CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,779
COMMITMENTS
10,892 7,025 292 13,535 17,462 24,719 24,779 60 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 860)
681 145 0 168 714 850 860 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 28.4 1.2 54.6 70.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 6 8 9 24 17
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,456
COMMITMENTS
5,307 5,889 1,036 18,113 17,531 24,456 24,456 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -9)
2 0 -2 -9 -7 -9 -9 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,363
COMMITMENTS
4,925 2,728 1,026 23,413 25,610 29,363 29,363 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -414)
-594 -423 2 177 6 -414 -414 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.3 3.5 79.7 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 6 12 9 23 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,925,570
COMMITMENTS
329,024 329,777 750,773 2807110 2826444 3886907 3906994 38,663 18,576
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 10,253)
32,172 -991 -8,075 -10,898 19,280 13,199 10,214 -2,946 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.4 19.1 71.5 72.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
33 49 58 135 119 198 196
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,082,497
COMMITMENTS
193,192 109,420 972,006 916,757 1000440 2081955 2081866 542 631
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -39,132)
9,639 16,020 -44,766 -3,915 -10,419 -39,042 -39,164 -89 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.3 46.7 44.0 48.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 20 41 48 55 91 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,670
COMMITMENTS
11,243 6,129 4,227 223,930 238,630 239,400 248,986 14,270 4,684
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 12,120)
-1,254 441 909 11,791 10,465 11,446 11,815 674 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.4 1.7 88.3 94.1 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 4 5 35 34 44 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,341
COMMITMENTS
5,732 1,929 1,273 104,405 108,186 111,410 111,388 3,931 3,953
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 7,094)
-233 -61 454 6,873 7,160 7,094 7,553 0 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.7 1.1 90.5 93.8 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 33 31 36 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,106
COMMITMENTS
2,346 13,377 3,525 204,058 193,249 209,929 210,151 8,177 7,955
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 4,101)
634 -884 477 3,083 4,630 4,194 4,223 -93 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.1 1.6 93.6 88.6 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 7 4 27 28 31 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 669,125
COMMITMENTS
57,279 1,665 9,698 594,789 652,761 661,766 664,124 7,359 5,001
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 5,086)
-87 206 286 4,560 5,293 4,759 5,785 327 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.2 1.4 88.9 97.6 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 3 4 47 38 51 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,332
COMMITMENTS
772 15,368 1,991 299,930 286,338 302,693 303,697 8,639 7,635
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 9,947)
772 -867 -224 7,565 10,824 8,113 9,733 1,834 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.9 0.6 96.3 92.0 97.2 97.5 2.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 5 2 35 35 37 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,891
COMMITMENTS
0 4,263 6,450 226,049 223,747 232,499 234,460 8,392 6,431
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 5,001)
0 484 75 4,804 4,473 4,879 5,032 122 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 2.7 93.8 92.9 96.5 97.3 3.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 4 3 33 42 36 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,935
COMMITMENTS
3,980 0 3,142 90,284 94,661 97,406 97,803 5,529 5,132
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 5,738)
853 0 221 5,005 5,367 6,079 5,588 -341 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 3.1 87.7 92.0 94.6 95.0 5.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 22 23 24 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,031
COMMITMENTS
1,210 6,857 2,745 89,112 87,319 93,067 96,921 7,964 4,110
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -107)
62 -118 124 -1,363 -728 -1,177 -722 1,070 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.8 2.7 88.2 86.4 92.1 95.9 7.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 5 5 31 26 38 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,231
COMMITMENTS
0 2,077 0 18,890 17,092 18,890 19,169 341 62
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,550)
0 0 0 1,550 1,550 1,550 1,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 0.0 98.2 88.9 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 0 13 9 13 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,712
COMMITMENTS
0 1,774 2,245 66,240 62,957 68,485 66,976 9,227 10,736
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 364)
-1,160 676 623 1,054 -935 517 364 -153 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 2.9 85.2 81.0 88.1 86.2 11.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 16 17 18 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,508
COMMITMENTS
0 0 0 180,356 182,289 180,356 182,289 6,152 4,219
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,563)
0 0 0 2,154 2,625 2,154 2,625 409 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 97.7 96.7 97.7 3.3 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,205
COMMITMENTS
0 0 0 76,420 81,738 76,420 81,738 8,785 3,467
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 174)
