CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,199
COMMITMENTS
5,078 606 175 4,946 9,417 10,199 10,198 0 1
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -110)
115 0 0 -225 -110 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 5.9 1.7 48.5 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 2 2 8 8 20 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 54,632
COMMITMENTS
26,389 8,150 11,328 16,852 35,143 54,569 54,622 63 10
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 4,571)
2,671 -263 2,080 1 2,754 4,752 4,571 -181 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 14.9 20.7 30.8 64.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 10 12 9 10 32 25
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,425
COMMITMENTS
16,350 25,495 850 12,225 3,080 29,425 29,425 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 600)
400 1,150 0 200 0 600 1,150 0 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 86.6 2.9 41.5 10.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 8 4 6 2 17 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,660
COMMITMENTS
4,350 13,825 2,295 10,015 500 16,660 16,620 0 40
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,200)
150 650 550 500 0 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 83.0 13.8 60.1 3.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 10 4 6 2 16 13
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 59,322
COMMITMENTS
5,500 7,743 6,189 47,614 45,370 59,302 59,302 20 20
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,200)
32 605 -147 2,294 1,722 2,180 2,180 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 13.1 10.4 80.3 76.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 9 9 16 14 29 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,600
COMMITMENTS
6,825 9,350 100 4,675 2,150 11,600 11,600 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 450)
250 450 0 200 0 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 80.6 0.9 40.3 18.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 7 1 4 4 12 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 7,400
COMMITMENTS
4,025 3,570 320 3,035 3,510 7,380 7,400 20 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 48.2 4.3 41.0 47.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 1 5 5 13 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,945
COMMITMENTS
3,745 7,020 1,000 7,200 3,925 11,945 11,945 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 58.8 8.4 60.3 32.9 100.0 100.0 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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,607,764
COMMITMENTS
559,279 174,413 695,959 3302901 3722549 4558139 4592921 49,625 14,843
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 114,129)
-25,741 -11,972 19,432 117,748 105,015 111,439 112,475 2,690 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.8 15.1 71.7 80.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
49 37 66 138 123 217 197
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,794,664
COMMITMENTS
114,688 92,395 784,744 892,008 910,934 1791440 1788073 3,224 6,591
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -146,487)
41,087 15,674 -128,283 -57,772 -38,579 -144,968 -151,189 -1,519 4,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.1 43.7 49.7 50.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 11 32 50 49 87 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,971
COMMITMENTS
28,245 3,257 6,825 227,978 265,604 263,048 275,686 18,923 6,285
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -1,135)
-409 -208 892 -3,318 -2,106 -2,835 -1,422 1,700 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.2 2.4 80.9 94.2 93.3 97.8 6.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 5 10 41 32 57 44
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,465
COMMITMENTS
2,317 12,179 3,445 134,082 126,893 139,844 142,517 6,621 3,948
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 4,135)
86 665 354 2,699 2,759 3,139 3,778 996 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.3 2.4 91.5 86.6 95.5 97.3 4.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 6 5 28 32 34 41
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,818
COMMITMENTS
2,469 6,415 5,843 212,091 211,835 220,403 224,093 13,415 9,725
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 4,291)
508 -167 816 2,874 7,245 4,198 7,894 93 -3,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.7 2.5 90.7 90.6 94.3 95.8 5.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 5 31 33 36 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,747
COMMITMENTS
2,101 18,399 13,470 751,454 741,106 767,025 772,975 11,722 5,772
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 41,782)
1,884 3,618 395 42,003 36,416 44,282 40,429 -2,500 1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.4 1.7 96.5 95.2 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 7 6 52 39 59 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,552
COMMITMENTS
16,089 7,510 3,852 310,749 318,584 330,690 329,946 6,862 7,606
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 29,473)
-109 5,854 -487 30,237 23,916 29,641 29,283 -168 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.2 1.1 92.1 94.4 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 4 4 33 41 41 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,885
COMMITMENTS
16,343 1,291 2,515 270,885 285,296 289,743 289,102 4,142 4,783
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 7,449)
1,637 -106 361 6,041 7,330 8,039 7,585 -590 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.4 0.9 92.2 97.1 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 1 4 40 46 48 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,571
COMMITMENTS
594 5,731 2,385 132,541 123,503 135,520 131,619 5,051 8,952
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 7,037)
