CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,319
COMMITMENTS
4,924 717 200 5,171 9,401 10,295 10,318 24 1
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 115)
115 -10 0 0 125 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 6.9 1.9 50.1 91.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 3 8 6 19 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 47,314
COMMITMENTS
21,735 8,201 8,990 16,384 30,113 47,109 47,304 205 10
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 4,677)
2,312 -983 1,966 381 3,693 4,660 4,677 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 17.3 19.0 34.6 63.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 9 11 9 10 26 25
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,675
COMMITMENTS
14,950 23,395 850 11,875 3,080 27,675 27,325 0 350
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 700)
200 700 0 500 0 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 84.5 3.1 42.9 11.1 100.0 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 12,460
COMMITMENTS
3,250 10,975 945 8,265 500 12,460 12,420 0 40
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 875)
600 875 0 275 0 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 88.1 7.6 66.3 4.0 100.0 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 56,713
COMMITMENTS
5,548 6,748 6,764 44,401 43,201 56,713 56,713 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 745)
347 79 -15 413 682 745 745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 11.9 11.9 78.3 76.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 9 15 14 28 26
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 6,600
COMMITMENTS
3,275 3,470 370 2,935 2,760 6,580 6,600 20 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -300)
0 150 -150 -150 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 52.6 5.6 44.5 41.8 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,745
COMMITMENTS
3,645 7,120 1,000 7,100 3,625 11,745 11,745 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 60.6 8.5 60.5 30.9 100.0 100.0 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,222,598
COMMITMENTS
577,675 164,160 613,079 2984135 3428691 4174889 4205930 47,709 16,668
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -182,844)
8,013 -27,864 -26,814 -142,996 -88,967 -161,797 -143,645 -21,047 -39,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.9 14.5 70.7 81.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
41 29 54 135 124 202 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,903,415
COMMITMENTS
56,080 63,661 923,488 918,564 913,749 1898132 1900898 5,283 2,517
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 19,151)
-951 -625 14,195 7,886 5,421 21,130 18,991 -1,979 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.3 48.5 48.3 48.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 13 30 48 47 82 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,923
COMMITMENTS
23,800 4,595 6,067 219,034 247,733 248,901 258,395 18,022 8,528
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -18,456)
3,897 -4,590 -3,073 -18,568 -9,893 -17,744 -17,556 -712 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.7 2.3 82.1 92.8 93.2 96.8 6.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 9 37 31 49 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,563
COMMITMENTS
1,618 8,354 3,391 124,651 120,594 129,660 132,339 5,903 3,224
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -18,785)
-1,952 -1,356 -776 -13,941 -14,956 -16,669 -17,088 -2,116 -1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.2 2.5 92.0 89.0 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 4 30 31 35 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,145
COMMITMENTS
4,508 6,603 3,990 191,952 192,360 200,450 202,953 13,695 11,192
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -17,984)
2,962 2,323 -2,800 -18,842 -19,650 -18,680 -20,127 696 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.1 1.9 89.6 89.8 93.6 94.8 6.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 27 29 31 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 695,334
COMMITMENTS
189 9,663 13,222 667,769 669,087 681,180 691,972 14,154 3,362
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -13,620)
-4,390 -256 1,156 -12,258 -13,834 -15,492 -12,934 1,872 -686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.9 96.0 96.2 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 5 5 51 39 56 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,203
COMMITMENTS
18,334 2,260 3,482 265,120 280,628 286,936 286,370 6,267 6,833
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -18,505)
-2,101 -1,110 -33 -15,361 -17,957 -17,495 -19,100 -1,010 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.8 1.2 90.4 95.7 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 3 30 38 35 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,678
COMMITMENTS
16,292 1,261 1,933 255,424 269,359 273,649 272,553 4,029 5,125
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -18,791)
201 -92 -87 -17,165 -18,164 -17,051 -18,343 -1,740 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.5 0.7 92.0 97.0 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 4 36 43 42 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,197
COMMITMENTS
1,795 1,476 1,884 113,827 112,827 117,506 116,187 5,691 7,010
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -16,116)
30 -5,766 -551 -16,224 -6,936 -16,745 -13,253 629 -2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 1.5 92.4 91.6 95.4 94.3 4.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 22 22 24 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,404
COMMITMENTS
8,136 3,417 1,114 102,129 105,256 111,379 109,787 7,025 8,617
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,707)
1,562 -270 -188 -7,711 -5,374 -6,337 -5,832 -370 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.9 0.9 86.3 88.9 94.1 92.7 5.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 29 23 31 25
