CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,919
COMMITMENTS
10,211 6,881 291 13,367 16,747 23,869 23,919 50 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 778)
49 431 -9 743 356 783 778 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 28.8 1.2 55.9 70.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 5 5 8 9 23 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,465
COMMITMENTS
5,305 5,889 1,038 18,122 17,538 24,465 24,465 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -14)
3 0 -2 -15 -12 -14 -14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 24.1 4.2 74.1 71.7 100.0 100.0 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 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,778
COMMITMENTS
5,518 3,151 1,023 23,236 25,604 29,778 29,778 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 726)
-452 -117 42 1,136 800 726 726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 10.6 3.4 78.0 86.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 5 12 9 23 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,915,317
COMMITMENTS
296,852 330,768 758,848 2818008 2807164 3873708 3896780 41,609 18,537
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -22,567)
-26,086 -236 -29,553 28,267 5,627 -27,372 -24,162 4,805 1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.4 19.4 72.0 71.7 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
31 46 55 131 114 191 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,121,628
COMMITMENTS
183,553 93,400 1016772 920,672 1010859 2120997 2121030 631 598
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 76,514)
-247 -5,708 59,629 17,045 22,582 76,426 76,503 88 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.4 47.9 43.4 47.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 19 41 47 54 90 95
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,550
COMMITMENTS
12,497 5,688 3,318 212,139 228,165 227,954 237,171 13,596 4,379
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -25,469)
-363 -2,463 -586 -22,948 -21,278 -23,897 -24,327 -1,572 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.4 1.4 87.8 94.5 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 3 5 37 34 47 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,247
COMMITMENTS
5,965 1,990 819 97,532 101,026 104,316 103,835 3,931 4,412
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -15,131)
-3,944 -1,279 -636 -10,219 -13,097 -14,799 -15,012 -332 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.8 0.8 90.1 93.3 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 30 31 33 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,005
COMMITMENTS
1,712 14,261 3,048 200,975 188,619 205,735 205,928 8,270 8,077
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -17,442)
-1,062 1,150 90 -16,287 -17,943 -17,259 -16,703 -183 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.7 1.4 93.9 88.1 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 8 3 27 30 30 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 664,039
COMMITMENTS
57,366 1,459 9,412 590,229 647,468 657,007 658,339 7,032 5,700
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -58,016)
-477 899 -2,235 -54,681 -56,524 -57,393 -57,860 -623 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.2 1.4 88.9 97.5 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 4 45 38 49 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,385
COMMITMENTS
0 16,235 2,215 292,365 275,514 294,580 293,964 6,805 7,421
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -20,643)
-682 -2,200 -670 -19,537 -17,335 -20,889 -20,205 246 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.7 97.0 91.4 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 6 2 36 37 38 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,890
COMMITMENTS
0 3,779 6,375 221,245 219,274 227,620 229,428 8,270 6,462
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -26,396)
0 32 -695 -25,404 -25,307 -26,099 -25,970 -297 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 2.7 93.8 93.0 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 4 3 34 41 37 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,197
COMMITMENTS
3,127 0 2,921 85,279 89,294 91,327 92,215 5,870 4,982
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -11,513)
800 0 -691 -11,405 -10,766 -11,296 -11,457 -217 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 3.0 87.7 91.9 94.0 94.9 6.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 21 22 23 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,138
COMMITMENTS
1,148 6,975 2,621 90,475 88,047 94,244 97,643 6,894 3,495
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -13,349)
-4 -1,888 -879 -13,404 -10,036 -14,287 -12,803 938 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.9 2.6 89.5 87.1 93.2 96.5 6.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 5 32 27 38 33
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,681
COMMITMENTS
0 2,077 0 17,340 15,542 17,340 17,619 341 62
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -5,406)
0 -146 0 -4,956 -5,232 -4,956 -5,378 -450 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 0.0 98.1 87.9 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 13 8 13 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,348
COMMITMENTS
1,160 1,098 1,622 65,186 63,892 67,968 66,612 9,380 10,736
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -7,313)
51 -1,152 -51 -6,887 -5,214 -6,887 -6,417 -426 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.4 2.1 84.3 82.6 87.9 86.1 12.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 15 17 17 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,945
COMMITMENTS
0 0 0 178,202 179,664 178,202 179,664 5,743 4,281
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -11,634)
0 0 0 -10,337 -11,165 -10,337 -11,165 -1,297 -469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 97.7 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 24 29 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,031
COMMITMENTS
0 0 0 76,246 78,029 76,246 78,029 8,785 7,002
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -6,266)
0 0 0 -5,204 -5,956 -5,204 -5,956 -1,062 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.7 91.8 89.7 91.8 10.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 11 17 11
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 330,416
COMMITMENTS
2,440 1,057 674 315,606 321,625 318,720 323,356 11,696 7,060