-427 3,810 174 7,362 2,149 7,109 6,133 -72 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.1 1.7 94.3 87.9 96.4 93.6 3.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 2 22 24 24 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,475
COMMITMENTS
9,122 5,561 938 109,554 112,024 119,614 118,523 7,861 8,952
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,097)
3,624 554 -1,320 171 1,126 2,475 360 -378 1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.4 0.7 85.9 87.9 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 4 30 25 34 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,970
COMMITMENTS
1,340 279 0 21,651 23,084 22,991 23,363 979 607
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.2 0.0 90.3 96.3 95.9 97.5 4.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 13 11 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,843
COMMITMENTS
212 3,035 1,460 94,476 90,035 96,148 94,530 8,695 10,313
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,048)
0 1,045 64 1,953 877 2,017 1,986 31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.9 1.4 90.1 85.9 91.7 90.2 8.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 18 19 20 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,983
COMMITMENTS
0 0 0 162,904 158,615 162,904 158,615 7,079 11,368
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,566)
0 0 0 1,566 1,194 1,566 1,194 0 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 93.3 95.8 93.3 4.2 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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,891
COMMITMENTS
744 0 0 77,393 81,747 78,137 81,747 10,754 7,144
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,139)
744 0 0 -217 1,623 527 1,623 612 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 87.1 92.0 87.9 92.0 12.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 16 19 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,667
COMMITMENTS
0 0 0 23,693 23,509 23,693 23,509 1,974 2,158
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,170)
0 0 0 2,197 1,674 2,197 1,674 -27 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 91.6 92.3 91.6 7.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 13 13 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,123
COMMITMENTS
554 4,007 7,482 315,674 316,272 323,710 327,761 13,413 9,362
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 6,455)
-575 411 1,069 5,815 4,018 6,309 5,498 146 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 2.2 93.6 93.8 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 6 5 42 37 47 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,990
COMMITMENTS
910 558 2,375 77,612 78,460 80,897 81,393 8,093 7,597
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 3,087)
-552 -62 565 2,434 1,696 2,447 2,199 640 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 2.7 87.2 88.2 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 20 28 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,394
COMMITMENTS
240 0 0 14,981 16,436 15,221 16,436 3,173 1,958
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,953)
0 0 0 2,197 1,829 2,197 1,829 -244 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 81.4 89.4 82.7 89.4 17.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 9 15 10 15
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,026
COMMITMENTS
2,739 8,641 1,102 64,950 61,401 68,791 71,144 6,235 3,882
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 658)
-84 1,052 -607 1,597 -589 906 -144 -248 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.5 1.5 86.6 81.8 91.7 94.8 8.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 15 16 18 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,984
COMMITMENTS
4,922 19,933 0 90,262 77,341 95,184 97,274 3,800 1,710
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 38,234)
1,342 18,259 0 35,899 19,355 37,241 37,614 993 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 20.1 0.0 91.2 78.1 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 8 0 27 24 34 32
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,678
COMMITMENTS
19,637 29,503 360 122,308 114,179 142,305 144,042 3,373 1,636
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 38,880)
2,107 18,409 0 35,718 21,196 37,825 39,605 1,055 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 20.3 0.2 84.0 78.4 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 9 1 35 34 50 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,689
COMMITMENTS
806 0 0 66,821 67,046 67,627 67,046 62 643
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 6,090)
806 0 0 5,612 6,141 6,418 6,141 -328 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.7 99.1 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 21 21 23 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,208
COMMITMENTS
0 265 1,908 204,253 202,997 206,161 205,170 9,047 10,038
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,322)
-1,052 265 557 779 1,045 284 1,867 2,038 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.9 94.9 94.3 95.8 95.3 4.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 34 35 36 37
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,626
COMMITMENTS
1,835 647 0 26,536 26,378 28,371 27,025 1,255 2,601
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 3,038)
-31 647 0 4,336 1,736 4,305 2,383 -1,267 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.2 0.0 89.6 89.0 95.8 91.2 4.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 12 12 13 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,177
COMMITMENTS
0 3,660 658 42,736 43,573 43,394 47,891 11,783 7,286
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,407)
0 -1,227 -588 2,160 1,054 1,572 -761 -165 2,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 1.2 77.5 79.0 78.6 86.8 21.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 17 18 18 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,577
COMMITMENTS
2,889 21,586 681 105,362 89,281 108,932 111,548 8,645 6,029
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,096)
