CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,204
COMMITMENTS
4,809 727 200 5,171 9,276 10,180 10,203 24 1
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -327)
-250 -279 0 -77 -49 -327 -328 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 7.1 2.0 50.7 90.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 3 3 8 6 20 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 42,637
COMMITMENTS
19,422 9,184 7,023 16,003 26,420 42,449 42,627 188 10
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -9,149)
-4,927 -93 -3,766 -614 -5,290 -9,307 -9,149 158 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 21.5 16.5 37.5 62.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 10 9 8 10 23 24
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,975
COMMITMENTS
14,750 22,695 850 11,375 3,080 26,975 26,625 0 350
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 84.1 3.2 42.2 11.4 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 7 4 6 2 15 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,585
COMMITMENTS
2,650 10,100 945 7,990 500 11,585 11,545 0 40
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 87.2 8.2 69.0 4.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 11 3 6 2 12 13
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 55,968
COMMITMENTS
5,200 6,669 6,779 43,988 42,519 55,968 55,968 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -6,906)
1,581 -1,315 -1,704 -6,783 -3,887 -6,906 -6,906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.9 12.1 78.6 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 6 9 14 14 27 26
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 6,900
COMMITMENTS
3,275 3,320 520 3,085 3,060 6,880 6,900 20 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 48.1 7.5 44.7 44.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 2 5 4 14 9
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,645
COMMITMENTS
3,645 7,020 1,000 7,000 3,625 11,645 11,645 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 60.3 8.6 60.1 31.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 5 3 6 3 17 10
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,405,442
COMMITMENTS
569,662 192,024 639,893 3127131 3517658 4336686 4349575 68,756 55,867
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 142,615)
71,446 14,007 -27,850 76,752 116,047 120,348 102,204 22,267 40,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.4 14.5 71.0 79.8 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
45 33 54 138 122 208 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,884,264
COMMITMENTS
57,030 64,285 909,294 910,678 908,328 1877002 1881907 7,262 2,357
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -437,415)
-823 27,010 -296,631 -143,313 -168,600 -440,768 -438,221 3,352 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.4 48.3 48.3 48.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 15 31 47 47 81 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,379
COMMITMENTS
19,903 9,185 9,140 237,602 257,626 266,645 275,951 18,734 9,428
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,286)
2,580 34 -1,697 3,985 7,141 4,868 5,478 -582 -1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.2 3.2 83.3 90.3 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 7 10 38 33 51 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,348
COMMITMENTS
3,570 9,710 4,167 138,592 135,550 146,329 149,427 8,019 4,921
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -2,865)
-1,169 424 -109 -1,114 -3,403 -2,392 -3,088 -473 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.3 2.7 89.8 87.8 94.8 96.8 5.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 4 30 31 35 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,129
COMMITMENTS
1,546 4,280 6,790 210,794 212,010 219,130 223,080 12,999 9,049
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,765)
172 299 400 5,265 5,881 5,837 6,580 -1,072 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.8 2.9 90.8 91.3 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 5 30 31 35 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 708,954
COMMITMENTS
4,579 9,919 12,066 680,027 682,921 696,672 704,906 12,282 4,048
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 17,254)
-1,360 585 -1,760 19,431 17,483 16,311 16,308 943 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 1.7 95.9 96.3 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 3 5 53 40 59 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,708
COMMITMENTS
20,435 3,370 3,515 280,481 298,585 304,431 305,470 7,277 6,238
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,005)
-959 1,087 351 1,501 355 893 1,793 112 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.1 1.1 90.0 95.8 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 3 31 44 36 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,469
COMMITMENTS
16,091 1,353 2,020 272,589 287,523 290,700 290,896 5,769 5,573
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 6,012)
819 -56 202 3,270 5,787 4,291 5,933 1,721 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.5 0.7 91.9 97.0 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 4 42 45 49 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,313
COMMITMENTS
1,765 7,242 2,435 130,051 119,763 134,251 129,440 5,062 9,873
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 8,213)
-290 4,896 -150 8,185 3,069 7,745 7,815 468 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.2 1.7 93.4 86.0 96.4 92.9 3.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 5 2 23 24 25 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,111
COMMITMENTS
6,574 3,687 1,302 109,840 110,630 117,716 115,619 7,395 9,492
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,328)
1,543 -94 -1,015 587 3,041 1,115 1,932 213 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.9 1.0 87.8 88.4 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 29 23 31 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,849
