CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 9,455
COMMITMENTS
4,334 181 225 4,896 9,048 9,455 9,454 0 1
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -416)
-416 0 0 0 -416 -416 -416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 1.9 2.4 51.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 2 2 8 7 21 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 47,695
COMMITMENTS
23,325 7,959 8,822 15,448 30,915 47,595 47,695 100 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,368)
579 452 -1,088 -877 -732 -1,386 -1,368 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 16.7 18.5 32.4 64.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 9 11 8 10 31 24
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| 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 05/10/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,425
COMMITMENTS
16,250 26,395 850 13,325 3,180 30,425 30,425 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 86.8 2.8 43.8 10.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 8 4 7 2 18 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,520
COMMITMENTS
4,810 13,885 1,595 10,115 1,000 16,520 16,480 0 40
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -150)
50 50 -200 0 0 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 84.0 9.7 61.2 6.1 100.0 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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 65,735
COMMITMENTS
5,439 8,382 7,778 52,499 49,555 65,715 65,715 20 20
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,685)
132 841 152 4,401 3,692 4,685 4,685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.8 11.8 79.9 75.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 9 9 15 14 28 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,860
COMMITMENTS
6,875 9,360 200 4,775 2,300 11,850 11,860 10 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 250)
150 50 100 0 100 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 78.9 1.7 40.3 19.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 2 4 4 12 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 9,300
COMMITMENTS
4,425 4,970 320 4,535 4,010 9,280 9,300 20 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 500)
0 450 0 500 50 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 53.4 3.4 48.8 43.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 1 6 5 14 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 12,195
COMMITMENTS
3,820 6,920 1,000 7,375 4,275 12,195 12,195 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -100)
-100 0 0 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 56.7 8.2 60.5 35.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 5 3 6 3 17 10
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,626,533
COMMITMENTS
573,898 158,181 713,373 3291361 3740695 4578632 4612249 47,901 14,284
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 56,342)
-14,204 8,839 13,952 56,782 32,159 56,530 54,950 -188 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.4 15.4 71.1 80.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
49 28 60 138 122 208 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,774,669
COMMITMENTS
53,948 65,184 809,204 907,293 898,871 1770445 1773259 4,225 1,410
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 14,183)
-4,478 5,480 9,179 9,725 -341 14,427 14,318 -244 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.7 45.6 51.1 50.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 17 40 50 49 93 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,448
COMMITMENTS
33,690 1,136 6,318 213,429 255,441 253,437 262,895 16,011 6,553
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,311)
3,915 512 -413 1,536 3,609 5,038 3,708 -727 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.4 2.3 79.2 94.8 94.1 97.6 5.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 2 9 40 33 55 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,973
COMMITMENTS
732 6,805 3,605 131,545 127,376 135,882 137,786 5,091 3,187
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,185)
0 -540 434 5,481 7,232 5,915 7,126 -730 -1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.8 2.6 93.3 90.4 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 8 4 28 34 33 42
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,993
COMMITMENTS
3,453 6,761 4,292 206,780 206,751 214,525 217,804 11,468 8,189
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,831)
-532 -418 977 5,987 6,917 6,432 7,476 -1,601 -2,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.0 1.9 91.5 91.5 94.9 96.4 5.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 5 34 31 39 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 787,782
COMMITMENTS
619 20,476 19,532 752,630 741,126 772,781 781,134 15,001 6,648
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 14,694)
-2,043 1,393 1,242 15,497 10,539 14,696 13,174 -2 1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.6 2.5 95.5 94.1 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 8 7 52 35 61 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,863
COMMITMENTS
14,569 7,427 7,642 317,359 324,249 339,570 339,318 6,293 6,545
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 14,457)
6,386 913 -1,107 9,388 14,516 14,667 14,322 -210 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.1 2.2 91.8 93.8 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 4 6 32 39 40 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 300,217
COMMITMENTS
16,428 2,415 1,996 274,287 294,604 292,711 299,015 7,506 1,202
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 3,481)
-137 -277 88 3,530 3,794 3,481 3,605 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.8 0.7 91.4 98.1 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 4 40 45 46 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,160