2,889 1,740 158 -2,257 -354 790 1,544 306 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 18.4 0.6 89.6 75.9 92.6 94.9 7.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 1 22 26 24 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,177
COMMITMENTS
10,303 310 1,517 92,885 110,573 104,705 112,400 14,472 6,777
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,964)
-830 310 796 1,850 521 1,816 1,627 148 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.3 1.3 77.9 92.8 87.9 94.3 12.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 3 16 14 21 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,598
COMMITMENTS
2,061 0 0 98,897 104,609 100,958 104,609 5,640 1,989
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 593)
589 0 0 -117 624 472 624 121 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 92.8 98.1 94.7 98.1 5.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 18 17 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,582
COMMITMENTS
1,970 1,744 979 112,325 118,275 115,274 120,998 8,308 2,584
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 169)
469 -122 -907 -1,079 631 -1,517 -398 1,686 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 0.8 90.9 95.7 93.3 97.9 6.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 19 19 21 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,328
COMMITMENTS
1,689 16,863 1,997 127,288 115,126 130,974 133,986 13,354 10,342
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -86)
-434 2,896 -226 3,445 -2,316 2,785 354 -2,871 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 11.7 1.4 88.2 79.8 90.7 92.8 9.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 2 26 28 28 33
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,634
COMMITMENTS
4,157 6,401 0 21,801 20,863 25,958 27,264 1,676 370
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,015)
-310 1,178 0 2,011 837 1,701 2,015 314 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.2 0.0 78.9 75.5 93.9 98.7 6.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 14 10 17 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,367
COMMITMENTS
651 1,666 0 51,654 52,242 52,305 53,908 2,062 459
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 5,208)
651 616 0 4,428 4,586 5,079 5,202 129 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.1 0.0 95.0 96.1 96.2 99.2 3.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 0 17 17 19 21
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,966
COMMITMENTS
0 1,208 0 60,617 60,963 60,617 62,171 2,349 795
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,611)
0 0 0 2,394 2,454 2,394 2,454 217 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 96.3 96.8 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 16 15 16 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,469
COMMITMENTS
1,913 6,912 1,612 192,768 189,450 196,293 197,974 8,176 6,495
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 4,884)
-126 115 -31 3,853 5,504 3,696 5,588 1,188 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.4 0.8 94.3 92.7 96.0 96.8 4.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 5 3 40 34 43 41
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,086
COMMITMENTS
0 0 0 79,453 81,263 79,453 81,263 11,633 9,823
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 859)
0 -860 0 -1,372 2,017 -1,372 1,157 2,231 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 89.2 87.2 89.2 12.8 10.8
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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,967
COMMITMENTS
0 1,378 243 83,617 87,024 83,860 88,645 8,107 3,322
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 730)
0 183 -152 882 490 730 521 0 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.3 90.9 94.6 91.2 96.4 8.8 3.6
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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 99,939
COMMITMENTS
2,362 0 0 89,468 96,843 91,830 96,843 8,109 3,096
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 3,091)
0 0 0 1,684 2,845 1,684 2,845 1,407 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 89.5 96.9 91.9 96.9 8.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 14 19 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 168,621
COMMITMENTS
26,883 8,838 17,013 123,770 141,962 167,665 167,812 956 809
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 6,997)
2,769 1,758 180 4,133 5,036 7,082 6,975 -85 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.2 10.1 73.4 84.2 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 14 22 50 52 81 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,585
COMMITMENTS
3,021 2,270 319 48,245 48,996 51,585 51,585 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 366)
-249 103 -2 616 264 366 366 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.4 0.6 93.5 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 2 28 27 34 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 442,324
COMMITMENTS
51,904 2,432 0 390,420 439,892 442,324 442,324 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 7,112)
1,720 0 0 5,392 7,112 7,112 7,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.5 0.0 88.3 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 26 24 30 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,550,522
COMMITMENTS
64,587 39,903 52,388 1433547 1458231 1550522 1550522 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 3,394)
2,810 -8,664 8,279 -7,695 3,779 3,394 3,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.6 3.4 92.5 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 7 3 39 42 45 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,048
COMMITMENTS
5,271 5,113 2,827 63,949 64,107 72,048 72,048 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 518)
50 217 -53 522 354 518 518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.1 3.9 88.8 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 7 7 27 26 38 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 433,343
COMMITMENTS
2,928 14,312 0 430,415 419,031 433,343 433,343 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,096)