COMMITMENTS
313 3,588 1,471 95,998 95,353 97,782 100,412 12,067 9,437
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,538)
-127 57 150 1,975 1,545 1,998 1,752 -460 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 1.3 87.4 86.8 89.0 91.4 11.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 17 21 19 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 172,587
COMMITMENTS
0 0 0 165,043 160,672 165,043 160,672 7,544 11,915
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,479)
0 0 0 2,388 2,021 2,388 2,021 91 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 93.1 95.6 93.1 4.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 20 28 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,484
COMMITMENTS
0 0 0 82,434 87,054 82,434 87,054 11,050 6,430
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 394)
0 0 0 180 274 180 274 214 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 93.1 88.2 93.1 11.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 15 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,636
COMMITMENTS
0 0 0 25,913 23,947 25,913 23,947 723 2,689
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -510)
0 0 0 -870 -636 -870 -636 360 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 89.9 97.3 89.9 2.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 15 14 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 327,858
COMMITMENTS
459 2,900 6,370 309,025 310,002 315,854 319,272 12,004 8,586
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,961)
132 -563 -7 794 1,372 919 802 1,042 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 1.9 94.3 94.6 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 5 4 43 38 47 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,428
COMMITMENTS
22 2,558 2,742 73,355 74,704 76,119 80,004 10,309 6,424
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,305)
-363 642 452 674 240 763 1,334 542 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 3.2 84.9 86.4 88.1 92.6 11.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 20 20 23 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,936
COMMITMENTS
240 0 0 17,948 18,792 18,188 18,792 2,748 2,144
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,056)
0 0 0 3,328 4,356 3,328 4,356 728 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 85.7 89.8 86.9 89.8 13.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 12 14 13 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,540
COMMITMENTS
2,409 7,662 2,387 67,389 65,661 72,185 75,710 7,355 3,830
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,510)
2,211 1,633 721 891 338 3,823 2,692 -1,313 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.6 3.0 84.7 82.6 90.8 95.2 9.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 17 15 20 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,651
COMMITMENTS
15,422 9,060 360 92,748 99,463 108,530 108,883 2,121 1,768
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 29,250)
4,350 8,280 360 22,754 19,076 27,464 27,716 1,786 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.2 0.3 83.8 89.9 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 4 1 35 27 44 31
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,203
COMMITMENTS
29,278 8,008 2,607 107,325 128,626 139,210 139,241 1,993 1,962
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 30,930)
2,868 6,918 2,142 26,214 21,734 31,224 30,794 -294 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 5.7 1.8 76.0 91.1 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 4 7 43 35 63 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,309
COMMITMENTS
248 372 0 71,386 70,993 71,634 71,365 675 944
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 832)
0 0 0 1,081 502 1,081 502 -249 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 98.7 98.2 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 20 21 21 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,166
COMMITMENTS
0 481 1,107 207,551 205,511 208,658 207,099 6,508 8,067
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 582)
0 150 -94 44 800 -50 856 632 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 96.5 95.5 97.0 96.3 3.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 34 32 35 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 25,854
COMMITMENTS
727 308 403 24,021 23,066 25,151 23,777 703 2,077
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,381)
-30 -150 0 4,605 4,027 4,575 3,877 -1,194 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.2 1.6 92.9 89.2 97.3 92.0 2.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 15 15 16 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,744
COMMITMENTS
0 6,704 1,204 39,470 42,221 40,674 50,129 15,070 5,615
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,367)
0 1,378 78 1,589 -644 1,667 812 -300 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 2.2 70.8 75.7 73.0 89.9 27.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 2 15 16 17 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,481
COMMITMENTS
0 22,982 523 114,793 95,213 115,316 118,718 9,165 5,763
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,374)
0 488 -82 1,246 1,088 1,164 1,494 210 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 0.4 92.2 76.5 92.6 95.4 7.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 1 20 28 21 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,673
COMMITMENTS
13,423 0 826 93,225 112,190 107,474 113,016 11,199 5,657
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,781)
344 0 90 1,042 1,280 1,476 1,370 305 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.7 78.6 94.5 90.6 95.2 9.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 2 17 14 22 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,131
COMMITMENTS
2,642 0 0 104,373 109,688 107,015 109,688 5,116 2,443