0 0 0 174 3,709 174 3,709 0 -3,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.7 95.9 89.7 95.9 10.3 4.1
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 338,724
COMMITMENTS
2,170 1,057 736 323,742 328,558 326,648 330,351 12,076 8,373
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 8,308)
-270 0 62 8,136 6,933 7,928 6,995 380 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 0.2 95.6 97.0 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 1 1 47 40 49 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,094
COMMITMENTS
751 3,589 2,897 68,278 62,984 71,926 69,470 5,168 7,624
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 3,327)
122 652 -122 2,899 2,369 2,899 2,899 428 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.7 3.8 88.6 81.7 93.3 90.1 6.7 9.9
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,759
COMMITMENTS
589 2,068 1,532 63,792 61,269 65,913 64,869 3,846 4,890
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,410)
308 0 -93 1,071 1,321 1,286 1,228 124 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.0 2.2 91.4 87.8 94.5 93.0 5.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 16 21 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,607
COMMITMENTS
4,749 0 0 61,843 67,078 66,592 67,078 2,015 1,529
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 90.1 97.8 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 12 16 12
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,230
COMMITMENTS
9,938 2,077 1,736 72,285 79,898 83,959 83,711 1,271 1,519
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,774)
0 -372 0 2,774 3,239 2,774 2,867 0 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.4 2.0 84.8 93.7 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 4 1 26 23 32 28
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,510
COMMITMENTS
0 3,872 0 47,076 42,528 47,076 46,400 434 1,110
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,015)
0 0 0 2,015 1,891 2,015 1,891 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 99.1 89.5 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 12 25 12 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,422
COMMITMENTS
1,219 9,974 1,089 160,279 148,719 162,587 159,782 4,835 7,640
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,595)
713 0 -376 2,463 2,557 2,800 2,181 -205 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.0 0.7 95.7 88.8 97.1 95.4 2.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 32 33 34 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,523
COMMITMENTS
1,209 0 0 25,329 26,562 26,538 26,562 985 961
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 682)
0 0 0 682 682 682 682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 92.0 96.5 96.4 96.5 3.6 3.5
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,624
COMMITMENTS
1,919 2,717 1,175 47,509 57,240 50,603 61,132 14,021 3,492
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,292)
189 2,602 115 2,196 2,410 2,500 5,127 -208 -2,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.2 1.8 73.5 88.6 78.3 94.6 21.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 13 17 16 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,200
COMMITMENTS
0 1,996 3,260 92,931 92,402 96,191 97,658 7,009 5,542
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,256)
0 212 -118 2,374 2,249 2,256 2,343 0 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 3.2 90.0 89.5 93.2 94.6 6.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 22 25 24 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,001
COMMITMENTS
0 535 1,837 86,158 94,021 87,995 96,393 12,006 3,608
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,115)
0 112 -112 1,504 1,873 1,392 1,873 -277 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.8 86.2 94.0 88.0 96.4 12.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 15 17 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,108
COMMITMENTS
667 15,287 459 77,064 67,106 78,190 82,852 7,918 3,256
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 271)
0 0 0 -131 -621 -131 -621 402 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 17.8 0.5 89.5 77.9 90.8 96.2 9.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 22 17 23 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,806
COMMITMENTS
930 0 0 20,690 19,805 21,620 19,805 186 2,001
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 1,364 1,240 1,364 1,240 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 94.9 90.8 99.1 90.8 0.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 10 17 12 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,150
COMMITMENTS
214 12,468 916 109,908 100,490 111,038 113,874 6,112 3,276
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 5,684)
149 2,870 -358 5,893 3,597 5,684 6,109 0 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.6 0.8 93.8 85.8 94.8 97.2 5.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 1 20 17 21 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,011
COMMITMENTS
4,572 15,033 3,069 165,937 163,442 173,578 181,544 11,433 3,467
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 4,372)
413 338 795 4,993 3,139 6,201 4,272 -1,829 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.1 1.7 89.7 88.3 93.8 98.1 6.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 4 30 30 34 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,583
COMMITMENTS
1,209 3,684 0 23,785 21,713 24,994 25,397 589 186
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 3,379)
372 0 0 3,038 3,379 3,410 3,379 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 14.4 0.0 93.0 84.9 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 17 12 20 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,886
COMMITMENTS
0 2,201 0 41,088 41,313 41,088 43,514 2,798 372
