CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 9,824
COMMITMENTS
4,753 431 175 4,896 9,217 9,824 9,823 0 1
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -375)
-325 -175 0 -50 -200 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 4.4 1.8 49.8 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 2 2 8 7 20 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 49,302
COMMITMENTS
22,769 7,362 10,094 16,358 31,846 49,221 49,302 81 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -5,330)
-3,620 -788 -1,234 -494 -3,298 -5,348 -5,320 18 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 14.9 20.5 33.2 64.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 9 11 8 10 26 25
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,745
COMMITMENTS
1,585 7,464 200 6,960 1,081 8,745 8,745 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 85.4 2.3 79.6 12.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 8 2 7 2 12 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,925
COMMITMENTS
16,350 25,995 850 12,725 3,080 29,925 29,925 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 500)
0 500 0 500 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 86.9 2.8 42.5 10.3 100.0 100.0 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,670
COMMITMENTS
4,860 13,835 1,795 10,015 1,000 16,670 16,630 0 40
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 10)
510 10 -500 0 500 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 83.0 10.8 60.1 6.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 10 4 6 3 16 14
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,508
COMMITMENTS
5,304 7,286 7,643 47,541 45,560 60,488 60,488 20 20
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,186)
-196 -457 1,454 -72 190 1,186 1,186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 12.0 12.6 78.6 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 10 15 14 29 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,510
COMMITMENTS
6,725 9,210 100 4,675 2,200 11,500 11,510 10 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -90)
-100 -140 0 0 50 -100 -90 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 80.0 0.9 40.6 19.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 7 1 4 4 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 8,550
COMMITMENTS
4,325 4,270 320 3,885 3,960 8,530 8,550 20 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,150)
300 700 0 850 450 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 49.9 3.7 45.4 46.3 99.8 100.0 0.2 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 12,145
COMMITMENTS
3,770 6,920 1,000 7,375 4,225 12,145 12,145 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 200)
25 -100 0 175 300 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 57.0 8.2 60.7 34.8 100.0 100.0 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,465,086
COMMITMENTS
566,627 141,508 688,928 3159983 3621109 4415538 4451545 49,548 13,541
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -142,678)
7,348 -32,905 -7,031 -142,918 -101,440 -142,601 -141,376 -77 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.2 15.4 70.8 81.1 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
55 24 60 130 119 206 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,766,734
COMMITMENTS
59,576 63,794 807,888 894,827 893,611 1762292 1765293 4,443 1,441
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -27,929)
-55,112 -28,601 23,144 2,819 -17,324 -29,149 -22,780 1,219 -5,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.6 45.7 50.6 50.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 12 31 48 48 82 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,408
COMMITMENTS
29,093 3,738 5,642 229,816 266,403 264,551 275,783 17,857 6,625
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 437)
848 481 -1,183 1,838 799 1,503 97 -1,066 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.3 2.0 81.4 94.3 93.7 97.7 6.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 5 7 41 33 56 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,124
COMMITMENTS
2,710 7,239 3,459 133,751 128,453 139,920 139,151 7,204 7,973
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 659)
393 -4,940 14 -331 1,560 76 -3,366 583 4,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.9 2.4 90.9 87.3 95.1 94.6 4.9 5.4
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,522
COMMITMENTS
4,923 5,807 5,346 215,518 216,791 225,787 227,944 12,735 10,578
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 4,704)
2,454 -608 -497 3,427 4,956 5,384 3,851 -680 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.4 2.2 90.4 90.9 94.7 95.6 5.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 5 32 31 37 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 753,902
COMMITMENTS
2,815 18,568 14,545 726,057 716,188 743,417 749,301 10,485 4,601
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -24,845)
714 169 1,075 -25,397 -24,918 -23,608 -23,674 -1,237 -1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.5 1.9 96.3 95.0 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 6 5 50 36 55 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,156
COMMITMENTS
9,274 8,122 7,209 315,672 317,121 332,155 332,452 8,001 7,704
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,604)
-6,815 612 3,357 4,923 -1,463 1,465 2,506 1,139 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.4 2.1 92.8 93.2 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 5 6 33 41 41 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,258
COMMITMENTS
17,853 1,769 2,547 280,860 303,165 301,260 307,481 7,998 1,777
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 15,373)
1,510 478 32 9,975 17,869 11,517 18,379 3,856 -3,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.6 0.8 90.8 98.0 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 3 42 47 49 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,171
