CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 27,106
COMMITMENTS
11,174 6,746 1,291 13,571 18,069 26,037 26,106 1,069 1,000
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 2,890)
1,850 1,575 738 -713 -422 1,875 1,890 1,015 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 24.9 4.8 50.1 66.7 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 5 6 8 11 24 19
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,008
COMMITMENTS
5,297 5,889 1,046 18,665 18,073 25,008 25,008 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -43)
8 0 -4 -47 -39 -43 -43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 23.5 4.2 74.6 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 30,426
COMMITMENTS
5,527 3,020 1,202 23,672 26,204 30,401 30,426 25 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 340)
-116 -24 46 385 318 315 340 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 9.9 4.0 77.8 86.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 4 7 12 9 24 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,103,748
COMMITMENTS
354,558 377,449 816,180 2896613 2894118 4067351 4087747 36,397 16,001
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 88,727)
13,031 -3,511 31,354 44,817 58,932 89,202 86,775 -475 1,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.2 19.9 70.6 70.5 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
36 46 60 138 118 204 195
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,163,936
COMMITMENTS
205,970 119,513 1001216 956,373 1042716 2163559 2163445 377 491
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 102,617)
15,862 19,410 58,249 28,529 24,944 102,639 102,602 -22 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.5 46.3 44.2 48.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 19 43 48 55 93 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,185
COMMITMENTS
7,489 10,552 4,658 221,291 227,321 233,438 242,531 12,747 3,654
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 4,177)
-527 -1,174 340 4,953 5,224 4,766 4,390 -589 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.3 1.9 89.9 92.3 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 7 6 36 30 45 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,291
COMMITMENTS
13,643 3,851 2,567 93,712 105,222 109,922 111,640 4,369 2,651
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -1,982)
-2,609 1,052 -689 1,164 -2,254 -2,134 -1,891 152 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 3.4 2.2 82.0 92.1 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 3 30 30 36 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,572
COMMITMENTS
1,611 11,462 3,508 214,294 204,620 219,413 219,590 8,159 7,982
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 5,507)
900 121 284 4,597 5,987 5,781 6,392 -274 -885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.0 1.5 94.2 89.9 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 7 4 28 30 32 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 717,515
COMMITMENTS
65,094 1,504 12,248 633,213 697,540 710,555 711,292 6,960 6,223
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 3,833)
-2,521 588 -281 6,903 4,220 4,101 4,527 -268 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.2 1.7 88.3 97.2 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 4 48 37 52 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,514
COMMITMENTS
608 15,969 2,514 301,866 285,566 304,988 304,049 6,526 7,465
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,491)
-198 -279 343 1,795 1,328 1,940 1,392 -449 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.1 0.8 96.9 91.7 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 3 36 36 39 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,507
COMMITMENTS
0 3,672 6,747 232,467 232,083 239,214 242,502 9,293 6,005
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 11,986)
0 90 128 12,349 11,830 12,477 12,048 -491 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.7 93.5 93.4 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 4 3 37 43 40 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,220
COMMITMENTS
1,868 147 3,325 95,848 97,342 101,041 100,814 5,179 5,406
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 4,576)
133 147 319 3,544 4,871 3,996 5,337 580 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 3.1 90.2 91.6 95.1 94.9 4.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 22 21 25 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,226
COMMITMENTS
873 5,296 3,866 92,437 90,641 97,176 99,803 8,050 5,423
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 3,056)
-743 -202 604 3,008 2,588 2,869 2,990 187 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.0 3.7 87.8 86.1 92.3 94.8 7.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 6 30 27 37 34
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,638
COMMITMENTS
1,040 2,565 1,277 69,515 66,192 71,832 70,034 9,806 11,604
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 155)
-642 188 385 1,184 -426 927 147 -772 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.1 1.6 85.2 81.1 88.0 85.8 12.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 16 17 18 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,972
COMMITMENTS
0 0 0 180,149 178,619 180,149 178,619 6,823 8,353
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 3,875)
0 0 0 3,693 3,813 3,693 3,813 182 62
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 27 21 27 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,725