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -14,625)
-2,028 -86 365 -12,908 -15,285 -14,571 -15,006 -54 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.2 95.5 97.3 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 1 1 47 40 50 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,767
COMMITMENTS
629 2,937 3,019 65,379 60,615 69,027 66,571 4,740 7,196
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -8,763)
-318 -1,470 -53 -7,786 -6,732 -8,157 -8,255 -606 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.0 4.1 88.6 82.2 93.6 90.2 6.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 24 21 26 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,349
COMMITMENTS
281 2,068 1,625 62,721 59,948 64,627 63,641 3,722 4,708
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -7,189)
-160 261 -6 -7,299 -9,595 -7,465 -9,340 276 2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.0 2.4 91.8 87.7 94.6 93.1 5.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 15 20 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,456
COMMITMENTS
9,938 2,449 1,736 69,511 76,659 81,185 80,844 1,271 1,612
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -22,008)
1,848 198 -2,778 -20,515 -17,697 -21,445 -20,277 -563 -1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.0 2.1 84.3 93.0 98.5 98.0 1.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 1 26 21 32 27
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,495
COMMITMENTS
0 3,872 0 45,061 40,637 45,061 44,509 434 986
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -17,960)
0 -1,020 0 -17,784 -15,830 -17,784 -16,850 -176 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 0.0 99.0 89.3 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 12 26 12 27
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,827
COMMITMENTS
506 9,974 1,465 157,816 146,162 159,787 157,601 5,040 7,226
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -9,175)
164 -1,023 45 -4,901 -7,618 -4,692 -8,596 -4,483 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.1 0.9 95.7 88.7 96.9 95.6 3.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 32 33 33 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 26,841
COMMITMENTS
1,209 0 0 24,647 25,880 25,856 25,880 985 961
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -6,750)
0 0 0 -6,333 -6,180 -6,333 -6,180 -417 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 91.8 96.4 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 10 13 11 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,332
COMMITMENTS
1,730 115 1,060 45,313 54,830 48,103 56,005 14,229 6,327
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 1.7 72.7 88.0 77.2 89.8 22.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 12 17 14 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,944
COMMITMENTS
0 1,784 3,378 90,557 90,153 93,935 95,315 7,009 5,629
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -9,859)
0 -671 -546 -8,807 -7,655 -9,353 -8,872 -506 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 3.3 89.7 89.3 93.1 94.4 6.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 22 25 24 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,886
COMMITMENTS
0 423 1,949 84,654 92,148 86,603 94,520 12,283 4,366
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 13,662)
-1,112 423 951 12,615 13,570 12,454 14,944 1,208 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 2.0 85.6 93.2 87.6 95.6 12.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 13 16 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,837
COMMITMENTS
667 15,287 459 77,195 67,727 78,321 83,473 7,516 2,364
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -10,607)
-217 -1,433 -81 -12,593 -9,937 -12,891 -11,451 2,284 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 17.8 0.5 89.9 78.9 91.2 97.2 8.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 22 19 23 21
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,442
COMMITMENTS
930 0 0 19,326 18,565 20,256 18,565 186 1,877
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -4,140)
120 0 -120 -4,110 -4,368 -4,110 -4,488 -30 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 94.5 90.8 99.1 90.8 0.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 9 17 11 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,466
COMMITMENTS
65 9,598 1,274 104,015 96,893 105,354 107,765 6,112 3,701
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -7,313)
-628 -1,537 -121 -5,539 -5,405 -6,288 -7,063 -1,025 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.6 1.1 93.3 86.9 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 20 17 22 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,639
COMMITMENTS
4,159 14,695 2,274 160,944 160,303 167,377 177,272 13,262 3,367
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -10,906)
943 -3,191 -995 -9,890 -6,394 -9,942 -10,580 -964 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 8.1 1.3 89.1 88.7 92.7 98.1 7.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 4 29 31 33 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,204
COMMITMENTS
837 3,684 0 20,747 18,334 21,584 22,018 620 186
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -7,079)
-1,848 372 -552 -4,562 -6,299 -6,962 -6,479 -117 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 16.6 0.0 93.4 82.6 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 16 11 18 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,762
COMMITMENTS
0 2,201 0 40,902 41,189 40,902 43,390 2,860 372
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -10,410)
0 -390 0 -10,490 -9,782 -10,490 -10,172 80 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 93.5 94.1 93.5 99.1 6.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 11 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 232,495
COMMITMENTS
1,582 9,183 2,670 223,431 217,189 227,683 229,042 4,812 3,453
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -21,944)
-702 1,474 -378 -19,492 -22,934 -20,572 -21,838 -1,372 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.9 1.1 96.1 93.4 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 3 2 42 37 45 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 105,866
COMMITMENTS
0 0 0 102,049 104,002 102,049 104,002 3,817 1,864
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -11,115)
0 0 0 -12,148 -11,507 -12,148 -11,507 1,033 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 98.2 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 28 26 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,524