COMMITMENTS
247 4,739 2,761 134,659 126,449 137,667 133,949 4,504 8,222
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,600)
-347 -992 376 2,118 2,946 2,147 2,330 -547 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 1.9 94.7 88.9 96.8 94.2 3.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 22 25 24 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,347
COMMITMENTS
7,594 5,723 2,447 113,357 115,982 123,398 124,152 8,949 8,195
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 4,872)
-1,528 162 1,509 3,803 3,958 3,784 5,629 1,088 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.3 1.8 85.7 87.6 93.2 93.8 6.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 4 29 25 33 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,846
COMMITMENTS
1,340 279 0 21,651 22,929 22,991 23,208 855 638
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -124)
0 0 0 0 -155 0 -155 -124 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.2 0.0 90.8 96.2 96.4 97.3 3.6 2.7
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,742
COMMITMENTS
0 3,853 1,322 100,384 95,207 101,706 100,382 9,036 10,360
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 5,899)
-212 818 -138 5,908 5,172 5,558 5,852 341 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.2 90.6 86.0 91.8 90.6 8.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 18 19 20 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,619
COMMITMENTS
0 0 0 162,989 160,557 162,989 160,557 8,630 11,062
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,636)
0 0 0 85 1,942 85 1,942 1,551 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 93.6 95.0 93.6 5.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 22 27 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,860
COMMITMENTS
744 0 0 78,691 80,798 79,435 80,798 9,425 8,062
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -31)
0 0 0 1,298 -949 1,298 -949 -1,329 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 88.6 90.9 89.4 90.9 10.6 9.1
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,512
COMMITMENTS
0 0 0 23,538 23,354 23,538 23,354 1,974 2,158
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -155 -155 -155 -155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 91.5 92.3 91.5 7.7 8.5
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 343,242
COMMITMENTS
554 3,663 7,451 321,710 322,607 329,715 333,721 13,527 9,521
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 6,119)
0 -344 -31 6,036 6,335 6,005 5,960 114 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 2.2 93.7 94.0 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 5 5 43 38 48 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,423
COMMITMENTS
1,081 947 1,886 82,304 80,886 85,271 83,719 6,152 7,704
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,433)
171 389 -489 4,692 2,426 4,374 2,326 -1,941 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 2.1 90.0 88.5 93.3 91.6 6.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 26 22 29 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,634
COMMITMENTS
240 0 0 15,129 16,676 15,369 16,676 3,265 1,958
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 240)
0 0 0 148 240 148 240 92 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 81.2 89.5 82.5 89.5 17.5 10.5
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,413
COMMITMENTS
2,799 8,581 1,102 64,704 61,038 68,605 70,721 5,808 3,692
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -613)
60 -60 0 -246 -363 -186 -423 -427 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 11.5 1.5 87.0 82.0 92.2 95.0 7.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 15 17 18 21
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,922
COMMITMENTS
9,610 12,650 775 111,951 94,308 122,336 107,733 1,586 16,189
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 24,938)
4,688 -7,283 775 21,689 16,967 27,152 10,459 -2,214 14,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 10.2 0.6 90.3 76.1 98.7 86.9 1.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 8 1 35 29 41 38
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,204
COMMITMENTS
22,465 32,434 1,135 142,781 130,535 166,381 164,104 3,823 6,100
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 24,526)
2,828 2,931 775 20,473 16,356 24,076 20,062 450 4,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 19.1 0.7 83.9 76.7 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 11 2 40 35 53 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,001
COMMITMENTS
806 0 0 67,801 68,057 68,607 68,057 394 944
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,312)
0 0 0 980 1,011 980 1,011 332 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.3 98.6 99.4 98.6 0.6 1.4
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,594
COMMITMENTS
2,394 0 1,162 202,880 201,693 206,436 202,855 7,158 10,739
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -1,614)
2,394 -265 -746 -1,373 -1,304 275 -2,315 -1,889 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.5 95.0 94.4 96.6 95.0 3.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 2 36 35 38 37
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 31,193
COMMITMENTS
2,486 616 0 27,388 28,131 29,874 28,747 1,319 2,446
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,567)
651 -31 0 852 1,753 1,503 1,722 64 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.0 0.0 87.8 90.2 95.8 92.2 4.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 13 14 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,590
COMMITMENTS
0 3,814 626 43,225 44,001 43,851 48,441 11,739 7,149
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 413)
0 154 -32 489 428 457 550 -44 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 1.1 77.8 79.2 78.9 87.1 21.1 12.9
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,830
COMMITMENTS