COMMITMENTS
724 1,672 2,235 103,856 99,734 106,815 103,641 4,345 7,519
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 555)
-153 720 -241 1,584 568 1,190 1,047 -635 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.5 2.0 93.4 89.7 96.1 93.2 3.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 20 23 22 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,705
COMMITMENTS
527 4,044 7,412 109,525 106,450 117,464 117,906 8,241 7,799
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,397)
-4,403 -565 3,869 6,325 1,662 5,791 4,966 -394 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.2 5.9 87.1 84.7 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 6 28 23 34 30
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,971
COMMITMENTS
227 1,764 1,535 99,818 98,852 101,580 102,151 10,391 9,820
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,797)
-111 488 -40 2,140 2,143 1,989 2,591 808 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.6 1.4 89.1 88.3 90.7 91.2 9.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 16 18 18 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 161,850
COMMITMENTS
0 0 0 154,003 152,912 154,003 152,912 7,847 8,938
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,487)
0 0 0 2,066 2,031 2,066 2,031 421 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 94.5 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 24 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,130
COMMITMENTS
0 1,254 0 70,166 71,957 70,166 73,211 9,964 6,919
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -187)
0 1,254 0 -337 -1,381 -337 -127 150 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 87.6 89.8 87.6 91.4 12.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 14 17 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 339,241
COMMITMENTS
709 4,021 6,830 319,808 320,920 327,347 331,771 11,894 7,470
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 14,155)
-119 818 -278 14,932 14,904 14,535 15,444 -380 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 2.0 94.3 94.6 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 5 47 40 52 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,747
COMMITMENTS
1,589 620 1,621 73,222 72,652 76,432 74,893 7,315 8,854
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,205)
459 0 369 286 -258 1,114 111 91 1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.7 1.9 87.4 86.8 91.3 89.4 8.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 17 21 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,797
COMMITMENTS
3,465 9,989 745 61,484 57,518 65,694 68,252 7,103 4,545
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,301)
0 2,548 -312 883 98 571 2,334 730 -1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 13.7 1.0 84.5 79.0 90.2 93.8 9.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 16 15 19 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,135
COMMITMENTS
6,738 0 0 45,202 53,639 51,940 53,639 2,195 496
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,400)
2,940 0 0 2,220 5,708 5,160 5,708 240 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 83.5 99.1 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 15 15 18 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,404
COMMITMENTS
12,080 25,834 1,975 101,919 88,211 115,974 116,020 1,430 1,384
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,250)
2,040 -1,200 1,200 1,770 5,498 5,010 5,498 240 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 22.0 1.7 86.8 75.1 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 10 2 30 26 38 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,721
COMMITMENTS
1,046 0 0 55,637 57,039 56,683 57,039 1,038 682
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 3,290)
240 0 0 3,050 3,290 3,290 3,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 96.4 98.8 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 19 19 21 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,171
COMMITMENTS
4,656 0 1,235 191,911 192,698 197,802 193,933 7,369 11,238
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 935)
2,371 0 463 -1,777 692 1,057 1,155 -122 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.6 93.5 93.9 96.4 94.5 3.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 35 33 37 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 31,321
COMMITMENTS
2,156 880 186 27,962 28,161 30,304 29,227 1,017 2,094
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,988)
0 330 0 1,928 1,350 1,928 1,680 60 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.8 0.6 89.3 89.9 96.8 93.3 3.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 10 14 12 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,650
COMMITMENTS
135 5,352 708 42,554 42,728 43,397 48,788 11,253 5,862
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,195)
135 2,939 81 1,174 775 1,390 3,795 -195 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 9.8 1.3 77.9 78.2 79.4 89.3 20.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 15 19 16 22
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,158
COMMITMENTS
2,889 17,286 697 100,536 87,258 104,122 105,241 7,036 5,917
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,208)
0 -120 0 1,208 1,208 1,208 1,088 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 15.6 0.6 90.4 78.5 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 18 26 20 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,907
COMMITMENTS
8,276 0 1,409 95,003 111,986 104,688 113,395 16,219 7,512
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,526)
-282 0 321 3,641 3,543 3,680 3,864 846 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 1.2 78.6 92.6 86.6 93.8 13.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 2 18 13 22 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,424