0 -664 0 2,096 2,760 2,096 2,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.3 0.0 99.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 0 19 17 20 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 396,379
COMMITMENTS
1,224 760 0 395,155 395,619 396,379 396,379 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -1,952)
1,224 0 0 -3,176 -1,952 -1,952 -1,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 99.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 30 30 31 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,298
COMMITMENTS
953 63 402 36,263 36,778 37,618 37,243 680 1,055
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 599)
-44 0 0 834 620 790 620 -191 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.2 1.0 94.7 96.0 98.2 97.2 1.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 2 29 26 34 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,192
COMMITMENTS
0 150 0 55,680 55,993 55,680 56,143 512 49
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,792)
0 150 0 1,761 1,650 1,761 1,800 31 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.1 99.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 0 34 33 34 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,613
COMMITMENTS
445 0 1 77,493 78,552 77,939 78,553 674 60
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,391)
49 0 -4 2,346 2,395 2,391 2,391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.6 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 1 36 30 39 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,038
COMMITMENTS
200 75 0 18,808 18,963 19,008 19,038 30 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 595)
100 0 0 495 595 595 595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.0 98.8 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 14 20 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 316,864
COMMITMENTS
3,664 0 752 312,448 316,112 316,864 316,864 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -2,008)
792 0 0 -2,800 -2,008 -2,008 -2,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.2 98.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 28 16 29 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,441
COMMITMENTS
1,644 0 294 8,353 9,956 10,291 10,250 150 191
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 442)
-399 0 294 589 169 484 463 -42 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.0 2.8 80.0 95.4 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 0 1 21 17 28 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,270
COMMITMENTS
5,700 0 150 7,360 13,060 13,210 13,210 60 60
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 300)
-150 0 150 300 150 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 0.0 1.1 55.5 98.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 15 13 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,265
COMMITMENTS
50 400 340 11,310 11,525 11,700 12,265 565 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 205)
0 -50 0 195 345 195 295 10 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.3 2.8 92.2 94.0 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 13 17 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,546
COMMITMENTS
0 775 0 26,546 25,771 26,546 26,546 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 730)
0 150 0 730 580 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 100.0 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 24 21 24 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,117
COMMITMENTS
50 75 600 23,287 23,442 23,937 24,117 180 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.5 96.6 97.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 25 23 27 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,510
COMMITMENTS
1,319 126 0 22,124 23,196 23,443 23,322 1,067 1,188
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 70)
318 0 0 -37 49 281 49 -211 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.5 0.0 90.3 94.6 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 0 26 22 30 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,682
COMMITMENTS
510 3,870 441 55,546 52,241 56,497 56,552 185 130
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -58)
120 -265 -116 -52 323 -48 -58 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.8 0.8 98.0 92.2 99.7 99.8 0.3 0.2
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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,502
COMMITMENTS
3,500 2,810 2,185 65,787 66,437 71,472 71,432 30 70
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 934)
239 -115 112 573 957 924 954 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.9 3.1 92.0 92.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 7 35 34 44 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,097
COMMITMENTS
1,065 0 0 52,032 53,097 53,097 53,097 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 9,687)
10 0 0 9,689 9,717 9,699 9,717 -12 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 16 28 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,915
COMMITMENTS
1,515 0 0 57,355 58,915 58,870 58,915 45 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 9,502)
0 0 0 9,502 9,502 9,502 9,502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 27 17 28 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 342,002
COMMITMENTS
7,427 26,763 9,139 325,436 306,100 342,002 342,002 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,073)
-2,072 -1,584 -391 4,536 4,048 2,073 2,073 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.8 2.7 95.2 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 2 30 33 33 39
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,061
COMMITMENTS
2,576 1,577 1,803 22,576 23,638 26,955 27,018 106 43
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 631)
-208 108 296 543 291 631 695 0 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.8 6.7 83.4 87.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 7 28 36 35 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,761