2,889 20,283 591 107,682 92,078 111,162 112,952 7,668 5,878
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,253)
0 -1,303 -90 2,320 2,797 2,230 1,404 -977 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 17.1 0.5 90.6 77.5 93.5 95.1 6.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 1 22 26 24 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,956
COMMITMENTS
10,660 248 1,446 94,836 112,353 106,942 114,047 14,014 6,909
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,779)
357 -62 -71 1,951 1,780 2,237 1,647 -458 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.2 1.2 78.4 92.9 88.4 94.3 11.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 3 17 15 22 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,809
COMMITMENTS
2,681 0 0 97,471 103,837 100,152 103,837 5,657 1,972
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -789)
620 0 0 -1,426 -772 -806 -772 17 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 92.1 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,679
COMMITMENTS
1,723 1,772 886 111,447 116,587 114,056 119,245 7,623 2,434
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -1,903)
-247 28 -93 -878 -1,688 -1,218 -1,753 -685 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 0.7 91.6 95.8 93.7 98.0 6.3 2.0
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,466
COMMITMENTS
443 15,584 3,489 124,195 113,812 128,127 132,885 14,339 9,581
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -1,862)
-1,246 -1,279 1,492 -3,093 -1,314 -2,847 -1,101 985 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.9 2.4 87.2 79.9 89.9 93.3 10.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 2 28 29 30 34
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,634
COMMITMENTS
1,757 4,901 0 21,801 20,863 23,558 25,764 4,076 1,870
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 0)
-2,400 -1,500 0 0 0 -2,400 -1,500 2,400 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 17.7 0.0 78.9 75.5 85.3 93.2 14.7 6.8
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,299
COMMITMENTS
651 1,306 0 54,341 54,174 54,992 55,480 1,307 819
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,932)
0 -360 0 2,687 1,932 2,687 1,572 -755 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.3 0.0 96.5 96.2 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 0 19 18 21 21
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,214
COMMITMENTS
0 1,208 0 60,927 61,180 60,927 62,388 2,287 826
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 248)
0 0 0 310 217 310 217 -62 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 96.4 96.8 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 16 16 16 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 210,422
COMMITMENTS
2,130 6,781 1,984 196,869 194,710 200,983 203,475 9,439 6,947
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 5,953)
217 -131 372 4,101 5,260 4,690 5,501 1,263 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.2 0.9 93.6 92.5 95.5 96.7 4.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 6 4 39 33 44 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 94,921
COMMITMENTS
0 0 0 84,485 85,262 84,485 85,262 10,436 9,659
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.0 89.8 89.0 89.8 11.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,302
COMMITMENTS
0 302 310 80,248 82,428 80,558 83,040 10,744 8,262
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 216)
0 302 310 795 1,165 1,105 1,777 -889 -1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 87.9 90.3 88.2 91.0 11.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 18 20 19 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,800
COMMITMENTS
0 1,500 121 85,268 88,550 85,389 90,171 8,411 3,629
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,833)
0 122 -122 1,651 1,526 1,529 1,526 304 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.1 90.9 94.4 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 17 21 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,031
COMMITMENTS
0 403 0 43,178 42,629 43,178 43,032 853 999
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.1 96.8 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 14 11 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 101,697
COMMITMENTS
2,727 0 0 90,647 98,571 93,374 98,571 8,323 3,126
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,758)
365 0 0 1,179 1,728 1,544 1,728 214 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 89.1 96.9 91.8 96.9 8.2 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,554
COMMITMENTS
26,255 9,996 17,671 125,625 142,036 169,552 169,703 1,002 851
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,932)
-628 1,158 659 1,855 74 1,886 1,890 46 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.9 10.4 73.7 83.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 16 21 51 52 80 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,270
COMMITMENTS
663 1,668 449 42,158 41,153 43,270 43,270 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -8,315)
-2,358 -603 130 -6,087 -7,842 -8,315 -8,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.9 1.0 97.4 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 2 28 25 34 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 381,604
COMMITMENTS
19,528 0 0 362,076 381,604 381,604 381,604 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -60,720)
-32,376 -2,432 0 -28,344 -58,288 -60,720 -60,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 94.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 23 24 27 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,603,790
COMMITMENTS
58,339 51,549 52,495 1492956 1499746 1603790 1603790 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 53,267)
-6,248 11,646 107 59,408 41,514 53,267 53,267 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.2 3.3 93.1 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 8 3 38 42 44 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,155
