 0 -2,350 -2,555 -2,545 -2,555 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 97.0 99.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 29 15 31 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,345
COMMITMENTS
1,170 0 0 51,035 52,260 52,205 52,260 140 85
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 2,650)
-90 0 0 2,760 2,650 2,670 2,650 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.5 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 28 15 29 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 361,782
COMMITMENTS
60,942 368 18,606 282,234 342,808 361,782 361,782 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -23,768)
-4,192 0 -1,696 -17,880 -22,072 -23,768 -23,768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.1 5.1 78.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 27 32 31 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,106
COMMITMENTS
3,748 936 1,017 18,080 20,660 22,846 22,613 260 493
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,193)
-176 151 -51 -967 -1,315 -1,194 -1,215 1 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.0 4.4 78.3 89.4 98.9 97.9 1.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 5 25 31 31 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 26,117
COMMITMENTS
615 594 594 24,908 24,929 26,117 26,117 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 2,232)
125 -354 -48 2,155 2,634 2,232 2,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 2.3 95.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 14 12 20 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 537,896
COMMITMENTS
0 16,012 9,766 528,130 512,118 537,896 537,896 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -7,112)
0 1,696 -1,696 -5,416 -7,112 -7,112 -7,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.8 98.2 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 17 20 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,313
COMMITMENTS
5,768 346 2,586 36,463 41,508 44,817 44,440 496 873
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,147)
-40 64 -220 -722 -1,460 -982 -1,616 -165 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.8 5.7 80.5 91.6 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 17 18 21 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,921
COMMITMENTS
2,903 543 358 12,805 14,622 16,066 15,523 855 1,398
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -429)
-317 0 0 11 -524 -306 -524 -123 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.2 2.1 75.7 86.4 94.9 91.7 5.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 4 16 21 21 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 193,560
COMMITMENTS
23,680 0 4,714 165,166 188,846 193,560 193,560 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -15,696)
-9,363 0 3,555 -9,888 -19,251 -15,696 -15,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 2.4 85.3 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 19 19 22 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,880
COMMITMENTS
1,279 0 176 9,539 10,746 10,994 10,922 886 958
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -370)
-20 0 0 -547 -217 -567 -217 197 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 1.5 80.3 90.5 92.5 91.9 7.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 16 17 19 18
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 114,966
COMMITMENTS
6,209 0 0 108,757 114,966 114,966 114,966 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 1,136)
-424 0 0 1,560 1,136 1,136 1,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 94.6 100.0 100.0 100.0 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 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,220
COMMITMENTS
534 0 1,004 22,682 23,166 24,220 24,170 0 50
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 596)
0 0 0 596 546 596 546 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 4.1 93.6 95.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 16 16 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 109,047
COMMITMENTS
3,788 9,647 15,804 86,981 81,099 106,573 106,550 2,474 2,497
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 2,945)
1,471 710 -352 -97 665 1,022 1,023 1,923 1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.8 14.5 79.8 74.4 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 17 15 21 18
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,430
COMMITMENTS
0 900 0 27,145 26,410 27,145 27,310 285 120
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,430)
0 50 -50 -1,365 -1,430 -1,415 -1,430 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 99.0 96.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 15 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,610
COMMITMENTS
0 900 0 23,065 22,630 23,065 23,530 545 80
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,045)
0 0 0 -1,270 -805 -1,270 -805 225 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 97.7 95.8 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 11 17 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,431
COMMITMENTS
0 150 0 25,431 25,281 25,431 25,431 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -715)
0 0 0 -715 -715 -715 -715 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 19 23 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,494
COMMITMENTS
50 0 0 23,444 23,494 23,494 23,494 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -325)
0 0 0 -185 -325 -185 -325 -140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 14 21 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,270
COMMITMENTS
0 150 0 17,630 17,880 17,630 18,030 640 240
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,260)
0 0 0 -1,190 -1,260 -1,190 -1,260 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.5 97.9 96.5 98.7 3.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 9 14 10