COMMITMENTS
0 0 0 83,581 86,573 83,581 86,573 9,144 6,152
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 61)
0 0 0 -90 61 -90 61 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 93.4 90.1 93.4 9.9 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 342,508
COMMITMENTS
2,365 1,057 0 330,748 335,609 333,113 336,666 9,395 5,842
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -1,819)
62 0 0 -2,277 -1,761 -2,215 -1,761 396 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.0 96.6 98.0 97.3 98.3 2.7 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,565
COMMITMENTS
1,260 2,359 3,068 68,038 65,194 72,366 70,621 6,199 7,944
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 2,183)
-92 -45 -364 2,546 2,682 2,090 2,273 93 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.0 3.9 86.6 83.0 92.1 89.9 7.9 10.1
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,953
COMMITMENTS
2,316 1,015 1,131 67,204 68,164 70,651 70,310 3,302 3,643
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,347)
1,322 -920 -341 672 3,466 1,653 2,205 -306 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.4 1.5 90.9 92.2 95.5 95.1 4.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 18 22 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,007
COMMITMENTS
6,094 2,315 0 55,256 58,237 61,350 60,552 1,657 2,455
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 5,175)
0 0 0 6,000 5,175 6,000 5,175 -825 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.7 0.0 87.7 92.4 97.4 96.1 2.6 3.9
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,712
COMMITMENTS
0 4,892 0 58,378 52,100 58,378 56,992 334 1,720
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 2,170)
0 0 0 2,260 2,228 2,260 2,228 -90 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.0 99.4 88.7 99.4 97.1 0.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 17 24 17 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,925
COMMITMENTS
285 11,611 1,224 157,793 146,595 159,302 159,430 8,623 8,495
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,065)
285 -537 28 1,542 871 1,855 362 -790 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.9 0.7 94.0 87.3 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 29 29 31 32
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 28,119
COMMITMENTS
0 0 0 26,629 26,904 26,629 26,904 1,490 1,215
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 95.7 94.7 95.7 5.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 11 11 11
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,601
COMMITMENTS
0 1,218 4,094 97,932 97,766 102,026 103,078 7,575 6,523
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,033)
0 -186 186 847 1,033 1,033 1,033 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 3.7 89.4 89.2 93.1 94.0 6.9 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,827
COMMITMENTS
1,109 27 965 70,235 77,157 72,309 78,149 11,518 5,678
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 139)
-213 -213 151 -611 127 -673 65 812 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.2 83.8 92.0 86.3 93.2 13.7 6.8
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,714
COMMITMENTS
884 16,662 459 87,892 75,233 89,235 92,354 5,479 2,360
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 969)
0 475 0 645 525 645 1,000 324 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.6 0.5 92.8 79.4 94.2 97.5 5.8 2.5
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,401
COMMITMENTS
515 13,160 133 102,337 94,709 102,985 108,002 8,416 3,399
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -860)
33 31 -217 -157 -888 -341 -1,074 -519 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.8 0.1 91.9 85.0 92.4 96.9 7.6 3.1
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,968
COMMITMENTS
2,391 14,039 3,134 162,027 161,825 167,552 178,998 14,416 2,970
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,407)
-1,676 685 478 2,797 851 1,599 2,014 -192 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.7 1.7 89.0 88.9 92.1 98.4 7.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 3 30 30 34 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,587
COMMITMENTS
1,780 3,312 1,240 19,447 17,255 22,467 21,807 120 780
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 5,839)
620 1,104 0 5,339 4,855 5,959 5,959 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 14.7 5.5 86.1 76.4 99.5 96.5 0.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 17 17 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,639
COMMITMENTS
0 390 0 45,110 46,705 45,110 47,095 2,529 544
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 403)
0 0 0 310 279 310 279 93 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 94.7 98.0 94.7 98.9 5.3 1.1
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 251,450
COMMITMENTS
3,929 8,328 2,863 238,408 236,235 245,200 247,426 6,250 4,024
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -1,577)
150 -96 96 -1,792 -1,581 -1,546 -1,581 -31 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.3 1.1 94.8 93.9 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,994
COMMITMENTS
0 0 0 107,575 108,769 107,575 108,769 2,419 1,225
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,829)
0 0 0 1,829 2,043 1,829 2,043 0 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.9 97.8 98.9 2.2 1.1
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,366
COMMITMENTS