COMMITMENTS
5,101 5,259 2,699 64,355 64,197 72,155 72,155 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 107)
-170 146 -129 405 90 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.3 3.7 89.2 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 8 6 27 25 37 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 433,919
COMMITMENTS
3,904 13,280 0 430,015 420,639 433,919 433,919 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 576)
976 -1,032 0 -400 1,608 576 576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.1 0.0 99.1 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 0 20 17 21 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 403,653
COMMITMENTS
1,224 760 0 402,429 402,893 403,653 403,653 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 7,274)
0 0 0 7,274 7,274 7,274 7,274 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,515
COMMITMENTS
953 145 402 37,375 38,335 38,730 38,882 785 633
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,217)
0 82 0 1,112 1,557 1,112 1,639 105 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.4 1.0 94.6 97.0 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 27 26 32 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,442
COMMITMENTS
125 150 0 55,755 56,243 55,880 56,393 562 49
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 250)
125 0 0 75 250 200 250 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 98.8 99.6 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 0 35 33 36 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,403
COMMITMENTS
445 0 1 79,208 80,342 79,654 80,343 749 60
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,790)
0 0 0 1,715 1,790 1,715 1,790 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.5 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,378
COMMITMENTS
200 75 0 18,148 18,303 18,348 18,378 30 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -660)
0 0 0 -660 -660 -660 -660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.0 98.7 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 15 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 309,776
COMMITMENTS
2,464 0 752 306,560 309,024 309,776 309,776 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -7,088)
-1,200 0 0 -5,888 -7,088 -7,088 -7,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 27 17 28 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,381
COMMITMENTS
1,612 11 326 8,293 9,853 10,231 10,190 150 191
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -60)
-32 11 32 -60 -103 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.1 3.1 79.9 94.9 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 1 22 17 29 18
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,405
COMMITMENTS
250 0 700 11,685 12,660 12,635 13,360 770 45
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,140)
200 -400 360 375 1,135 935 1,095 205 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 5.2 87.2 94.4 94.3 99.7 5.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 13 17 14
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,858
COMMITMENTS
0 0 0 9,723 9,655 9,723 9,655 135 203
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 97.9 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,531
COMMITMENTS
0 775 0 25,531 24,756 25,531 25,531 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -1,015)
0 0 0 -1,015 -1,015 -1,015 -1,015 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 23 20 23 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,142
COMMITMENTS
50 75 600 23,312 23,467 23,962 24,142 180 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 24 27 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,730
COMMITMENTS
1,450 211 0 22,170 23,437 23,620 23,648 1,110 1,082
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 220)
131 85 0 46 241 177 326 43 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.9 0.0 89.6 94.8 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 0 27 23 31 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,204
COMMITMENTS
460 4,118 646 56,913 53,310 58,019 58,074 185 130
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,522)
-50 248 205 1,367 1,069 1,522 1,522 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.1 1.1 97.8 91.6 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,809
COMMITMENTS
2,723 2,766 3,085 67,981 67,878 73,789 73,729 20 80
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,307)
-777 -44 900 2,194 1,441 2,317 2,297 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.7 4.2 92.1 92.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 10 10 36 34 46 47
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,987
COMMITMENTS
1,065 0 0 52,922 53,987 53,987 53,987 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 890)
0 0 0 890 890 890 890 0 0
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 15 28 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,055
COMMITMENTS
1,515 0 0 58,495 60,055 60,010 60,055 45 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,140)
0 0 0 1,140 1,140 1,140 1,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 361,157
COMMITMENTS
7,042 23,205 12,668 341,447 325,284 361,157 361,157 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 19,155)
-385 -3,558 3,529 16,011 19,184 19,155 19,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.4 3.5 94.5 90.1 100.0 100.0 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,109
COMMITMENTS
2,114 1,625 2,184 24,664 25,257 28,962 29,066 147 43
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,048)
-462 48 381 2,088 1,619 2,007 2,048 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.6 7.5 84.7 86.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 8 28 36 36 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 40,159
COMMITMENTS