COMMITMENTS
593 3,947 432 38,736 35,382 39,761 39,761 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 64)
101 -1 0 -37 65 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.9 1.1 97.4 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 6 2 13 18 17 25
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 322,512
COMMITMENTS
0 1,520 0 322,512 320,992 322,512 322,512 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 304)
0 0 0 304 304 304 304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 11 12 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 331,244
COMMITMENTS
0 384 0 331,244 330,860 331,244 331,244 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -29,696)
0 0 0 -29,696 -29,696 -29,696 -29,696 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: 27)
0 1 0 19 18 19 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 25,613
COMMITMENTS
848 84 0 24,724 24,914 25,572 24,998 41 615
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -2,579)
-105 0 0 -2,431 -2,284 -2,536 -2,284 -43 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.3 0.0 96.5 97.3 99.8 97.6 0.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 20 20 24 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,380
COMMITMENTS
0 3,545 0 132,380 128,835 132,380 132,380 0 0
CHANGES FROM 04/19/16 (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 2.7 0.0 100.0 97.3 100.0 100.0 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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,931
COMMITMENTS
2,727 125 467 10,528 12,408 13,722 13,000 209 931
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 237)
344 0 0 -170 258 174 258 63 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.9 3.4 75.6 89.1 98.5 93.3 1.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 17 19 21 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 155,905
COMMITMENTS
16,114 3,930 0 139,791 151,975 155,905 155,905 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -816)
0 0 0 -816 -816 -816 -816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.5 0.0 89.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 18 20 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,478
COMMITMENTS
451 2,447 107 17,791 15,649 18,349 18,203 129 275
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 190)
22 107 107 275 230 404 444 -214 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.2 0.6 96.3 84.7 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 2 3 26 25 32 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 202,703
COMMITMENTS
384 11,279 793 201,526 190,631 202,703 202,703 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,616)
0 0 0 2,616 2,616 2,616 2,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.6 0.4 99.4 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 19 21 21 22
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,055
COMMITMENTS
0 710 70 8,925 8,230 8,995 9,010 60 45
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 440)
0 -50 0 440 490 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.8 98.6 90.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 17 13 19 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,097
COMMITMENTS
596 511 0 22,501 22,586 23,097 23,097 0 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,929)
-156 25 0 2,085 1,904 1,929 1,929 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.2 0.0 97.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 18 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,480
COMMITMENTS
420 0 0 8,355 9,435 8,775 9,435 705 45
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 88.1 99.5 92.6 99.5 7.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 12 16 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,150
COMMITMENTS
450 1,830 100 9,870 9,220 10,420 11,150 730 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 400)
100 200 0 300 200 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 16.4 0.9 88.5 82.7 93.5 100.0 6.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 17 17 20
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 635,680
COMMITMENTS
29,053 67,693 117,047 487,740 450,939 633,840 635,680 1,840 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 23,858)
2,559 8,795 -560 23,934 15,623 25,933 23,858 -2,075 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.6 18.4 76.7 70.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 4 19 16 24 21
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,005
COMMITMENTS
0 0 0 18,950 19,005 18,950 19,005 55 0
CHANGES FROM 04/19/16 (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 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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,605
COMMITMENTS
0 150 0 21,350 21,425 21,350 21,575 255 30
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 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 04/26/16 |
--------------------------------------------------------------| 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 04/19/16 (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 0.8 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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,872
COMMITMENTS
825 0 0 21,927 22,872 22,752 22,872 120 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 910)
0 0 0 910 910 910 910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 95.9 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 17 15 19 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,383
COMMITMENTS
225 0 0 17,775 18,383 18,000 18,383 383 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.7 100.0 97.9 100.0 2.1 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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,710
COMMITMENTS
0 550 0 22,305 22,140 22,305 22,690 405 20
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -175)