COMMITMENTS
736 0 0 66,480 61,361 67,216 61,361 5,308 11,163
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -8,656)
-248 0 0 -8,023 -9,358 -8,271 -9,358 -385 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 91.7 84.6 92.7 84.6 7.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 19 23 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,011
COMMITMENTS
0 792 0 74,586 78,957 74,586 79,749 7,425 2,262
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -12,286)
0 -125 0 -10,290 -12,398 -10,290 -12,523 -1,996 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 90.9 96.3 90.9 97.2 9.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 20 24 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 67,188
COMMITMENTS
0 0 0 62,936 58,522 62,936 58,522 4,252 8,666
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 87.1 93.7 87.1 6.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 8 16 8
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 155,840
COMMITMENTS
16,244 8,575 17,106 121,703 129,508 155,053 155,189 787 651
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -6,024)
-766 -697 -56 -5,818 -5,315 -6,641 -6,068 617 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.5 11.0 78.1 83.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 14 19 48 50 68 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 58,335
COMMITMENTS
436 2,235 1,923 55,924 54,177 58,283 58,335 52 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,245)
-26 -65 -360 -1,885 -1,222 -2,271 -1,647 26 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.8 3.3 95.9 92.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 8 2 29 24 32 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 414,020
COMMITMENTS
30,358 4,432 6,360 377,302 403,228 414,020 414,020 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -36,534)
584 -1,208 -2,680 -34,438 -23,222 -36,534 -27,110 0 -9,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.1 1.5 91.1 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 19 17 22 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,770,202
COMMITMENTS
50,306 15,591 41,837 1678059 1712774 1770202 1770202 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -72,002)
-1,104 -2,296 -1,472 -69,426 -68,234 -72,002 -72,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 2.4 94.8 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 5 6 36 39 44 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,731
COMMITMENTS
1,805 1,658 4,341 62,586 62,733 68,731 68,731 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,738)
-118 -104 204 -2,823 -2,837 -2,738 -2,738 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 6.3 91.1 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 5 27 20 33 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 420,262
COMMITMENTS
4,809 3,081 21,281 394,172 395,900 420,262 420,262 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 5,621)
304 1,255 -3,040 8,357 7,406 5,621 5,621 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.7 5.1 93.8 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 19 17 21 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 548,083
COMMITMENTS
15,975 8,001 9,017 523,091 531,065 548,083 548,083 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -17,126)
-736 -736 -368 -16,022 -16,022 -17,126 -17,126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 1.6 95.4 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 27 28 29 31
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,386
COMMITMENTS
2,661 2,389 2,450 45,334 45,647 50,445 50,486 941 900
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -382)
-345 0 -284 -94 -267 -723 -551 341 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.6 4.8 88.2 88.8 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 26 28 30 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,356
COMMITMENTS
0 270 0 60,979 60,991 60,979 61,261 377 95
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -4,893)
-150 -25 0 -4,725 -4,860 -4,875 -4,885 -18 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.4 99.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 30 28 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,202
COMMITMENTS
80 700 80 78,687 78,347 78,847 79,127 355 75
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -5,059)
-90 -100 0 -4,954 -4,952 -5,044 -5,052 -15 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.1 99.3 98.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 35 30 36 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,720
COMMITMENTS
1,200 0 0 19,305 20,650 20,505 20,650 215 70
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 93.2 99.7 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 15 23 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,784
COMMITMENTS
0 14,640 5,896 284,888 270,248 290,784 290,784 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 1,992)
0 0 0 1,992 1,992 1,992 1,992 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 2.0 98.0 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 24 21 25 24
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,254
COMMITMENTS
1,959 552 110 6,033 7,440 8,102 8,102 152 152
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 391)
0 21 0 391 389 391 410 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 6.7 1.3 73.1 90.1 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 1 19 21 25 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,025
COMMITMENTS
1,160 450 40 20,790 21,535 21,990 22,025 35 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.0 0.2 94.4 97.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 23 23 24 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,690
COMMITMENTS
0 695 180 14,330 13,815 14,510 14,690 180 0
CHANGES FROM 06/30/15 (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
0.0 4.7 1.2 97.5 94.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 25 22 26 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,634
COMMITMENTS
637 0 264 18,493 18,150 19,394 18,414 240 1,220
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 704)
0 0 0 662 767 662 767 42 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.3 94.2 92.4 98.8 93.8 1.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 29 28 31 30
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,158
COMMITMENTS