COMMITMENTS
984 0 0 95,047 101,459 96,031 101,459 7,393 1,965
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,014)
-240 0 0 5,100 4,804 4,860 4,804 154 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 91.9 98.1 92.9 98.1 7.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 15 20 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,637
COMMITMENTS
395 1,293 550 102,007 106,302 102,952 108,145 7,685 2,492
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,377)
65 249 -265 -1,124 -1,349 -1,324 -1,365 -53 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.5 92.2 96.1 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 20 18 22 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,221
COMMITMENTS
631 14,940 3,020 113,030 106,174 116,681 124,134 16,540 9,087
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,321)
631 1,221 -255 -106 693 270 1,659 1,051 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.2 2.3 84.8 79.7 87.6 93.2 12.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 2 25 28 27 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,893
COMMITMENTS
1,603 608 248 44,431 46,638 46,282 47,494 1,611 399
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,214)
952 112 248 3,410 4,854 4,610 5,214 604 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 0.5 92.8 97.4 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 1 18 18 22 21
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,807
COMMITMENTS
0 248 0 52,087 53,191 52,087 53,439 1,720 368
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 237)
0 0 0 609 667 609 667 -372 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.8 98.9 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 15 13 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,236
COMMITMENTS
3,490 6,045 2,561 189,075 186,981 195,126 195,587 7,110 6,649
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -962)
-25 -35 303 435 -1,532 713 -1,264 -1,675 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.0 1.3 93.5 92.5 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 6 6 38 36 46 44
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 94,248
COMMITMENTS
1,397 0 366 84,405 84,382 86,168 84,748 8,080 9,500
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,618)
1,397 0 366 1,642 1,666 3,405 2,032 -787 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.4 89.6 89.5 91.4 89.9 8.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 15 17 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,515
COMMITMENTS
0 0 0 78,738 79,150 78,738 79,150 9,777 9,365
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 918)
0 0 0 1,530 246 1,530 246 -612 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.0 89.4 89.0 89.4 11.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 16 15 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,432
COMMITMENTS
0 1,316 243 81,498 84,528 81,741 86,087 7,691 3,345
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,191)
0 30 -30 1,098 1,067 1,068 1,067 123 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.3 91.1 94.5 91.4 96.3 8.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 17 23 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 96,810
COMMITMENTS
2,367 0 0 86,030 91,127 88,397 91,127 8,413 5,683
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,190)
0 0 0 1,460 -832 1,460 -832 730 3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 88.9 94.1 91.3 94.1 8.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,349
COMMITMENTS
27,538 10,464 17,183 121,948 139,089 166,669 166,735 680 614
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 796)
711 -249 908 -716 253 903 912 -107 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.3 10.3 72.9 83.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 14 22 51 52 78 78
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,920
COMMITMENTS
1,791 1,824 264 44,865 44,832 46,920 46,920 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,196)
389 108 19 788 1,069 1,196 1,196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.9 0.6 95.6 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 29 25 33 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 402,102
COMMITMENTS
14,904 0 3,344 383,854 398,758 402,102 402,102 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 8,763)
-3,408 0 3,344 10,347 6,939 10,283 10,283 -1,520 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.8 95.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 24 24 28 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,578,900
COMMITMENTS
50,676 89,560 51,879 1476345 1437461 1578900 1578900 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 16,471)
384 1,305 13,944 2,143 1,222 16,471 16,471 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.7 3.3 93.5 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 9 3 38 42 43 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,430
COMMITMENTS
4,834 5,891 1,586 61,009 59,953 67,430 67,430 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,363)
101 543 -251 2,512 2,070 2,363 2,363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.7 2.4 90.5 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 6 25 25 35 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 423,785
COMMITMENTS
1,952 5,616 0 421,833 418,169 423,785 423,785 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,760)
0 608 0 5,736 5,128 5,736 5,736 -976 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.0 99.5 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 18 17 19 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 400,860
COMMITMENTS
1,224 728 8,632 391,004 391,500 400,860 400,860 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 12,161)