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,447
COMMITMENTS
392 1,740 1,392 87,661 86,375 89,445 89,507 10,002 9,940
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -10,402)
79 -1,848 -79 -8,337 -8,978 -8,337 -10,905 -2,065 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.7 1.4 88.1 86.9 89.9 90.0 10.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 15 19 17 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 161,413
COMMITMENTS
0 0 0 153,724 150,633 153,724 150,633 7,689 10,780
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -11,174)
0 0 0 -11,319 -10,039 -11,319 -10,039 145 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 93.3 95.2 93.3 4.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 21 27 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,623
COMMITMENTS
0 0 0 76,543 80,339 76,543 80,339 10,080 6,284
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,861)
0 0 0 -5,891 -6,715 -5,891 -6,715 -970 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 92.7 88.4 92.7 11.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 15 16 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 313,776
COMMITMENTS
1,305 2,011 6,018 294,825 297,136 302,148 305,165 11,628 8,611
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -14,082)
846 -889 -352 -14,200 -12,866 -13,706 -14,107 -376 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 1.9 94.0 94.7 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 3 4 42 37 46 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,869
COMMITMENTS
1,341 620 1,914 69,420 72,389 72,675 74,923 8,194 5,946
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -5,559)
1,319 -1,938 -828 -3,935 -2,315 -3,444 -5,081 -2,115 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 2.4 85.8 89.5 89.9 92.6 10.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 20 23 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,449
COMMITMENTS
240 0 0 11,792 11,973 12,032 11,973 3,417 3,476
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -5,487)
0 0 0 -6,156 -6,819 -6,156 -6,819 669 1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 76.3 77.5 77.9 77.5 22.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 9 13 10 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,047
COMMITMENTS
2,274 5,989 1,746 61,668 60,866 65,688 68,601 6,359 3,446
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -7,493)
-135 -1,673 -641 -5,721 -4,795 -6,497 -7,109 -996 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.3 2.4 85.6 84.5 91.2 95.2 8.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 15 15 18 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,515
COMMITMENTS
1,472 0 0 46,808 51,101 48,280 51,101 3,235 414
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -59,136)
-13,950 -9,060 -360 -45,940 -48,362 -60,250 -57,782 1,114 -1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 90.9 99.2 93.7 99.2 6.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 13 15 13
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,363
COMMITMENTS
15,422 9,420 360 79,897 87,143 95,679 96,923 2,684 1,440
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -42,840)
-13,856 1,412 -2,247 -27,428 -41,483 -43,531 -42,318 691 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.6 0.4 81.2 88.6 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 5 1 33 22 42 27
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,638
COMMITMENTS
0 0 0 56,408 57,068 56,408 57,068 1,230 570
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -14,671)
-248 -372 0 -14,978 -13,925 -15,226 -14,297 555 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 18 17 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,905
COMMITMENTS
0 266 1,053 197,980 196,234 199,033 197,553 6,872 8,352
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -9,261)
0 -215 -54 -9,571 -9,277 -9,625 -9,546 364 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 96.2 95.3 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 31 31 32 32
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,637
COMMITMENTS
1,866 0 0 20,678 21,813 22,544 21,813 1,093 1,824
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,217)
1,139 -308 -403 -3,343 -1,253 -2,607 -1,964 390 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 87.5 92.3 95.4 92.3 4.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 10 12 11 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,062
COMMITMENTS
0 5,765 872 41,794 42,214 42,666 48,851 11,396 5,211
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,682)
0 -939 -332 2,324 -7 1,992 -1,278 -3,674 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 1.6 77.3 78.1 78.9 90.4 21.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 15 17 17 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,704
COMMITMENTS
0 21,790 523 106,904 86,976 107,427 109,289 8,277 6,415
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -8,777)
0 -1,192 0 -7,889 -8,237 -7,889 -9,429 -888 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.8 0.5 92.4 75.2 92.8 94.5 7.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 18 25 19 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,816
COMMITMENTS
11,053 0 636 81,026 102,149 92,715 102,785 15,101 5,031
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -10,857)
-2,370 0 -190 -12,199 -10,041 -14,759 -10,231 3,902 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.6 75.2 94.7 86.0 95.3 14.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 1 15 13 19 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,983
COMMITMENTS
1,472 0 0 97,314 102,010 98,786 102,010 5,197 1,973
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -8,148)
-1,170 0 0 -7,059 -7,678 -8,229 -7,678 81 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.6 98.1 95.0 98.1 5.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,793