0 8,747 1,231 50,415 42,055 51,646 52,033 512 125
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,259)
0 -513 -126 -3,118 -2,595 -3,244 -3,234 -15 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.8 2.4 96.7 80.6 99.0 99.8 1.0 0.2
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 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,477
COMMITMENTS
87 8,850 2,926 54,454 45,640 57,467 57,416 10 61
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,942)
28 -994 35 -2,960 -1,929 -2,897 -2,888 -45 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.4 5.1 94.7 79.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 8 6 35 34 41 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,470
COMMITMENTS
1,260 0 0 46,150 47,410 47,410 47,410 60 60
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,810)
-175 0 0 -3,625 -3,795 -3,800 -3,795 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.2 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 30 14 32 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,925
COMMITMENTS
1,080 0 0 51,725 52,925 52,805 52,925 120 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,125)
-170 0 0 -2,945 -3,125 -3,115 -3,125 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 28 19 29 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 352,971
COMMITMENTS
51,077 0 23,078 278,816 329,893 352,971 352,971 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -18,314)
-10,627 -368 5,256 -12,943 -23,202 -18,314 -18,314 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 6.5 79.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 3 28 32 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,822
COMMITMENTS
3,771 797 943 18,890 21,870 23,604 23,610 218 212
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -592)
74 -90 -41 -468 -395 -435 -526 -157 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.3 4.0 79.3 91.8 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 6 25 32 31 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,615
COMMITMENTS
877 100 306 27,432 28,209 28,615 28,615 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 947)
104 -26 -260 1,103 1,233 947 947 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 1.1 95.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 17 12 21 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 510,294
COMMITMENTS
0 15,644 8,662 501,632 485,988 510,294 510,294 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -24,044)
0 -368 -1,104 -22,940 -22,572 -24,044 -24,044 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.7 98.3 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 16 20 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,670
COMMITMENTS
5,283 394 2,344 34,720 39,249 42,347 41,987 323 683
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,594)
-462 -44 -242 -1,738 -2,074 -2,442 -2,360 -152 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.9 5.5 81.4 92.0 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 18 19 22 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,039
COMMITMENTS
3,225 192 150 13,025 15,541 16,400 15,883 639 1,156
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -614)
-242 192 0 -454 -416 -696 -224 82 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 1.1 0.9 76.4 91.2 96.2 93.2 3.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 3 17 21 22 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 195,227
COMMITMENTS
21,827 0 3,564 169,836 191,663 195,227 195,227 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -4,590)
-2,944 0 0 -1,646 -4,590 -4,590 -4,590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 1.8 87.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 18 20 20 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,441
COMMITMENTS
1,076 0 134 9,946 10,566 11,156 10,700 285 741
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -313)
-25 0 0 -182 -568 -207 -568 -106 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.2 86.9 92.4 97.5 93.5 2.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 20 22 23 23
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 135,153
COMMITMENTS
5,473 0 0 129,680 135,153 135,153 135,153 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 6,432)
-736 0 0 7,168 6,432 6,432 6,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 96.0 100.0 100.0 100.0 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 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,127
COMMITMENTS
482 0 874 21,771 22,253 23,127 23,127 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,247)
-52 0 -130 -1,065 -1,117 -1,247 -1,247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.8 94.1 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 120,339
COMMITMENTS
4,245 276 16,064 99,654 103,520 119,962 119,859 376 480
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,229)
799 -1,271 -522 -3,451 -1,406 -3,174 -3,198 -55 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 13.3 82.8 86.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 18 16 22 19
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,540
COMMITMENTS
0 825 0 26,160 25,715 26,160 26,540 380 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,005)
0 -75 0 -1,100 -930 -1,100 -1,005 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 98.6 96.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 16 21 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,645
COMMITMENTS
0 825 0 22,005 21,720 22,005 22,545 640 100
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -965)
0 -75 0 -1,060 -910 -1,060 -985 95 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 97.2 95.9 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 10 17 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,166
COMMITMENTS
100 0 0 25,066 25,166 25,166 25,166 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,950)
0 -150 0 -1,950 -1,800 -1,950 -1,950 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: 34)
1 0 0 23 19 24 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,754
COMMITMENTS
450 0 0 22,060 22,739 22,510 22,739 244 15
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,170)
50 0 0 -2,464 -2,185 -2,414 -2,185 244 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 96.9 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 15 20 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,910
COMMITMENTS
0 100 0 18,305 18,570 18,305 18,670 605 240
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,630)