0 0 0 12,161 12,161 12,161 12,161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 2.2 97.5 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 26 28 28 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,192
COMMITMENTS
972 82 807 37,711 38,752 39,490 39,641 702 551
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 763)
63 0 -63 763 804 763 741 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 2.0 93.8 96.4 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 2 28 27 33 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,703
COMMITMENTS
140 150 0 55,006 55,512 55,146 55,662 557 41
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,759)
0 0 0 1,700 1,760 1,700 1,760 59 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 98.7 99.7 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 0 32 32 33 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,471
COMMITMENTS
509 0 0 77,306 78,418 77,815 78,418 656 53
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 3,094)
85 0 -1 3,010 3,095 3,094 3,094 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.5 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 33 32 35 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,580
COMMITMENTS
550 675 0 17,464 17,905 18,014 18,580 566 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,722)
0 600 0 1,722 1,122 1,722 1,722 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.6 0.0 94.0 96.4 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 18 15 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 324,312
COMMITMENTS
2,464 0 752 321,096 323,560 324,312 324,312 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 672)
0 0 0 672 672 672 672 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: 30)
1 0 1 24 16 25 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,553
COMMITMENTS
1,335 778 126 7,921 8,627 9,382 9,531 171 22
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 155)
-86 219 42 136 -106 92 155 63 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.1 1.3 82.9 90.3 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 2 25 17 32 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,570
COMMITMENTS
5,550 0 150 6,810 12,360 12,510 12,510 60 60
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 0.0 1.2 54.2 98.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 15 13 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,280
COMMITMENTS
1,400 350 350 9,870 11,520 11,620 12,220 660 60
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -270)
800 300 0 -1,070 -630 -270 -330 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.9 2.9 80.4 93.8 94.6 99.5 5.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 13 16 15 19
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,113
COMMITMENTS
0 0 0 8,993 8,920 8,993 8,920 120 193
CHANGES FROM 05/10/16 (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 98.7 97.9 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 11 15 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,746
COMMITMENTS
350 1,300 0 25,396 24,441 25,746 25,741 0 5
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 725)
0 600 0 725 125 725 725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.0 0.0 98.6 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 24 24 25 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,390
COMMITMENTS
50 75 600 22,560 22,640 23,210 23,315 180 75
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 140 170 140 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.6 96.5 96.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 22 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 25,134
COMMITMENTS
929 274 21 24,034 24,053 24,984 24,348 150 786
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 109)
68 63 0 41 46 109 109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.1 0.1 95.6 95.7 99.4 96.9 0.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 1 30 20 35 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,065
COMMITMENTS
1,036 4,202 793 55,076 51,950 56,905 56,945 160 120
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,055)
176 -801 226 653 1,640 1,055 1,065 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.4 1.4 96.5 91.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 33 31 38 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,079
COMMITMENTS
3,248 2,347 4,019 67,787 68,673 75,054 75,039 25 40
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,996)
815 123 -39 2,205 2,947 2,981 3,031 15 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 5.4 90.3 91.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 10 8 35 32 44 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,967
COMMITMENTS
945 0 0 48,702 49,962 49,647 49,962 320 5
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.5 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 26 14 27 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,937
COMMITMENTS
1,570 0 0 56,327 57,937 57,897 57,937 40 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 480)
50 0 0 430 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.2 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 27 20 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 360,727
COMMITMENTS
24,263 31,673 6,215 330,249 322,839 360,727 360,727 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 24,483)
18,757 11,133 -6,429 12,155 19,779 24,483 24,483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.8 1.7 91.6 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 29 32 32 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,756
COMMITMENTS
1,582 2,266 2,364 23,684 23,083 27,630 27,713 126 43
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 377)
156 948 124 97 -695 377 377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 8.2 8.5 85.3 83.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 7 27 36 34 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 40,717