747 3,921 432 38,980 35,806 40,159 40,159 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 398)
154 -26 0 244 424 398 398 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.8 1.1 97.1 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 2 13 17 18 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 324,175
COMMITMENTS
0 2,208 0 324,175 321,967 324,175 324,175 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,663)
0 688 0 1,663 975 1,663 1,663 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 100.0 99.3 100.0 100.0 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 330,226
COMMITMENTS
0 384 0 330,226 329,842 330,226 330,226 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -1,018)
0 0 0 -1,018 -1,018 -1,018 -1,018 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 20 18 20 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 25,754
COMMITMENTS
762 84 0 24,908 25,055 25,670 25,139 84 615
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 141)
-86 0 0 184 141 98 141 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 0.0 96.7 97.3 99.7 97.6 0.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 19 20 22 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,380
COMMITMENTS
368 3,545 0 132,012 128,835 132,380 132,380 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 0)
368 0 0 -368 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.7 0.0 99.7 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 10 11 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,553
COMMITMENTS
2,667 168 423 11,296 13,031 14,386 13,622 167 931
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 622)
-60 43 -44 768 623 664 622 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 1.2 2.9 77.6 89.5 98.9 93.6 1.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 2 17 20 22 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 164,129
COMMITMENTS
16,114 3,930 0 148,015 160,199 164,129 164,129 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 8,224)
0 0 0 8,224 8,224 8,224 8,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.4 0.0 90.2 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 17 20 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,156
COMMITMENTS
281 2,635 382 19,321 16,843 19,984 19,860 172 296
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,678)
-170 188 275 1,530 1,194 1,635 1,657 43 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.1 1.9 95.9 83.6 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 2 26 24 31 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 207,767
COMMITMENTS
384 11,647 793 206,590 195,327 207,767 207,767 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 5,064)
0 368 0 5,064 4,696 5,064 5,064 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: 31)
1 2 1 19 21 21 23
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,995
COMMITMENTS
0 710 70 8,850 8,170 8,920 8,950 75 45
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -75 -60 -75 -60 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.8 98.4 90.8 99.2 99.5 0.8 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,450
COMMITMENTS
414 511 0 22,036 21,939 22,450 22,450 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -647)
-182 0 0 -465 -647 -647 -647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.3 0.0 98.2 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 17 17 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,705
COMMITMENTS
420 0 0 9,060 9,660 9,480 9,660 225 45
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 225)
0 0 0 705 225 705 225 -480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 93.4 99.5 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 12 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,225
COMMITMENTS
450 1,830 100 10,425 9,295 10,975 11,225 250 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 75)
0 0 0 555 75 555 75 -480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 16.3 0.9 92.9 82.8 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 17 17 18 20
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 679,930
COMMITMENTS
37,176 107,903 124,368 516,470 447,659 678,014 679,930 1,916 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 44,251)
8,123 40,210 7,321 28,730 -3,280 44,175 44,251 76 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 15.9 18.3 76.0 65.8 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 05/03/16 |
--------------------------------------------------------------| 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 04/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| 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 04/26/16 (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 0.7 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 05/03/16 |
--------------------------------------------------------------| 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 04/26/16 (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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,329
COMMITMENTS
950 0 0 24,259 25,329 25,209 25,329 120 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,457)
125 0 0 2,332 2,457 2,457 2,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 95.8 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 19 15 23 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,448
COMMITMENTS
225 0 0 18,600 19,448 18,825 19,448 623 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,065)
0 0 0 825 1,065 825 1,065 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.6 100.0 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 14 18 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,875
COMMITMENTS
0 650 0 26,470 26,205 26,470 26,855 405 20
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 4,165)
0 100 0 4,165 4,065 4,165 4,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.5 97.5 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 17 16 17 19