COMMITMENTS
1,507 1,651 1,549 111,541 115,669 114,597 118,869 6,196 1,924
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -9,226)
-358 -269 -128 -7,229 -7,963 -7,715 -8,360 -1,511 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.4 1.3 92.3 95.8 94.9 98.4 5.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 18 20 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,159
COMMITMENTS
2,438 13,041 2,166 121,781 116,322 126,385 131,529 15,774 10,630
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -12,366)
972 -3,716 -25 -11,074 -10,041 -10,127 -13,782 -2,239 1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.2 1.5 85.7 81.8 88.9 92.5 11.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 23 25 25 29
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,597
COMMITMENTS
2,700 2,960 0 16,535 17,577 19,235 20,537 1,362 60
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -5,270)
0 -2,046 0 -4,858 -2,697 -4,858 -4,743 -412 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 14.4 0.0 80.3 85.3 93.4 99.7 6.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 10 14 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,807
COMMITMENTS
0 1,050 0 35,752 35,304 35,752 36,354 1,055 453
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -7,130)
0 -744 0 -6,510 -6,262 -6,510 -7,006 -620 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 97.1 95.9 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 9 14 9 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,177
COMMITMENTS
0 960 0 57,045 57,579 57,045 58,539 2,132 638
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,743)
0 0 0 -6,304 -6,371 -6,304 -6,371 -439 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 96.4 97.3 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 12 14 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,103
COMMITMENTS
1,833 6,489 1,581 181,511 176,949 184,925 185,019 7,178 7,084
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -14,655)
482 -1,182 348 -15,094 -11,769 -14,264 -12,603 -391 -2,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.4 0.8 94.5 92.1 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 3 37 33 40 39
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,667
COMMITMENTS
0 0 0 77,940 74,869 77,940 74,869 8,727 11,798
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,632)
0 0 0 -6,189 -7,262 -6,189 -7,262 -443 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 86.4 89.9 86.4 10.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 14 15 14
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,180
COMMITMENTS
0 1,317 273 80,709 84,477 80,982 86,067 8,198 3,113
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,956)
0 152 -121 -5,999 -6,935 -6,120 -6,904 -836 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.3 90.5 94.7 90.8 96.5 9.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 17 21 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 91,239
COMMITMENTS
2,362 0 0 83,890 85,583 86,252 85,583 4,987 5,656
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,047)
-350 0 0 -4,968 -6,272 -5,318 -6,272 -729 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 91.9 93.8 94.5 93.8 5.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 11 19 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,520
COMMITMENTS
29,202 6,906 15,052 112,784 135,179 157,038 157,137 483 383
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -9,857)
2,323 -1,245 -2,951 -9,195 -5,717 -9,823 -9,914 -33 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 4.4 9.6 71.6 85.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 11 20 51 51 79 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,082
COMMITMENTS
2,897 1,851 310 45,875 46,921 49,082 49,082 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -5,831)
-466 -255 -351 -5,014 -5,225 -5,831 -5,831 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.8 0.6 93.5 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 2 2 27 25 34 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 418,139
COMMITMENTS
36,264 2,432 344 381,531 415,363 418,139 418,139 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -49,928)
3,840 0 -7,431 -46,337 -42,497 -49,928 -49,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.6 0.1 91.2 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 1 25 21 30 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,483,367
COMMITMENTS
64,137 45,137 38,071 1381159 1400159 1483367 1483367 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -83,608)
-1,125 -17,463 9,108 -91,591 -75,253 -83,608 -83,608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.0 2.6 93.1 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 7 3 35 42 41 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,412
COMMITMENTS
3,657 5,026 3,176 64,525 62,941 71,358 71,142 54 270
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 1,133)
361 -126 -68 785 1,057 1,079 863 54 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.0 4.4 90.4 88.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 6 25 24 35 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 465,445
COMMITMENTS
344 18,102 1,866 463,235 445,477 465,445 465,445 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 3,953)
0 688 0 3,953 3,265 3,953 3,953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.9 0.4 99.5 95.7 100.0 100.0 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 379,088
COMMITMENTS
0 5,456 0 379,088 373,632 379,088 379,088 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -8,201)
0 0 0 -8,201 -8,201 -8,201 -8,201 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: 39)
0 1 0 28 31 28 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,987
COMMITMENTS
1,403 63 315 33,441 34,533 35,159 34,911 828 1,076
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,913)