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,009)
930 0 0 1,456 2,788 2,386 2,788 623 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 93.1 97.8 95.4 97.8 4.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 19 18 21 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,019
COMMITMENTS
1,865 1,920 1,677 118,770 123,632 122,312 127,229 7,707 2,790
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,681)
-706 30 246 2,113 1,099 1,653 1,375 28 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 1.3 91.3 95.1 94.1 97.9 5.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 16 17 19 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,525
COMMITMENTS
1,466 16,757 2,191 132,855 126,363 136,512 145,311 18,013 9,214
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 6,215)
-612 2,574 718 7,675 2,775 7,781 6,067 -1,566 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.8 1.4 86.0 81.8 88.3 94.0 11.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 27 30 29 34
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,867
COMMITMENTS
2,700 5,006 0 21,393 20,274 24,093 25,280 1,774 587
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,140)
0 660 0 1,320 480 1,320 1,140 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 19.4 0.0 82.7 78.4 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 16 11 18 14
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,937
COMMITMENTS
0 1,794 0 42,262 41,566 42,262 43,360 1,675 577
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,490)
0 -150 0 2,099 2,368 2,099 2,218 391 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.0 96.2 94.6 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 12 15 12 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,920
COMMITMENTS
0 960 0 63,349 63,950 63,349 64,910 2,571 1,010
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,886)
0 960 0 4,680 3,746 4,680 4,706 206 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 96.1 97.0 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 15 18 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 206,758
COMMITMENTS
1,351 7,671 1,233 196,605 188,718 199,189 197,622 7,569 9,136
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,113)
-418 600 -319 3,538 1,872 2,801 2,153 312 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 0.6 95.1 91.3 96.3 95.6 3.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 6 3 37 33 40 41
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,299
COMMITMENTS
0 0 0 84,129 82,131 84,129 82,131 9,170 11,168
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,368)
0 0 0 4,830 3,864 4,830 3,864 -2,462 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 88.0 90.2 88.0 9.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 19 17 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,136
COMMITMENTS
0 1,165 394 86,708 91,412 87,102 92,971 9,034 3,165
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,538)
0 -94 -59 3,231 3,146 3,172 2,993 366 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.4 90.2 95.1 90.6 96.7 9.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 18 20 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,680
COMMITMENTS
0 716 90 44,110 43,270 44,200 44,076 480 604
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.2 98.7 96.8 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 8 13 9 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 97,286
COMMITMENTS
2,712 0 0 88,858 91,855 91,570 91,855 5,716 5,431
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,807)
0 0 0 1,808 1,747 1,808 1,747 -1 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 91.3 94.4 94.1 94.4 5.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 12 18 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,377
COMMITMENTS
26,879 8,152 18,003 121,979 140,896 166,861 167,051 516 326
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,651)
2,159 -1,019 -101 -365 2,689 1,693 1,568 -42 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.9 10.8 72.9 84.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 14 22 53 51 81 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,914
COMMITMENTS
3,363 2,106 661 50,890 52,147 54,914 54,914 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 881)
335 251 0 546 629 881 881 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.8 1.2 92.7 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 2 27 27 34 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 468,067
COMMITMENTS
32,424 2,432 7,775 427,868 457,860 468,067 468,067 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,689)
7,400 2,128 0 -4,711 561 2,689 2,689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.5 1.7 91.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 2 26 23 31 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,566,974
COMMITMENTS
65,262 62,600 28,963 1472749 1475411 1566974 1566974 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -7,163)
2,688 -8,560 4,680 -14,531 -3,283 -7,163 -7,163 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.0 1.8 94.0 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 7 3 35 41 41 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,279
COMMITMENTS
3,296 5,152 3,243 63,740 61,884 70,279 70,279 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 132)
404 25 50 -322 57 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.3 4.6 90.7 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 6 5 23 25 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 461,492
COMMITMENTS
344 17,414 1,866 459,282 442,212 461,492 461,492 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 13,648)
0 1,320 0 13,648 12,328 13,648 13,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.8 0.4 99.5 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 5 1 20 17 22 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 387,289
COMMITMENTS
0 5,456 0 387,289 381,833 387,289 387,289 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,296)