0 0 0 -175 -175 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.2 97.5 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 17 15 17 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,170
COMMITMENTS
0 0 0 21,810 22,060 21,810 22,060 360 110
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -480)
0 0 0 -480 -480 -480 -480 0 0
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 11 21 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,852
COMMITMENTS
200 0 0 21,257 21,762 21,457 21,762 395 90
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.3 99.6 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 11 21 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,742
COMMITMENTS
3,715 1,130 100 112,807 115,482 116,622 116,712 120 30
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -2,185)
150 0 0 -2,335 -2,185 -2,185 -2,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 0.1 96.6 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 1 37 35 42 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 134,887
COMMITMENTS
2,810 3,458 750 131,327 130,659 134,887 134,867 0 20
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,536)
-305 3 300 1,541 1,233 1,536 1,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.6 0.6 97.4 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 7 4 42 34 49 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 173,064
COMMITMENTS
10,648 19,030 6,464 155,858 147,542 172,970 173,036 94 28
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,201)
859 1,042 -269 1,780 1,434 2,370 2,207 -169 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 11.0 3.7 90.1 85.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 14 9 46 46 62 62
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,771
COMMITMENTS
2,100 800 2,975 119,620 120,996 124,695 124,771 76 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 6,306)
300 600 -300 6,296 6,006 6,296 6,306 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 2.4 95.9 97.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 3 42 34 48 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,915
COMMITMENTS
370 830 290 36,225 35,785 36,885 36,905 30 10
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 150)
50 100 0 100 50 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.2 0.8 98.1 96.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 23 13 27 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,955
COMMITMENTS
0 315 0 32,955 32,640 32,955 32,955 0 0
CHANGES FROM 04/19/16 (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 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 22 13 22 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,112
COMMITMENTS
300 0 14 28,654 28,933 28,968 28,947 144 165
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 144)
-14 0 9 140 135 135 144 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.4 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 27 27 29 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 16,570
COMMITMENTS
225 0 0 16,345 16,410 16,570 16,410 0 160
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 16 20 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,051
COMMITMENTS
3,017 1,620 116 26,813 28,305 29,946 30,041 105 10
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 248)
-225 0 0 473 243 248 243 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.4 0.4 89.2 94.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 4 26 26 32 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,557
COMMITMENTS
505 0 115 19,601 20,347 20,221 20,462 336 95
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 92)
0 0 0 92 102 92 102 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.6 95.3 99.0 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 21 23 23 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,585
COMMITMENTS
1,613 4,175 196 39,761 37,194 41,570 41,565 15 20
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 917)
330 85 -56 673 888 947 917 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.0 0.5 95.6 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 3 31 27 36 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,024
COMMITMENTS
655 50 0 22,062 22,534 22,717 22,584 307 440
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 328)
0 0 0 325 -25 325 -25 3 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 0.0 95.8 97.9 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 24 17 26 18
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,937
COMMITMENTS
0 2,543 5 22,922 20,389 22,927 22,937 10 0
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 610)
0 5 5 605 600 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 0.0 99.9 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 21 19 22 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,125
COMMITMENTS
0 450 0 14,743 14,371 14,743 14,821 382 304
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 360)
0 0 0 -5 360 -5 360 365 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 97.5 95.0 97.5 98.0 2.5 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 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,581
COMMITMENTS
250 500 0 36,933 36,617 37,183 37,117 398 464
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 452)
50 0 0 373 428 423 428 29 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 0.0 98.3 97.4 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 27 26 29 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,300
COMMITMENTS
431 0 27 14,733 15,227 15,191 15,254 109 46
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 164)
-10 0 7 160 150 157 157 7 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 96.3 99.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 19 23 20
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,769
COMMITMENTS
1,281 0 0 11,674 13,624 12,955 13,624 814 145
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -348)
0 0 0 -355 -348 -355 -348 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 84.8 98.9 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 24 15 25 15
Updated April 29, 2016