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 124)
0 0 0 186 124 186 124 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 93.6 94.1 93.6 99.2 6.4 0.8
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 239,916
COMMITMENTS
1,490 8,554 2,575 229,296 224,574 233,361 235,703 6,555 4,213
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 7,421)
-92 -629 -95 5,865 7,385 5,678 6,661 1,743 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.6 1.1 95.6 93.6 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 2 41 37 44 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,442
COMMITMENTS
0 0 0 105,751 106,875 105,751 106,875 3,691 2,567
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 3,576)
0 0 0 3,702 2,873 3,702 2,873 -126 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.7 96.6 97.7 3.4 2.3
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,882
COMMITMENTS
736 0 0 67,838 62,719 68,574 62,719 5,308 11,163
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,358)
0 0 0 1,358 1,358 1,358 1,358 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 91.8 84.9 92.8 84.9 7.2 15.1
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,799
COMMITMENTS
0 700 0 72,467 78,557 72,467 79,257 9,332 2,542
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -212)
0 -92 0 -2,119 -400 -2,119 -492 1,907 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 88.6 96.0 88.6 96.9 11.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 19 22 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 67,524
COMMITMENTS
0 0 0 63,300 58,368 63,300 58,368 4,224 9,156
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 336)
0 0 0 364 -154 364 -154 -28 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 86.4 93.7 86.4 6.3 13.6
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,401
COMMITMENTS
15,510 9,643 16,859 124,330 130,334 156,699 156,835 702 565
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,561)
-734 1,068 -247 2,627 826 1,646 1,646 -85 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.1 10.7 79.0 82.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 15 21 48 50 71 77
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,142
COMMITMENTS
436 1,873 2,023 57,605 56,246 60,064 60,142 78 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,807)
0 -362 100 1,681 2,069 1,781 1,807 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 3.4 95.8 93.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 7 3 30 24 34 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 422,693
COMMITMENTS
31,270 5,976 6,408 385,015 410,309 422,693 422,693 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 8,673)
912 1,544 48 7,713 7,081 8,673 8,673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.4 1.5 91.1 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 19 19 22 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,796,100
COMMITMENTS
50,405 14,107 42,545 1703150 1739448 1796100 1796100 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 25,898)
99 -1,484 708 25,091 26,674 25,898 25,898 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.8 2.4 94.8 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 4 6 36 41 44 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,288
COMMITMENTS
1,694 1,607 4,207 63,387 63,474 69,288 69,288 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 557)
-111 -51 -134 801 742 557 557 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 6.1 91.5 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 27 22 33 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 429,184
COMMITMENTS
4,489 6,889 21,281 403,414 401,014 429,184 429,184 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 8,922)
-320 3,808 0 9,242 5,114 8,922 8,922 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.6 5.0 94.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 19 17 21 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 548,131
COMMITMENTS
15,567 8,001 9,425 523,139 530,705 548,131 548,131 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 48)
-408 0 408 48 -360 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.5 1.7 95.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 27 30 29 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,195
COMMITMENTS
2,597 2,580 2,514 46,143 46,201 51,254 51,295 941 900
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 809)
-64 191 64 809 554 809 809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.9 4.8 88.4 88.5 98.2 98.3 1.8 1.7
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,331
COMMITMENTS
0 270 0 60,954 60,966 60,954 61,236 377 95
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,172
COMMITMENTS
80 700 80 78,657 78,317 78,817 79,097 355 75
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,640
COMMITMENTS
1,200 0 0 17,230 18,580 18,430 18,580 210 60
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -2,080)
0 0 0 -2,075 -2,070 -2,075 -2,070 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 92.4 99.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 16 23 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 272,456
COMMITMENTS
0 10,920 5,896 266,560 255,640 272,456 272,456 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -18,328)
0 -3,720 0 -18,328 -14,608 -18,328 -18,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 2.2 97.8 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 21 23 22 25
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,314
COMMITMENTS
1,651 491 127 5,385 6,414 7,163 7,032 151 282
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -940)
-308 -61 17 -648 -1,026 -939 -1,070 -1 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 6.7 1.7 73.6 87.7 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 16 21 20 22
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,165