0 0 0 4,296 4,296 4,296 4,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 30 33 30 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,900
COMMITMENTS
1,294 63 361 35,131 36,095 36,786 36,519 1,114 1,381
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 130)
87 -105 -22 107 215 172 88 -42 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 1.0 92.7 95.2 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 27 26 31 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,991
COMMITMENTS
0 8 86 50,488 50,870 50,574 50,964 417 27
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,160)
0 0 0 1,160 1,160 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 99.0 99.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 37 34 38 35
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,194
COMMITMENTS
247 0 58 68,321 69,079 68,626 69,137 568 57
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,098)
-400 0 0 1,498 1,098 1,098 1,098 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 98.7 99.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 37 31 39 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,473
COMMITMENTS
100 0 0 19,253 19,473 19,353 19,473 120 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 200)
50 0 0 150 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.9 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 14 19 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 326,048
COMMITMENTS
2,024 0 368 323,656 325,680 326,048 326,048 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
-368 0 368 0 -368 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 99.3 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 27 19 28 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,449
COMMITMENTS
1,902 0 0 8,374 10,191 10,276 10,191 173 258
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 110)
187 0 -21 -100 131 66 110 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.0 0.0 80.1 97.5 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 0 18 19 24 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,160
COMMITMENTS
5,500 0 0 7,600 13,100 13,100 13,100 60 60
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 0.0 0.0 57.8 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 16 12 16
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,945
COMMITMENTS
0 300 0 6,885 6,595 6,885 6,895 60 50
CHANGES FROM 03/22/16 (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 4.3 0.0 99.1 95.0 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 10 15 11
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,380
COMMITMENTS
425 355 520 9,855 10,455 10,800 11,330 580 50
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -315)
-660 155 470 -135 -940 -325 -315 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.1 4.6 86.6 91.9 94.9 99.6 5.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 16 16 19 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,856
COMMITMENTS
0 650 0 26,856 26,206 26,856 26,856 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 23 22 23 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,447
COMMITMENTS
0 75 600 23,667 23,767 24,267 24,442 180 5
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 580)
0 0 600 -20 -20 580 580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 2.5 96.8 97.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 25 22 26 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,154
COMMITMENTS
215 126 0 23,599 23,236 23,814 23,362 340 792
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 566)
0 0 0 568 566 568 566 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.0 97.7 96.2 98.6 96.7 1.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 27 24 28 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,696
COMMITMENTS
333 3,039 793 57,355 54,724 58,481 58,556 215 140
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,185)
5 348 -73 1,273 969 1,205 1,244 -20 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.2 1.4 97.7 93.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 5 33 31 38 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,348
COMMITMENTS
331 2,872 4,503 68,514 65,868 73,348 73,243 0 105
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,031)
16 -1,995 1,435 580 2,571 2,031 2,011 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.9 6.1 93.4 89.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 9 9 34 33 44 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,650
COMMITMENTS
1,190 0 0 42,358 43,605 43,548 43,605 102 45
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 508)
10 0 0 818 523 828 523 -320 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.0 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 14 27 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,248
COMMITMENTS
1,545 0 0 46,653 48,248 48,198 48,248 50 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 231)
10 0 0 221 231 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.7 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 16 28 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 350,093
COMMITMENTS
27,114 21,894 5,904 317,075 322,295 350,093 350,093 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 10,785)
3,649 24 -2,425 9,561 13,186 10,785 10,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.3 1.7 90.6 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 1 29 29 33 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,637
COMMITMENTS
4,695 1,445 1,004 21,811 25,144 27,510 27,593 127 44
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,445)
187 21 427 810 997 1,424 1,445 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 5.2 3.6 78.9 91.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 7 7 27 33 34 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 40,991
COMMITMENTS