984 0 0 70,351 67,115 71,335 67,115 7,031 11,251
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -891)
-492 0 0 581 -1,570 89 -1,570 -980 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 89.8 85.6 91.0 85.6 9.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 22 22 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,665
COMMITMENTS
0 887 0 79,511 86,108 79,511 86,995 10,154 2,670
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 724)
0 0 0 814 295 814 295 -90 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 88.7 96.0 88.7 97.0 11.3 3.0
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,215
COMMITMENTS
13,689 8,880 19,445 126,718 131,762 159,852 160,087 363 128
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,707)
-1,601 28 1,291 2,125 388 1,815 1,707 -108 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.5 12.1 79.1 82.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 12 17 52 52 71 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,288
COMMITMENTS
300 1,562 2,472 46,516 45,254 49,288 49,288 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 2,770)
249 -508 418 2,103 2,861 2,770 2,770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.2 5.0 94.4 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 7 3 28 26 32 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 414,637
COMMITMENTS
28,462 14,416 9,688 376,487 390,533 414,637 414,637 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 7,040)
912 -1,048 -592 6,720 8,680 7,040 7,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.5 2.3 90.8 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 2 18 21 21 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,790,689
COMMITMENTS
57,747 13,234 42,494 1690448 1734961 1790689 1790689 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 15,725)
5,097 -1,944 400 10,228 17,269 15,725 15,725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.7 2.4 94.4 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 6 7 37 41 46 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,721
COMMITMENTS
2,204 1,820 5,202 61,316 61,700 68,721 68,721 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 925)
-4 160 -119 1,048 884 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.6 7.6 89.2 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 5 25 22 32 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 363,756
COMMITMENTS
4,505 1,826 24,321 334,930 337,609 363,756 363,756 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 993)
0 0 0 993 993 993 993 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 539,713
COMMITMENTS
16,335 8,737 9,385 513,993 521,591 539,713 539,713 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 5,799)
392 0 0 5,407 5,799 5,799 5,799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.6 1.7 95.2 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 1 27 31 30 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,332
COMMITMENTS
2,769 2,390 2,691 42,272 42,693 47,732 47,774 600 558
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -243)
64 -232 44 -286 -57 -178 -245 -65 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.9 5.6 87.5 88.3 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 30 33 35 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,132
COMMITMENTS
150 295 0 65,603 65,730 65,753 66,025 379 107
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 160)
0 0 0 160 160 160 160 0 0
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
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,243
COMMITMENTS
170 200 80 79,641 79,879 79,891 80,159 352 84
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,440)
0 0 0 1,545 1,440 1,545 1,440 -105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.1 99.2 99.5 99.6 99.9 0.4 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,865
COMMITMENTS
1,200 0 0 18,450 19,795 19,650 19,795 215 70
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 92.9 99.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 14 21 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 286,864
COMMITMENTS
0 14,640 5,896 280,968 266,328 286,864 286,864 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -392)
0 784 0 -392 -1,176 -392 -392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 2.1 97.9 92.8 100.0 100.0 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,516
COMMITMENTS
1,821 508 110 5,456 6,792 7,387 7,410 129 106
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 66)
0 0 0 22 89 22 89 44 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 6.8 1.5 72.6 90.4 98.3 98.6 1.7 1.4
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 06/16/15 |
--------------------------------------------------------------| 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 06/09/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,565
COMMITMENTS
0 695 180 13,155 12,510 13,335 13,385 230 180
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 0 0
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 20 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,980
COMMITMENTS
660 0 241 17,418 17,244 18,319 17,485 661 1,495
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 293)
0 0 0 314 272 314 272 -21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 1.3 91.8 90.9 96.5 92.1 3.5 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,399
COMMITMENTS
0 9,427 1,335 52,576 43,497 53,911 54,259 488 140
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,246)