109 0 -46 -1,690 -1,562 -1,627 -1,608 -286 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 0.9 92.9 96.0 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 1 27 26 32 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,200
COMMITMENTS
0 0 0 47,729 48,143 47,729 48,143 471 57
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,791)
0 -8 -86 -2,759 -2,727 -2,845 -2,821 54 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 0 0 35 33 35 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,377
COMMITMENTS
346 0 5 65,467 66,312 65,818 66,317 559 60
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,817)
99 0 -53 -2,854 -2,767 -2,808 -2,820 -9 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.6 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 36 30 38 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,793
COMMITMENTS
100 0 0 19,573 19,793 19,673 19,793 120 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 327,216
COMMITMENTS
2,048 0 752 324,416 326,464 327,216 327,216 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 1,168)
24 0 384 760 784 1,168 1,168 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 99.1 99.8 100.0 100.0 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,661
COMMITMENTS
1,902 0 0 8,565 10,403 10,467 10,403 194 258
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 212)
0 0 0 191 212 191 212 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.0 80.3 97.6 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 0 18 18 24 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,310
COMMITMENTS
5,500 0 0 7,750 13,250 13,250 13,250 60 60
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 0.0 0.0 58.2 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 C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,615
COMMITMENTS
50 205 520 9,490 9,800 10,060 10,525 555 90
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -765)
-375 -150 0 -365 -655 -740 -805 -25 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.9 4.9 89.4 92.3 94.8 99.2 5.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 12 16 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,226
COMMITMENTS
0 650 0 27,226 26,576 27,226 27,226 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 370)
0 0 0 370 370 370 370 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,497
COMMITMENTS
0 75 600 23,717 23,822 24,317 24,497 180 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 55 50 55 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 2.4 96.8 97.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 26 23 27 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 25,322
COMMITMENTS
215 212 0 24,766 24,318 24,981 24,530 341 792
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 1,168)
0 86 0 1,167 1,082 1,167 1,168 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.0 97.8 96.0 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 28 25 29 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,938
COMMITMENTS
363 3,280 714 57,646 54,704 58,723 58,698 215 240
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 242)
30 241 -79 291 -20 242 142 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.6 1.2 97.8 92.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 5 34 33 39 39
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,906
COMMITMENTS
588 2,941 4,104 69,214 66,582 73,906 73,627 0 279
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 558)
257 69 -399 700 714 558 384 0 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.0 5.6 93.7 90.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 8 8 35 33 45 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,900
COMMITMENTS
1,060 0 0 37,748 38,855 38,808 38,855 92 45
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -4,750)
-130 0 0 -4,610 -4,750 -4,740 -4,750 -10 0
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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,358
COMMITMENTS
1,430 0 0 42,883 44,358 44,313 44,358 45 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -3,890)
-115 0 0 -3,770 -3,890 -3,885 -3,890 -5 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: 31)
1 0 0 27 15 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 359,366
COMMITMENTS
23,914 21,510 5,904 329,548 331,952 359,366 359,366 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 9,273)
-3,200 -384 0 12,473 9,657 9,273 9,273 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.0 1.6 91.7 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 1 30 30 34 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,846
COMMITMENTS
3,971 1,445 1,067 22,702 25,226 27,740 27,738 106 108
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 209)
-724 0 63 891 82 230 145 -21 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 5.2 3.8 81.5 90.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 7 7 28 33 35 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 41,701
COMMITMENTS
263 3,794 844 40,594 36,847 41,701 41,485 0 216
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 710)
159 72 -264 815 686 710 494 0 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.1 2.0 97.3 88.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 6 3 16 17 21 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 344,671
COMMITMENTS
0 4,112 0 344,671 339,937 344,671 344,049 0 622
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 688)
0 -622 0 688 688 688 66 0 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 100.0 98.6 100.0 99.8 0.0 0.2
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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 323,653
COMMITMENTS
0 384 0 323,653 323,269 323,653 323,653 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -27,676)
0 -375 0 -27,676 -27,301 -27,676 -27,676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 16 20 17
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 26,988