104 3,722 1,108 39,779 36,161 40,991 40,991 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 667)
-1 47 -51 719 671 667 667 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.1 2.7 97.0 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 7 3 16 17 21 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 343,983
COMMITMENTS
0 4,734 0 343,983 339,249 343,983 343,983 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 5,712)
0 0 0 5,712 5,712 5,712 5,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 12 12 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 351,329
COMMITMENTS
0 759 0 351,329 350,570 351,329 351,329 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,233)
0 0 0 1,233 1,233 1,233 1,233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 17 23 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 29,133
COMMITMENTS
701 497 0 28,325 28,125 29,026 28,622 107 511
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 467)
42 0 0 382 363 424 363 43 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.7 0.0 97.2 96.5 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 16 18 18 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,490
COMMITMENTS
0 3,920 0 132,490 128,570 132,490 132,490 0 0
CHANGES FROM 03/22/16 (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 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 9 11 10
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,631
COMMITMENTS
1,796 519 257 11,216 11,615 13,269 12,391 362 1,240
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 125)
0 42 42 83 41 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 3.8 1.9 82.3 85.2 97.3 90.9 2.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 16 18 20 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 164,901
COMMITMENTS
14,764 2,055 1,875 148,262 160,971 164,901 164,901 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -3,192)
5,504 0 0 -8,696 -3,192 -3,192 -3,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.2 1.1 89.9 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 15 20 19 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,952
COMMITMENTS
365 2,269 0 18,480 16,385 18,845 18,654 107 298
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -79)
21 -42 -21 -100 -16 -100 -79 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 12.0 0.0 97.5 86.5 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 0 24 24 27 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 190,470
COMMITMENTS
768 12,020 793 188,909 177,657 190,470 190,470 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 6,969)
-384 5,504 -1,592 8,945 3,057 6,969 6,969 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.3 0.4 99.2 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 17 21 18
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,890
COMMITMENTS
0 500 50 8,760 8,110 8,810 8,660 80 230
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 280)
0 50 -50 330 280 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.6 98.5 91.2 99.1 97.4 0.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 13 19 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,464
COMMITMENTS
749 0 0 20,715 21,464 21,464 21,464 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -155)
130 0 0 -285 -155 -155 -155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 18 18 19 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,570
COMMITMENTS
300 0 0 8,555 9,520 8,855 9,520 715 50
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 20)
0 -175 0 0 195 0 20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 89.4 99.5 92.5 99.5 7.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 12 15 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,455
COMMITMENTS
200 1,630 100 10,405 9,725 10,705 11,455 750 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 55)
-100 -175 100 35 130 35 55 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 14.2 0.9 90.8 84.9 93.5 100.0 6.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 17 16 19
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 548,660
COMMITMENTS
12,741 42,377 112,768 421,645 393,515 547,154 548,660 1,506 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -4,609)
28 -2,227 4,038 -8,687 -6,420 -4,622 -4,609 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.7 20.6 76.9 71.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 18 16 23 21
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,630
COMMITMENTS
0 0 0 18,570 18,630 18,570 18,630 60 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,535
COMMITMENTS
0 225 0 22,265 22,265 22,265 22,490 270 45
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -55 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.8 98.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 19 16 19 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,990
COMMITMENTS
0 225 0 19,500 19,755 19,500 19,980 490 10
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -120 -100 -120 -100 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.5 98.8 97.5 99.9 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 13 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,603
COMMITMENTS
850 50 0 21,633 22,543 22,483 22,593 120 10
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,400)
100 0 0 1,300 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.0 95.7 99.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 18 20 20 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,273
COMMITMENTS
250 0 0 17,620 18,273 17,870 18,273 403 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 390)
0 0 0 350 400 350 400 40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.4 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 17 18 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,175
COMMITMENTS
0 200 0 21,700 21,955 21,700 22,155 475 20
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 320 120 320 120 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 97.9 99.0 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,110