COMMITMENTS
1,170 350 30 18,935 19,785 20,135 20,165 30 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -1,860)
10 -100 -10 -1,855 -1,750 -1,855 -1,860 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.7 0.1 93.9 98.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,660
COMMITMENTS
0 715 155 14,325 13,790 14,480 14,660 180 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -30)
0 20 -25 -5 -25 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.1 97.7 94.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 26 22 27 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,881
COMMITMENTS
726 0 131 17,592 17,551 18,449 17,682 432 1,199
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -753)
89 0 -133 -901 -599 -945 -732 192 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.7 93.2 93.0 97.7 93.6 2.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 27 26 28 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,316
COMMITMENTS
0 8,532 1,242 51,572 43,417 52,814 53,191 502 125
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,158)
0 -215 11 1,157 1,362 1,168 1,158 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 2.3 96.7 81.4 99.1 99.8 0.9 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,795
COMMITMENTS
115 8,611 2,971 55,704 47,097 58,790 58,679 5 116
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,318)
28 -239 45 1,250 1,457 1,323 1,263 -5 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 14.6 5.1 94.7 80.1 100.0 99.8 0.0 0.2
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,445
COMMITMENTS
1,260 0 0 47,125 48,385 48,385 48,385 60 60
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 975 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.3 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 30 15 32 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| 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 07/07/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 353,454
COMMITMENTS
52,212 0 20,368 280,874 333,086 353,454 353,454 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 483)
1,135 0 -2,710 2,058 3,193 483 483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.0 5.8 79.5 94.2 100.0 100.0 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,271
COMMITMENTS
4,022 943 923 19,108 22,193 24,053 24,059 218 212
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 448)
251 146 -20 218 322 448 448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.9 3.8 78.7 91.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 6 25 31 31 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 29,152
COMMITMENTS
877 100 306 27,969 28,746 29,152 29,152 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 537)
0 0 0 537 537 537 537 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 1.0 95.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 18 13 22 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 511,566
COMMITMENTS
0 15,644 8,662 502,904 487,260 511,566 511,566 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,272)
0 0 0 1,272 1,272 1,272 1,272 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 17 20 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,867
COMMITMENTS
5,304 394 2,323 34,917 39,467 42,544 42,184 323 683
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 197)
21 0 -21 197 218 197 197 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.9 5.4 81.5 92.1 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 J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 65,675
COMMITMENTS
0 5,473 0 65,675 60,202 65,675 65,675 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.0 100.0 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,119
COMMITMENTS
3,480 192 150 12,700 15,300 16,330 15,642 789 1,477
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 80)
255 0 0 -325 -241 -70 -241 150 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 1.1 0.9 74.2 89.4 95.4 91.4 4.6 8.6
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 197,213
COMMITMENTS
15,194 0 6,727 175,292 190,486 197,213 197,213 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,986)
-6,633 0 3,163 5,456 -1,177 1,986 1,986 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 3.4 88.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 20 21 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,334
COMMITMENTS
1,076 0 134 9,881 10,714 11,091 10,848 243 486
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -107)
0 0 0 -65 148 -65 148 -42 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 1.2 87.2 94.5 97.9 95.7 2.1 4.3
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,377
COMMITMENTS
5,473 0 0 126,904 132,377 132,377 132,377 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -2,776)
0 0 0 -2,776 -2,776 -2,776 -2,776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 95.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 21 23 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,281
COMMITMENTS
482 0 874 21,925 22,407 23,281 23,281 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 154)
0 0 0 154 154 154 154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.8 94.2 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 123,975
COMMITMENTS
3,560 190 16,440 103,575 106,881 123,575 123,511 400 464
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 3,636)
-685 -86 376 3,921 3,362 3,612 3,652 24 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 13.3 83.5 86.2 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,615
COMMITMENTS
0 825 0 26,235 25,790 26,235 26,615 380 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 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 07/14/15 |
--------------------------------------------------------------| 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 07/07/15 (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 3.6 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,896