COMMITMENTS
655 84 0 26,249 26,037 26,904 26,121 84 867
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,145)
-46 -413 0 -2,076 -2,088 -2,122 -2,501 -23 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.3 0.0 97.3 96.5 99.7 96.8 0.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 16 17 18 18
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 128,419
COMMITMENTS
0 3,545 0 128,419 124,874 128,419 128,419 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -4,071)
0 -375 0 -4,071 -3,696 -4,071 -4,071 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 100.0 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 10 10 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,644
COMMITMENTS
1,634 256 336 10,653 10,991 12,623 11,583 21 1,061
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -987)
-162 -263 79 -563 -624 -646 -808 -341 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.0 2.7 84.3 86.9 99.8 91.6 0.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 18 19 22 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 148,776
COMMITMENTS
12,889 3,930 0 135,887 144,846 148,776 148,776 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -16,125)
-1,875 1,875 -1,875 -12,375 -16,125 -16,125 -16,125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.6 0.0 91.3 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 14 17 17 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,363
COMMITMENTS
365 2,019 41 16,636 14,753 17,042 16,813 321 550
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,589)
0 -250 41 -1,844 -1,632 -1,803 -1,841 214 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.6 0.2 95.8 85.0 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 22 21 26 23
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 188,093
COMMITMENTS
384 11,279 793 186,916 176,021 188,093 188,093 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,377)
-384 -741 0 -1,993 -1,636 -2,377 -2,377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.0 0.4 99.4 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 15 21 16
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,465
COMMITMENTS
0 710 70 8,335 7,640 8,405 8,420 60 45
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -425)
0 210 20 -425 -470 -405 -240 -20 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.8 98.5 90.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 17 12 19 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,401
COMMITMENTS
648 182 0 19,753 20,219 20,401 20,401 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,063)
-101 182 0 -962 -1,245 -1,063 -1,063 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 0.0 96.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 18 17 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,100
COMMITMENTS
300 0 0 8,105 9,055 8,405 9,055 695 45
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -470)
0 0 0 -450 -465 -450 -465 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 89.1 99.5 92.4 99.5 7.6 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,800
COMMITMENTS
350 1,630 100 9,620 9,070 10,070 10,800 730 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -655)
150 0 0 -785 -655 -635 -655 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 15.1 0.9 89.1 84.0 93.2 100.0 6.8 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 548,214
COMMITMENTS
12,322 37,023 119,346 415,131 391,845 546,798 548,214 1,416 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -446)
-419 -5,354 6,578 -6,515 -1,670 -355 -446 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.8 21.8 75.7 71.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,855
COMMITMENTS
0 0 0 16,815 16,855 16,815 16,855 40 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,775)
0 0 0 -1,755 -1,775 -1,755 -1,775 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,455
COMMITMENTS
0 150 0 21,200 21,275 21,200 21,425 255 30
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,080)
0 -75 0 -1,065 -990 -1,065 -1,065 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.8 99.2 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 19 15 19 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,140
COMMITMENTS
0 150 0 18,675 18,990 18,675 19,140 465 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -850)
0 -75 0 -825 -765 -825 -840 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 97.6 99.2 97.6 100.0 2.4 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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,227
COMMITMENTS
825 0 0 20,282 21,227 21,107 21,227 120 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,376)
-25 -50 0 -1,351 -1,316 -1,376 -1,366 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 95.5 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 16 20 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,323
COMMITMENTS
225 0 0 16,715 17,323 16,940 17,323 383 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -950)
-25 0 0 -905 -950 -930 -950 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.5 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 14 17 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,150
COMMITMENTS
0 250 0 20,745 20,880 20,745 21,130 405 20
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,025)
0 50 0 -955 -1,075 -955 -1,025 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.1 98.7 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 15 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,080
COMMITMENTS
0 0 0 21,720 21,970 21,720 21,970 360 110
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,030)
0 0 0 -910 -1,020 -910 -1,020 -120 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 99.5 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 9 21 9
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,282
COMMITMENTS
200 0 0 20,687 21,192 20,887 21,192 395 90
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -935)