0 426 0 1,255 820 1,255 1,246 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 2.5 96.6 80.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 3 30 30 33 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,293
COMMITMENTS
0 10,260 2,466 56,762 46,502 59,228 59,228 65 65
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,544)
-15 595 247 1,312 707 1,544 1,549 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 4.2 95.7 78.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 10 7 32 35 39 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,640
COMMITMENTS
1,435 0 0 48,135 49,565 49,570 49,565 70 75
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 2,170)
60 0 0 2,110 2,170 2,170 2,170 0 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: 34)
2 0 0 29 16 31 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,815
COMMITMENTS
1,230 0 0 51,445 52,770 52,675 52,770 140 45
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 470)
60 0 0 410 510 470 510 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.4 99.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 28 18 29 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 363,302
COMMITMENTS
57,814 368 18,606 286,882 344,328 363,302 363,302 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,520)
-3,128 0 0 4,648 1,520 1,520 1,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.1 5.1 79.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 28 32 32 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,597
COMMITMENTS
3,393 887 1,304 18,639 20,848 23,337 23,039 260 558
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 491)
-355 -49 287 559 188 491 426 0 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 3.8 5.5 79.0 88.4 98.9 97.6 1.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 6 25 31 31 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 26,241
COMMITMENTS
642 569 593 25,006 25,079 26,241 26,241 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 124)
27 -25 -1 98 150 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.2 2.3 95.3 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 2 16 12 21 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 533,192
COMMITMENTS
0 16,012 9,766 523,426 507,414 533,192 533,192 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -4,704)
0 0 0 -4,704 -4,704 -4,704 -4,704 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 18 20 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,684
COMMITMENTS
5,768 346 2,586 36,878 41,791 45,232 44,723 452 961
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 371)
0 0 0 415 283 415 283 -44 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.8 5.7 80.7 91.5 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 17 19 21 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,029
COMMITMENTS
3,185 283 467 12,820 14,837 16,472 15,587 557 1,442
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 108)
282 -260 109 15 215 406 64 -298 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 1.7 2.7 75.3 87.1 96.7 91.5 3.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 4 17 21 22 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 191,209
COMMITMENTS
21,678 0 3,555 165,976 187,654 191,209 191,209 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -2,351)
-2,002 0 -1,159 810 -1,192 -2,351 -2,351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 1.9 86.8 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 19 18 22 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,414
COMMITMENTS
1,191 0 176 10,289 11,155 11,656 11,331 758 1,083
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 534)
-88 0 0 750 409 662 409 -128 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 1.4 82.9 89.9 93.9 91.3 6.1 8.7
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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 123,622
COMMITMENTS
6,209 0 0 117,413 123,622 123,622 123,622 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 8,656)
0 0 0 8,656 8,656 8,656 8,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 95.0 100.0 100.0 100.0 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,142
COMMITMENTS
534 0 1,004 22,604 23,088 24,142 24,092 0 50
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -78)
0 0 0 -78 -78 -78 -78 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 4.2 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 109,647
COMMITMENTS
3,609 8,356 15,998 89,530 84,729 109,136 109,083 511 564
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 600)
-179 -1,291 194 2,549 3,630 2,563 2,533 -1,963 -1,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.6 14.6 81.7 77.3 99.5 99.5 0.5 0.5
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 06/16/15 |
--------------------------------------------------------------| 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 06/09/15 (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 3.3 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 06/16/15 |
--------------------------------------------------------------| 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 06/09/15 (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 3.8 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,886
COMMITMENTS
0 150 0 25,886 25,736 25,886 25,886 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 455)
0 0 0 455 455 455 455 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,544
COMMITMENTS
