CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 9,479
COMMITMENTS
4,333 181 225 4,911 9,072 9,469 9,478 10 1
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 15 25 15 25 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 1.9 2.4 51.8 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 2 2 7 7 20 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 48,052
COMMITMENTS
24,175 8,111 8,256 15,519 31,685 47,950 48,052 102 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 357)
850 152 -566 71 771 355 357 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 16.9 17.2 32.3 65.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
21 9 10 8 10 34 24
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (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 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (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 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 66,232
COMMITMENTS
5,396 8,123 7,854 52,962 50,236 66,212 66,212 20 20
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 497)
-42 -259 76 464 681 497 497 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 12.3 11.9 80.0 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 9 9 15 13 28 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/24/16 |
--------------------------------------------------------------| 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
4,325 4,970 320 4,635 4,010 9,280 9,300 20 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 0)
-100 0 0 100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 53.4 3.4 49.8 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 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,684,018
COMMITMENTS
542,056 174,013 774,781 3316712 3721115 4633549 4669909 50,469 14,109
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 57,485)
-31,842 15,832 61,408 25,351 -19,580 54,917 57,660 2,568 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.7 16.5 70.8 79.4 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
49 31 59 138 121 207 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,846,138
COMMITMENTS
55,375 69,982 836,516 950,153 938,339 1842045 1844837 4,094 1,302
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 71,469)
1,428 4,798 27,313 42,860 39,467 71,600 71,578 -131 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.8 45.3 51.5 50.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 21 40 53 51 97 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,379
COMMITMENTS
33,854 312 9,561 211,586 255,088 255,001 264,961 16,378 6,418
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,931)
164 -824 3,243 -1,843 -353 1,564 2,066 367 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.1 3.5 78.0 94.0 94.0 97.6 6.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 1 10 40 33 55 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,673
COMMITMENTS
1,821 5,541 3,425 136,895 134,851 142,141 143,817 5,532 3,856
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 6,700)
1,089 -1,264 -180 5,350 7,475 6,259 6,031 441 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.8 2.3 92.7 91.3 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 6 5 29 35 36 44
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,701
COMMITMENTS
4,768 7,939 2,858 209,055 210,261 216,681 221,058 12,020 7,643
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,708)
1,315 1,178 -1,434 2,275 3,510 2,156 3,254 552 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.5 1.2 91.4 91.9 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 5 33 32 38 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 806,844
COMMITMENTS
3,774 22,618 19,871 768,291 757,773 791,936 800,262 14,908 6,582
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 19,062)
3,155 2,142 339 15,661 16,647 19,155 19,128 -93 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 2.5 95.2 93.9 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 8 9 52 35 64 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,088
COMMITMENTS
20,026 6,358 5,344 315,683 327,935 341,053 339,637 6,035 7,451
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,225)
5,457 -1,069 -2,298 -1,676 3,686 1,483 319 -258 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.8 1.5 91.0 94.5 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 2 5 34 39 43 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 302,465
COMMITMENTS
14,745 2,053 2,608 277,816 296,898 295,169 301,559 7,296 906
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,248)
-1,683 -362 612 3,529 2,294 2,458 2,544 -210 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 0.9 91.9 98.2 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 4 4 44 46 50 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,389
COMMITMENTS
1,000 3,032 2,616 112,013 106,235 115,629 111,883 4,760 8,506
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 9,229)
276 1,360 381 8,157 6,501 8,814 8,242 415 987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.5 2.2 93.0 88.2 96.0 92.9 4.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 2 20 24 22 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,061
COMMITMENTS
162 9,808 7,188 123,125 112,942 130,475 129,938 6,586 7,123
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 11,356)
-365 5,764 -224 13,600 6,492 13,011 12,032 -1,655 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.2 5.2 89.8 82.4 95.2 94.8 4.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 6 30 26 36 33
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,252
COMMITMENTS
620 279 0 22,140 22,725 22,760 23,004 492 248
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.2 0.0 95.2 97.7 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 11 14 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,360
COMMITMENTS
3,051 2,150 1,306 100,588 101,943 104,945 105,399 10,415 9,961
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,389)
2,824 386 -229 770 3,091 3,365 3,248 24 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 1.1 87.2 88.4 91.0 91.4 9.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 16 18 19 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,931
COMMITMENTS
0 0 0 154,260 153,275 154,260 153,275 8,671 9,656
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,081)