COMMITMENTS
929 2,679 302 39,486 37,299 40,717 40,280 0 437
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,404)
0 -462 0 2,404 2,429 2,404 1,967 0 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.6 0.7 97.0 91.6 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 2 13 15 18 21
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 320,441
COMMITMENTS
0 384 0 320,441 320,057 320,441 320,441 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 8,992)
0 384 0 8,992 8,608 8,992 8,992 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 19 19 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 24,514
COMMITMENTS
531 0 0 23,836 24,047 24,367 24,047 147 467
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 529)
0 0 0 529 508 529 508 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.2 98.1 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 21 22 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,857
COMMITMENTS
1,840 0 469 11,827 13,310 14,136 13,779 721 1,078
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,119)
-208 -126 213 1,092 927 1,097 1,014 22 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 3.2 79.6 89.6 95.1 92.7 4.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 17 20 21 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 156,105
COMMITMENTS
9,905 3,546 752 145,448 151,807 156,105 156,105 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,328)
0 0 0 4,328 4,328 4,328 4,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.3 0.5 93.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 17 18 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,297
COMMITMENTS
68 2,847 468 18,503 15,558 19,039 18,873 258 424
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 114)
-42 89 43 70 -145 71 -13 43 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.8 2.4 95.9 80.6 98.7 97.8 1.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 3 25 24 28 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 190,807
COMMITMENTS
0 9,319 793 190,014 180,695 190,807 190,807 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -3,936)
0 0 0 -3,936 -3,936 -3,936 -3,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.4 99.6 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 20 20 21 23
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,145
COMMITMENTS
100 760 20 7,965 7,325 8,085 8,105 60 40
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.3 0.2 97.8 89.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 15 12 17 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,188
COMMITMENTS
570 511 0 23,618 23,677 24,188 24,188 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 538)
156 0 0 382 538 538 538 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.1 0.0 97.6 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 17 18 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,215
COMMITMENTS
420 0 0 8,590 9,175 9,010 9,175 205 40
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 93.2 99.6 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 12 16 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,915
COMMITMENTS
500 1,830 50 10,135 8,995 10,685 10,875 230 40
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 16.8 0.5 92.9 82.4 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 16 17 19
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 666,960
COMMITMENTS
39,494 63,074 140,824 484,860 462,880 665,178 666,778 1,782 181
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -13,590)
67 -35,344 11,796 -25,421 9,777 -13,558 -13,771 -32 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.5 21.1 72.7 69.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 4 18 16 24 21
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,105
COMMITMENTS
0 0 0 17,070 17,105 17,070 17,105 35 0
CHANGES FROM 05/10/16 (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 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,090
COMMITMENTS
0 100 0 20,850 20,975 20,850 21,075 240 15
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.9 99.5 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 19 16 19 18
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,675
COMMITMENTS
0 75 0 18,235 18,600 18,235 18,675 440 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 97.6 99.6 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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,106
COMMITMENTS
975 0 0 23,011 24,106 23,986 24,106 120 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -73)
0 0 0 -73 -73 -73 -73 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 95.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 19 16 23 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,070
COMMITMENTS
200 0 0 16,272 17,070 16,472 17,070 598 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -113)
0 0 0 -113 -113 -113 -113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.3 100.0 96.5 100.0 3.5 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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,960
COMMITMENTS
0 750 0 25,595 25,190 25,595 25,940 365 20
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 98.6 97.0 98.6 99.9 1.4 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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,765
COMMITMENTS
0 0 0 17,370 17,765 17,370 17,765 395 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 100.0 97.8 100.0 2.2 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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,760
COMMITMENTS
230 0 70 22,040 22,600 22,340 22,670 420 90
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 495)