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,742
COMMITMENTS
0 0 0 12,387 12,742 12,387 12,742 355 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -855)
0 0 0 -950 -855 -950 -855 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 100.0 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 8 20 8
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,040
COMMITMENTS
2,165 85 0 116,650 118,835 118,815 118,920 225 120
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -3,131)
-350 -70 -50 -2,716 -3,131 -3,116 -3,251 -15 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 0.0 98.0 99.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 0 35 30 37 32
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 138,428
COMMITMENTS
2,415 785 70 135,943 137,573 138,428 138,428 0 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -7,640)
250 500 -450 -7,425 -7,690 -7,625 -7,640 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.1 98.2 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 1 41 34 46 38
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 143,374
COMMITMENTS
17,678 4,888 5,570 119,869 132,845 143,117 143,303 257 71
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -5,222)
-39 105 -541 -4,601 -4,777 -5,181 -5,213 -41 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.4 3.9 83.6 92.7 99.8 100.0 0.2 0.0
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 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,694
COMMITMENTS
1,430 3,045 3,230 90,747 89,404 95,407 95,679 287 15
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -3,775)
-125 -185 -70 -3,622 -3,520 -3,817 -3,775 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.2 3.4 94.8 93.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 36 32 43 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,760
COMMITMENTS
0 515 0 24,540 24,235 24,540 24,750 220 10
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,180)
-150 -50 0 -1,110 -1,140 -1,260 -1,190 80 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 99.1 97.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 9 23 10
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,395
COMMITMENTS
0 215 50 22,205 22,010 22,255 22,275 140 120
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,060)
0 0 0 -1,050 -1,045 -1,050 -1,045 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.2 99.2 98.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 7 22 8
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 26,095
COMMITMENTS
0 940 235 25,765 24,700 26,000 25,875 95 220
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -50)
0 5 -30 -5 45 -35 20 -15 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.9 98.7 94.7 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 28 22 29 24
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,194
COMMITMENTS
2,533 1,870 355 28,755 29,909 31,643 32,134 551 60
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,523)
-160 0 0 -1,238 -1,523 -1,398 -1,523 -125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.8 1.1 89.3 92.9 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,552
COMMITMENTS
3,159 0 0 19,101 22,552 22,260 22,552 292 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -259)
-316 0 0 519 -259 203 -259 -462 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 0.0 84.7 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 20 22 22 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,806
COMMITMENTS
0 440 450 23,201 22,851 23,651 23,741 155 65
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 164)
-250 280 250 194 -256 194 274 -30 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.9 97.5 96.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 27 25 29 27
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,342
COMMITMENTS
600 630 0 20,532 20,712 21,132 21,342 210 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -802)
0 -90 0 -932 -557 -932 -647 130 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 0.0 96.2 97.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 22 24 23 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,399
COMMITMENTS
0 910 0 14,326 13,489 14,326 14,399 73 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -835)
0 -30 0 -905 -805 -905 -835 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 99.5 93.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 15 19 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,039
COMMITMENTS
0 0 0 9,206 9,899 9,206 9,899 833 140
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -375)
0 0 0 -63 -370 -63 -370 -312 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 98.6 91.7 98.6 8.3 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 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,925
COMMITMENTS
25 2,450 275 31,230 29,050 31,530 31,775 395 150
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 355)
0 -10 -15 335 470 320 445 35 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.7 0.9 97.8 91.0 98.8 99.5 1.2 0.5
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 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,267
COMMITMENTS
2,102 0 0 8,045 10,187 10,147 10,187 120 80
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 20)
1,127 0 0 165 100 1,292 100 -1,272 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 0.0 78.4 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 18 19 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,892
COMMITMENTS
2,113 100 175 9,404 11,617 11,692 11,892 200 0
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 330)
40 0 -65 415 420 390 355 -60 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.8 1.5 79.1 97.7 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 19 19 21 21
Updated June 12, 2015