0 0 0 257 363 257 363 824 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 94.1 94.7 94.1 5.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 25 27 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,918
COMMITMENTS
0 1,560 0 70,840 72,415 70,840 73,975 10,078 6,943
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 788)
0 306 0 674 458 674 764 114 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 87.5 89.5 87.5 91.4 12.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 14 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,272
COMMITMENTS
240 600 0 19,686 20,382 19,926 20,982 2,346 1,290
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.7 0.0 88.4 91.5 89.5 94.2 10.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 10 12 11 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 345,945
COMMITMENTS
3,557 3,849 6,012 325,220 328,673 334,789 338,534 11,156 7,411
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 6,704)
2,848 -172 -818 5,412 7,753 7,442 6,763 -738 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.1 1.7 94.0 95.0 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 4 6 49 42 56 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,361
COMMITMENTS
417 1,032 1,732 74,940 72,706 77,089 75,470 7,272 8,891
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 614)
-1,172 412 111 1,718 54 657 577 -43 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 2.1 88.8 86.2 91.4 89.5 8.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 17 20 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,427
COMMITMENTS
3,645 9,632 745 62,720 59,261 67,110 69,638 7,317 4,789
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,630)
180 -357 0 1,236 1,743 1,416 1,386 214 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.9 1.0 84.3 79.6 90.2 93.6 9.8 6.4
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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,699
COMMITMENTS
31,031 8,550 0 52,997 75,263 84,028 83,813 671 886
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 30,564)
24,293 8,550 0 7,795 21,624 32,088 30,174 -1,524 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 10.1 0.0 62.6 88.9 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 3 0 25 26 33 29
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,733
COMMITMENTS
24,453 22,459 13,930 108,820 110,647 147,203 147,036 1,530 1,697
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 31,329)
12,373 -3,375 11,955 6,901 22,436 31,229 31,016 100 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.1 9.4 73.2 74.4 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 11 4 36 35 48 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,979
COMMITMENTS
806 0 0 59,295 60,425 60,101 60,425 878 554
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,258)
-240 0 0 3,658 3,386 3,418 3,386 -160 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.2 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 0 21 21 23 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,040
COMMITMENTS
4,523 916 1,489 197,833 201,101 203,845 203,506 9,195 9,534
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 7,869)
-133 916 254 5,922 8,403 6,043 9,573 1,826 -1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 0.7 92.9 94.4 95.7 95.5 4.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 36 33 38 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 33,871
COMMITMENTS
1,976 1,420 186 30,850 29,965 33,012 31,571 859 2,300
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,550)
-180 540 0 2,888 1,804 2,708 2,344 -158 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.2 0.5 91.1 88.5 97.5 93.2 2.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 14 15 16 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,633
COMMITMENTS
622 5,622 376 44,262 44,710 45,260 50,708 11,373 5,925
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,983)
487 270 -332 1,708 1,982 1,863 1,920 120 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.9 0.7 78.2 78.9 79.9 89.5 20.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 16 19 17 23
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,136
COMMITMENTS
2,889 17,256 697 102,736 89,148 106,322 107,101 7,814 7,035
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,978)
0 -30 0 2,200 1,890 2,200 1,860 778 1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 15.1 0.6 90.0 78.1 93.2 93.8 6.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 1 21 28 23 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,011
COMMITMENTS
8,467 0 1,397 95,366 112,064 105,230 113,461 15,781 7,550
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 104)
191 0 -12 363 78 542 66 -438 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 1.2 78.8 92.6 87.0 93.8 13.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 19 13 23 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,486
COMMITMENTS
984 0 0 97,961 103,641 98,945 103,641 6,541 1,845
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,062)
0 0 0 2,914 2,182 2,914 2,182 -852 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 92.9 98.3 93.8 98.3 6.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 17 21 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,986
COMMITMENTS
1,779 1,477 655 103,823 108,422 106,257 110,554 6,729 2,432
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,349)
1,384 184 105 1,816 2,120 3,305 2,409 -956 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.3 0.6 91.9 96.0 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 20 19 22 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,145
COMMITMENTS
0 15,913 3,929 114,835 104,394 118,764 124,236 17,381 11,909
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,924)
-631 973 909 1,805 -1,780 2,083 102 841 2,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 2.9 84.3 76.7 87.2 91.3 12.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 2 26 27 28 32
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,654
COMMITMENTS
2,387 6,673 0 15,621 12,067 18,008 18,740 1,646 914
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 34.0 0.0 79.5 61.4 91.6 95.3 8.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 0 10 9 13 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,323
COMMITMENTS
2,113 758 248 45,485 48,918 47,846 49,924 2,477 399
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,430)