0 -50 0 -2,575 -2,560 -2,575 -2,610 -55 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.8 98.2 96.8 98.7 3.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,700
COMMITMENTS
75 0 0 10,015 10,590 10,090 10,590 610 110
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -890)
0 0 0 -845 -880 -845 -880 -45 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 93.6 99.0 94.3 99.0 5.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 8 18 8
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,382
COMMITMENTS
50 0 0 12,122 12,382 12,172 12,382 210 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -955)
0 0 0 -930 -955 -930 -955 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.9 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 22 9 23 9
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,789
COMMITMENTS
1,685 1,200 315 113,769 114,074 115,769 115,589 20 200
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -8,211)
-805 15 95 -7,496 -8,211 -8,206 -8,101 -5 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 0.3 98.3 98.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 35 34 38 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 132,925
COMMITMENTS
2,010 2,208 70 130,845 130,557 132,925 132,835 0 90
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -9,671)
-405 -145 0 -9,266 -9,526 -9,671 -9,671 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.7 0.1 98.4 98.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 1 40 37 45 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 141,567
COMMITMENTS
18,715 5,426 3,837 118,806 132,108 141,358 141,371 209 196
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -6,840)
-893 255 -284 -5,626 -6,777 -6,803 -6,806 -37 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 3.8 2.7 83.9 93.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 9 9 43 40 56 54
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,637
COMMITMENTS
835 3,160 3,035 93,138 91,442 97,008 97,637 629 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,668)
-45 -185 -105 -3,560 -3,363 -3,710 -3,653 42 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.2 3.1 95.4 93.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 35 34 41 40
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,555
COMMITMENTS
0 385 0 24,525 24,170 24,525 24,555 30 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,370)
0 -80 0 -1,325 -1,280 -1,325 -1,360 -45 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 99.9 98.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 26 12 26 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,995
COMMITMENTS
0 185 50 21,865 21,650 21,915 21,885 80 110
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,150)
0 -30 0 -1,130 -1,110 -1,130 -1,140 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.2 99.4 98.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 9 24 10
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 26,779
COMMITMENTS
100 945 205 26,350 25,399 26,655 26,549 124 230
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -945)
0 5 -30 -910 -910 -940 -935 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.5 0.8 98.4 94.8 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 27 25 29 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,450
COMMITMENTS
680 0 220 9,550 10,230 10,450 10,450 0 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 2.1 91.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 16 17 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,223
COMMITMENTS
2,873 1,470 305 26,514 28,408 29,692 30,183 531 40
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,634)
-160 0 0 -1,453 -1,614 -1,613 -1,614 -21 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.9 1.0 87.7 94.0 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 22 23 25 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,661
COMMITMENTS
2,274 0 60 20,074 22,383 22,408 22,443 253 218
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -748)
-285 0 0 -478 -966 -763 -966 15 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.3 88.6 98.8 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 19 21 21 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,982
COMMITMENTS
310 40 200 25,292 25,687 25,802 25,927 180 55
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 53)
250 -135 -250 28 433 28 48 25 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.8 97.3 98.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 26 25 29 26
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,845
COMMITMENTS
600 540 0 21,185 21,305 21,785 21,845 60 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -413)
0 -90 0 -403 -323 -403 -413 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.5 0.0 97.0 97.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 25 25 26 26
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,657
COMMITMENTS
0 860 0 14,594 13,797 14,594 14,657 63 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -935)
0 -50 0 -925 -885 -925 -935 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 99.6 94.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 15 16 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,166
COMMITMENTS
0 0 0 9,356 10,036 9,356 10,036 810 130
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -65)
0 0 0 240 125 240 125 -305 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 98.7 92.0 98.7 8.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,065
COMMITMENTS
25 2,415 260 32,656 30,220 32,941 32,895 124 170
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -85)
0 -35 -15 -65 -35 -80 -85 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.3 0.8 98.8 91.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 27 19 29 21
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 10,767
COMMITMENTS
2,027 0 0 8,620 10,707 10,647 10,707 120 60
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -290)
-15 0 0 -275 -290 -290 -290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.0 0.0 80.1 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 17 19 19 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 12,597
COMMITMENTS
2,038 100 150 10,234 12,347 12,422 12,597 175 0
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -450)
-55 0 -25 -345 -425 -425 -450 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.8 1.2 81.2 98.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 18 24 20
Updated July 10, 2015