0 0 0 -915 -925 -915 -925 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.2 99.6 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 10 22 10
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,262
COMMITMENTS
3,565 1,010 140 109,437 112,092 113,142 113,242 120 20
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,788)
-60 -10 -15 -6,713 -6,753 -6,788 -6,778 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 0.1 96.6 99.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 1 37 34 41 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,491
COMMITMENTS
2,625 3,455 500 123,366 122,516 126,491 126,471 0 20
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -11,148)
10 -2,595 -500 -10,658 -8,043 -11,148 -11,138 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.7 0.4 97.5 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 6 2 43 35 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 162,110
COMMITMENTS
8,393 11,004 8,560 144,998 142,522 161,952 162,086 158 24
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -6,737)
-408 -1,695 -642 -5,666 -4,398 -6,716 -6,735 -21 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.8 5.3 89.4 87.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 10 11 45 45 61 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,510
COMMITMENTS
1,440 1,570 2,805 110,199 110,135 114,444 114,510 66 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -3,553)
-116 100 -124 -3,293 -3,529 -3,533 -3,553 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.4 2.4 96.2 96.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 3 42 34 48 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,135
COMMITMENTS
320 730 290 35,495 35,105 36,105 36,125 30 10
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,760)
-110 -65 0 -1,635 -1,695 -1,745 -1,760 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.0 0.8 98.2 97.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 24 14 28 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,060
COMMITMENTS
0 315 0 33,060 32,745 33,060 33,060 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,100)
0 10 -25 -1,075 -1,085 -1,100 -1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 23 15 23 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,708
COMMITMENTS
214 500 5 28,434 28,173 28,653 28,678 55 30
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -955)
-50 0 -15 -890 -935 -955 -950 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.7 0.0 99.0 98.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 27 27 28 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 16,880
COMMITMENTS
0 0 0 16,710 16,880 16,710 16,880 170 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 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
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,765
COMMITMENTS
2,906 1,620 116 24,648 26,019 27,670 27,755 95 10
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,079)
181 -90 -90 -1,180 -909 -1,089 -1,089 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.8 0.4 88.8 93.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 4 25 25 31 30
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,390
COMMITMENTS
505 0 115 19,414 20,150 20,034 20,265 356 125
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,205)
-35 0 0 -1,291 -1,219 -1,326 -1,219 121 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.6 95.2 98.8 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 18 22 20 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,161
COMMITMENTS
1,107 4,060 213 37,781 34,888 39,101 39,161 60 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,636)
55 58 -55 -1,631 -1,624 -1,631 -1,621 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.4 0.5 96.5 89.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 3 29 23 33 29
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,811
COMMITMENTS
355 50 0 21,152 21,674 21,507 21,724 304 87
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -1,229)
-35 25 0 -859 -1,252 -894 -1,227 -335 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 97.0 99.4 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 24 17 25 18
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,512
COMMITMENTS
0 2,338 0 21,512 19,174 21,512 21,512 0 0
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -876)
0 -46 0 -853 -830 -853 -876 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 0.0 100.0 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 19 19 19 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,237
COMMITMENTS
0 450 0 14,220 13,483 14,220 13,933 17 304
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -707)
0 -50 0 -689 -657 -689 -707 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 99.9 94.7 99.9 97.9 0.1 2.1
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 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,879
COMMITMENTS
200 200 0 35,310 35,239 35,510 35,439 369 440
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -975)
-179 0 -90 -870 -1,170 -1,139 -1,260 164 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.0 98.4 98.2 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 28 27 30 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,181
COMMITMENTS
451 0 20 13,608 14,122 14,079 14,142 102 39
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -603)
-28 0 0 -465 -480 -493 -480 -110 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.1 96.0 99.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 20 20 21 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,142
COMMITMENTS
1,281 0 0 11,134 13,127 12,415 13,127 727 15
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -994)
-89 0 0 -870 -994 -959 -994 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 84.7 99.9 94.5 99.9 5.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 24 15 25 15
Updated April 8, 2016