100 0 0 23,444 23,544 23,544 23,544 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 50)
50 0 0 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 19 15 21 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,520
COMMITMENTS
0 150 0 17,860 18,130 17,860 18,280 660 240
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 250)
0 0 0 230 250 230 250 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.4 97.9 96.4 98.7 3.6 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,097
COMMITMENTS
0 0 0 12,862 13,097 12,862 13,097 235 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 355)
0 0 0 475 355 475 355 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 100.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 9 22 9
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,360
COMMITMENTS
2,165 85 0 116,980 119,155 119,145 119,240 215 120
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 320)
0 0 0 330 320 330 320 -10 0
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: 45)
3 2 0 35 31 38 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 140,453
COMMITMENTS
2,415 785 70 137,968 139,598 140,453 140,453 0 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 2,025)
0 0 0 2,025 2,025 2,025 2,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.0 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 35 46 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 148,180
COMMITMENTS
19,828 4,788 5,677 122,414 137,415 147,919 147,880 261 300
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 4,805)
2,150 -100 107 2,544 4,569 4,801 4,576 4 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.2 3.8 82.6 92.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 7 9 43 39 55 52
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,139
COMMITMENTS
1,430 3,045 3,230 93,132 91,849 97,792 98,124 347 15
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 2,445)
0 0 0 2,385 2,445 2,385 2,445 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.1 3.3 94.9 93.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 36 31 43 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,225
COMMITMENTS
0 515 0 25,150 24,700 25,150 25,215 75 10
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 465)
0 0 0 610 465 610 465 -145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 99.7 97.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 10 25 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,640
COMMITMENTS
0 215 50 22,450 22,255 22,500 22,520 140 120
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 245)
0 0 0 245 245 245 245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 26,859
COMMITMENTS
0 940 235 26,505 25,464 26,740 26,639 119 220
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 764)
0 0 0 740 764 740 764 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.9 98.7 94.8 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 28 23 29 25
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,223
COMMITMENTS
2,508 1,870 430 28,734 29,863 31,672 32,163 551 60
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 29)
-25 0 75 -21 -46 29 29 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.8 1.3 89.2 92.7 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,572
COMMITMENTS
3,159 0 0 19,121 22,572 22,280 22,572 292 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,475
COMMITMENTS
20 440 455 23,845 23,515 24,320 24,410 155 65
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 669)
20 0 5 644 664 669 669 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 1.9 97.4 96.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 3 27 25 30 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,666
COMMITMENTS
600 630 0 20,856 21,036 21,456 21,666 210 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 324)
0 0 0 324 324 324 324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.9 0.0 96.3 97.1 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,519
COMMITMENTS
0 910 0 14,446 13,609 14,446 14,519 73 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 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 06/16/15 |
--------------------------------------------------------------| 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 8,921 9,719 8,921 9,719 1,118 320
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -285 -180 -285 -180 285 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 96.8 88.9 96.8 11.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 11 14 11
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,075
COMMITMENTS
25 2,450 275 31,356 29,200 31,656 31,925 419 150
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 150)
0 0 0 126 150 126 150 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.6 0.9 97.8 91.0 98.7 99.5 1.3 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 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,267
COMMITMENTS
2,042 0 0 8,105 10,207 10,147 10,207 120 60
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 0)
-60 0 0 60 20 0 20 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.0 0.0 78.9 99.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 17 20 19 20
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,862
COMMITMENTS
2,053 100 175 9,434 11,587 11,662 11,862 200 0
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -30)
-60 0 0 30 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.8 1.5 79.5 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 19, 2015