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,695
COMMITMENTS
0 0 0 18,260 18,695 18,260 18,695 435 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 12 17 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,685
COMMITMENTS
0 0 0 23,325 23,575 23,325 23,575 360 110
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,515)
0 0 0 1,515 1,515 1,515 1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 99.5 98.5 99.5 1.5 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,912
COMMITMENTS
200 0 0 22,317 22,822 22,517 22,822 395 90
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,060)
0 0 0 1,060 1,060 1,060 1,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.4 99.6 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 10 21 10
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,678
COMMITMENTS
4,065 1,190 100 113,393 116,358 117,558 117,648 120 30
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 936)
350 60 0 586 876 936 936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 0.1 96.4 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 1 37 36 43 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 136,279
COMMITMENTS
3,239 3,605 821 132,219 131,833 136,279 136,259 0 20
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,392)
429 147 71 892 1,174 1,392 1,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.6 0.6 97.0 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 8 4 42 36 49 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 182,213
COMMITMENTS
9,061 13,116 14,445 158,492 154,503 181,999 182,064 214 149
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 9,149)
-1,587 -5,915 7,982 2,634 6,961 9,029 9,028 120 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.2 7.9 87.0 84.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 12 11 46 48 63 64
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,557
COMMITMENTS
2,015 1,250 3,185 122,281 123,122 127,481 127,557 76 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,786)
-85 450 210 2,661 2,126 2,786 2,786 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.0 2.5 95.9 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 2 4 42 33 48 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,325
COMMITMENTS
320 880 290 36,685 36,145 37,295 37,315 30 10
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 410)
-50 50 0 460 360 410 410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 0.8 98.3 96.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 24 13 28 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,355
COMMITMENTS
0 365 0 33,355 32,990 33,355 33,355 0 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 400)
0 50 0 400 350 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 23 13 23 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,412
COMMITMENTS
300 0 14 28,954 29,233 29,268 29,247 144 165
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 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 05/03/16 |
--------------------------------------------------------------| 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 04/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,876
COMMITMENTS
1,755 1,798 738 28,288 28,340 30,781 30,876 95 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 825)
-1,262 178 622 1,475 35 835 835 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.8 2.4 91.6 91.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 5 29 26 36 32
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,230
COMMITMENTS
505 400 155 20,274 20,620 20,934 21,175 296 55
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 673)
0 400 40 673 273 713 713 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 0.7 95.5 97.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 21 23 24 25
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,332
COMMITMENTS
1,804 4,175 196 40,287 37,901 42,287 42,272 45 60
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 747)
191 0 0 526 707 717 707 30 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.9 0.5 95.2 89.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 2 30 27 35 32
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,034
COMMITMENTS
655 50 0 22,072 22,484 22,727 22,534 307 500
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 -50 10 -50 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 0.0 95.8 97.6 98.7 97.8 1.3 2.2
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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,144
COMMITMENTS
0 2,543 5 23,129 20,596 23,134 23,144 10 0
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 207)
0 0 0 207 207 207 207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 99.9 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 21 20 22 22
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,350
COMMITMENTS
0 450 0 14,968 14,596 14,968 15,046 382 304
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 97.5 95.1 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,126
COMMITMENTS
250 500 0 37,478 37,162 37,728 37,662 398 464
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 545)
0 0 0 545 545 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 0.0 98.3 97.5 99.0 98.8 1.0 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 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,265
COMMITMENTS
431 0 27 14,698 15,192 15,156 15,219 109 46
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 0 0
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 18 23 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,279
COMMITMENTS
1,281 0 0 12,284 14,259 13,565 14,259 714 20
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 510)
0 0 0 610 635 610 635 -100 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 86.0 99.9 95.0 99.9 5.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 25 17 26 17
Updated May 6, 2016