0 0 0 495 495 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 96.8 99.3 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 12 20 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,617
COMMITMENTS
730 0 70 22,367 23,467 23,167 23,537 450 80
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.3 94.7 99.4 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 19 11 21 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,870
COMMITMENTS
3,680 605 145 107,925 111,090 111,750 111,840 120 30
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,460)
200 -30 0 2,260 2,490 2,460 2,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 0.1 96.5 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 1 35 35 42 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,081
COMMITMENTS
2,939 3,115 1,036 126,106 125,920 130,081 130,071 0 10
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -245)
100 220 50 -395 -515 -245 -245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.4 0.8 96.9 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 7 4 43 38 50 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 176,654
COMMITMENTS
9,825 12,717 11,833 154,668 152,073 176,326 176,623 328 31
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,570)
717 -816 573 114 1,810 1,404 1,567 166 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.2 6.7 87.6 86.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 11 10 46 49 62 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,651
COMMITMENTS
2,300 1,425 3,940 119,335 120,281 125,575 125,646 76 5
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 750)
-150 -555 900 0 400 750 745 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 3.1 95.0 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 4 41 34 45 40
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,370
COMMITMENTS
635 1,105 335 39,385 38,915 40,355 40,355 15 15
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,225)
50 30 40 1,135 1,155 1,225 1,225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.7 0.8 97.6 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 25 13 29 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,180
COMMITMENTS
0 670 0 35,180 34,510 35,180 35,180 0 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,145)
0 230 0 1,145 915 1,145 1,145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 100.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 23 12 23 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 31,362
COMMITMENTS
1,205 0 309 29,729 30,893 31,243 31,202 119 160
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,415)
0 0 300 1,115 1,115 1,415 1,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.0 94.8 98.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 27 26 29 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,430
COMMITMENTS
225 0 0 15,205 15,270 15,430 15,270 0 160
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -180 -180 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 15 21 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,400
COMMITMENTS
2,371 2,373 584 27,235 27,383 30,190 30,340 210 60
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 368)
730 2 -60 -182 426 488 368 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.8 1.9 89.6 90.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 5 28 26 35 32
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,490
COMMITMENTS
615 120 301 18,898 19,954 19,814 20,375 676 115
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 558)
50 -290 181 297 687 528 578 30 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.6 1.5 92.2 97.4 96.7 99.4 3.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 21 22 24 25
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,142
COMMITMENTS
1,813 4,385 437 38,852 36,300 41,102 41,122 40 20
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -144)
-70 330 -10 -64 -474 -144 -154 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.7 1.1 94.4 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 2 31 28 36 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,350
COMMITMENTS
310 150 0 21,423 21,862 21,733 22,012 617 338
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 340)
-150 125 -100 540 455 290 480 50 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 0.0 95.9 97.8 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 24 18 25 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,324
COMMITMENTS
0 2,259 285 23,029 20,780 23,314 23,324 10 0
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 1.2 98.7 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 19 22 22
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,828
COMMITMENTS
0 420 100 14,363 14,124 14,463 14,644 365 184
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 280)
0 20 100 180 280 280 400 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.7 96.9 95.3 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 16 14 17 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,798
COMMITMENTS
700 250 300 37,415 37,809 38,415 38,359 383 439
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,045)
0 50 300 745 695 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.8 96.4 97.5 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 28 25 30 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,125
COMMITMENTS
418 0 25 14,595 15,069 15,038 15,094 87 31
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 96.5 99.6 99.4 99.8 0.6 0.2
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 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,137
COMMITMENTS
1,097 0 24 12,949 14,058 14,070 14,082 67 55
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 755)
0 0 0 1,495 760 1,495 760 -740 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.2 91.6 99.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 26 20 27 21
Updated May 20, 2016