COMMITMENTS
250 0 0 25,646 25,896 25,896 25,896 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 730)
150 0 0 580 730 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 23 19 25 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,369
COMMITMENTS
450 0 0 22,675 23,354 23,125 23,354 244 15
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.0 99.9 99.0 99.9 1.0 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 07/14/15 |
--------------------------------------------------------------| 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 07/07/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,755
COMMITMENTS
75 0 0 11,055 11,645 11,130 11,645 625 110
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,055)
0 0 0 1,040 1,055 1,040 1,055 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.0 99.1 94.7 99.1 5.3 0.9
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,512
COMMITMENTS
50 0 0 13,252 13,512 13,302 13,512 210 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,130)
0 0 0 1,130 1,130 1,130 1,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.1 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 22 10 23 10
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,719
COMMITMENTS
1,985 1,200 315 115,399 116,004 117,699 117,519 20 200
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,930)
300 0 0 1,630 1,930 1,930 1,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 0.3 98.0 98.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 34 34 37 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 135,079
COMMITMENTS
2,210 1,927 170 132,699 132,892 135,079 134,989 0 90
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,154)
200 -281 100 1,854 2,335 2,154 2,154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 0.1 98.2 98.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 5 2 41 37 47 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 142,033
COMMITMENTS
20,019 5,467 3,483 118,322 132,841 141,824 141,791 209 242
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 466)
1,304 41 -354 -484 733 466 420 0 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.8 2.5 83.3 93.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,600
COMMITMENTS
835 3,160 3,035 96,041 94,405 99,911 100,600 689 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 2,963)
0 0 0 2,903 2,963 2,903 2,963 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.1 3.0 95.5 93.8 99.3 100.0 0.7 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,025
COMMITMENTS
0 385 0 24,995 24,640 24,995 25,025 30 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 470)
0 0 0 470 470 470 470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 99.9 98.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 27 12 27 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,260
COMMITMENTS
0 185 50 22,130 21,915 22,180 22,150 80 110
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.2 99.4 98.5 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 27,034
COMMITMENTS
100 945 205 26,605 25,654 26,910 26,804 124 230
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.5 0.8 98.4 94.9 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,745
COMMITMENTS
705 0 195 9,845 10,550 10,745 10,745 0 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 295)
25 0 -25 295 320 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.8 91.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 17 17 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,758
COMMITMENTS
3,398 1,470 375 26,439 28,873 30,212 30,718 546 40
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 535)
525 0 70 -75 465 520 535 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.8 1.2 86.0 93.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 24 23 27 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,541
COMMITMENTS
2,274 0 60 20,894 23,263 23,228 23,323 313 218
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 880)
0 0 0 820 880 820 880 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.3 88.8 98.8 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,201
COMMITMENTS
311 40 200 25,510 25,906 26,021 26,146 180 55
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 219)
1 0 0 218 219 219 219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.8 97.4 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,125
COMMITMENTS
600 540 0 22,405 22,585 23,005 23,125 120 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,220 1,280 1,220 1,280 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.3 0.0 96.9 97.7 99.5 100.0 0.5 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,257
COMMITMENTS
0 860 0 15,194 14,397 15,194 15,257 63 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 99.6 94.4 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,277
COMMITMENTS
0 0 0 9,467 10,147 9,467 10,147 810 130
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 111)
0 0 0 111 111 111 111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 98.7 92.1 98.7 7.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,955
COMMITMENTS
25 2,415 260 32,546 30,110 32,831 32,785 124 170
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 0 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 07/14/15 |
--------------------------------------------------------------| 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 07/07/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 12,722
COMMITMENTS
2,038 100 150 10,344 12,472 12,532 12,722 190 0
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 125)
0 0 0 110 125 110 125 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.8 1.2 81.3 98.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 18 24 20
Updated July 17, 2015