COMMITMENTS
0 0 0 22,630 22,990 22,630 22,990 480 120
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 12 20 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,217
COMMITMENTS
200 0 0 21,602 22,117 21,802 22,117 415 100
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.2 99.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 13 22 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,050
COMMITMENTS
3,625 1,020 155 116,150 118,845 119,930 120,020 120 30
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 910)
-175 350 0 1,085 560 910 910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 0.1 96.8 99.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 1 38 33 42 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 137,639
COMMITMENTS
2,615 6,050 1,000 134,024 130,559 137,639 137,609 0 30
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,640)
25 260 -5 3,620 3,385 3,640 3,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.4 0.7 97.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 7 3 43 33 48 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 168,847
COMMITMENTS
8,801 12,699 9,202 150,665 146,920 168,668 168,821 179 26
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,547)
164 -1,612 1,533 2,834 4,638 4,532 4,559 15 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.5 5.4 89.2 87.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 12 12 47 45 65 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,063
COMMITMENTS
1,556 1,470 2,929 113,492 113,664 117,977 118,063 86 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 600)
0 -480 480 120 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 2.5 96.1 96.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 4 42 34 48 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,895
COMMITMENTS
430 795 290 37,130 36,800 37,850 37,885 45 10
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 0.8 98.0 97.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 26 16 31 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,160
COMMITMENTS
0 305 25 34,135 33,830 34,160 34,160 0 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 99.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 24 16 25 18
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,663
COMMITMENTS
264 500 20 29,324 29,108 29,608 29,628 55 35
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.7 0.1 98.9 98.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 30 27 31 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 16,794
COMMITMENTS
0 0 0 16,624 16,794 16,624 16,794 170 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 18 19 18
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,685
COMMITMENTS
0 0 0 14,265 14,685 14,265 14,685 420 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 100.0 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 10 16 10
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,844
COMMITMENTS
2,725 1,710 206 25,828 26,928 28,759 28,844 85 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -555)
100 -10 -40 -615 -505 -555 -555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.9 0.7 89.5 93.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 5 25 25 32 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,595
COMMITMENTS
540 0 115 20,705 21,369 21,360 21,484 235 111
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 135)
0 0 0 75 130 75 130 60 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.5 95.9 99.0 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 20 23 22 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,797
COMMITMENTS
1,052 4,002 268 39,412 36,512 40,732 40,782 65 15
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,933)
-31 15 31 1,913 1,887 1,913 1,933 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.8 0.7 96.6 89.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 3 30 27 34 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,040
COMMITMENTS
390 25 0 22,011 22,926 22,401 22,951 639 89
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 106)
0 0 0 169 84 169 84 -63 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.0 95.5 99.5 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 23 18 24 19
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,388
COMMITMENTS
0 2,384 0 22,365 20,004 22,365 22,388 23 0
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 720)
0 -6 0 720 726 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 0.0 99.9 89.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 20 18 20 20
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,944
COMMITMENTS
0 500 0 14,909 14,140 14,909 14,640 35 304
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 272)
0 0 0 255 280 255 280 17 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 99.8 94.6 99.8 98.0 0.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 15 17 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,854
COMMITMENTS
379 200 90 36,180 36,409 36,649 36,699 205 155
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 28)
150 0 0 -122 28 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.5 0.2 98.2 98.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 28 28 31 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,784
COMMITMENTS
479 0 20 14,073 14,602 14,572 14,622 212 162
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 58)
-10 0 0 68 58 58 58 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.1 95.2 98.8 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 18 20 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,136
COMMITMENTS
1,370 0 0 12,004 14,121 13,374 14,121 762 15
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -25)
-10 0 0 -15 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 84.9 99.9 94.6 99.9 5.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 24 16 25 16
Updated April 1, 2016