510 150 0 1,054 2,280 1,564 2,430 866 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.5 0.5 90.4 97.2 95.1 99.2 4.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 1 19 19 23 22
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,225
COMMITMENTS
0 248 0 53,883 54,703 53,883 54,951 1,342 274
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,418)
0 0 0 1,796 1,512 1,796 1,512 -378 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 97.6 99.1 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 16 15 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 206,917
COMMITMENTS
3,926 6,053 2,394 191,482 192,357 197,802 200,804 9,115 6,113
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 4,681)
436 8 -167 2,407 5,376 2,676 5,217 2,005 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.9 1.2 92.5 93.0 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 7 6 37 37 45 46
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 97,586
COMMITMENTS
1,674 0 183 87,918 89,367 89,775 89,550 7,811 8,036
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,338)
277 0 -183 3,513 4,985 3,607 4,802 -269 -1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.2 90.1 91.6 92.0 91.8 8.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 17 18 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,962
COMMITMENTS
0 0 0 80,885 80,722 80,885 80,722 10,077 10,240
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,447)
0 0 0 2,147 1,572 2,147 1,572 300 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 88.7 88.9 88.7 11.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 16 17 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,797
COMMITMENTS
330 1,931 123 82,470 85,522 82,923 87,576 7,874 3,221
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,365)
330 615 -120 972 994 1,182 1,489 183 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 0.1 90.8 94.2 91.3 96.5 8.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 17 24 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 98,035
COMMITMENTS
2,876 0 0 87,960 92,596 90,836 92,596 7,199 5,439
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,225)
509 0 0 1,930 1,469 2,439 1,469 -1,214 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 89.7 94.5 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 15 20 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,675
COMMITMENTS
28,394 10,202 18,726 122,518 141,021 169,639 169,949 1,036 726
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,325)
856 -262 1,543 570 1,932 2,969 3,213 356 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 6.0 11.0 71.8 82.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 17 23 52 53 80 79
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,507
COMMITMENTS
1,944 1,830 257 47,306 47,420 49,507 49,507 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,587)
153 6 -7 2,441 2,588 2,587 2,587 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.7 0.5 95.6 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 1 28 26 32 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 405,823
COMMITMENTS
17,336 0 912 387,575 404,911 405,823 405,823 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,721)
2,432 0 -2,432 3,721 6,153 3,721 3,721 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.2 95.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 24 22 28 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,587,325
COMMITMENTS
50,676 72,498 61,855 1474794 1452972 1587325 1587325 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 8,424)
0 -17,062 9,976 -1,552 15,510 8,424 8,424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.6 3.9 92.9 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 11 4 39 43 45 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,910
COMMITMENTS
5,295 6,280 1,133 64,456 63,497 70,884 70,910 26 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,480)
461 389 -453 3,447 3,544 3,454 3,480 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.9 1.6 90.9 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 7 6 25 26 35 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 423,681
COMMITMENTS
2,928 5,944 0 420,753 417,737 423,681 423,681 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -104)
976 328 0 -1,080 -432 -104 -104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 0.0 99.3 98.6 100.0 100.0 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 410,651
COMMITMENTS
1,224 728 8,632 400,795 401,291 410,651 410,651 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 9,791)
0 0 0 9,791 9,791 9,791 9,791 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 2.1 97.6 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 27 28 29 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,371
COMMITMENTS
1,020 107 868 37,951 38,823 39,839 39,798 532 573
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 179)
48 25 61 240 71 349 157 -170 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.3 2.2 94.0 96.2 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 29 27 35 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,149
COMMITMENTS
290 150 0 56,291 56,962 56,581 57,112 568 37
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,446)
150 0 0 1,285 1,450 1,435 1,450 11 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.0 98.5 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,451
COMMITMENTS
609 0 0 81,186 82,398 81,795 82,398 656 53
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,980)
100 0 0 3,880 3,980 3,980 3,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,080
COMMITMENTS
550 675 0 17,964 18,405 18,514 19,080 566 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.5 0.0 94.2 96.5 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 18 16 20 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 323,576
COMMITMENTS
2,464 0 752 320,360 322,824 323,576 323,576 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -736)
0 0 0 -736 -736 -736 -736 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 18 25 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,445
COMMITMENTS
1,859 1,037 148 8,286 9,175 10,293 10,360 152 85
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 892)
524 259 22 365 548 911 829 -19 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.9 1.4 79.3 87.8 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 3 25 18 32 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,245
COMMITMENTS
7,050 0 150 6,985 14,035 14,185 14,185 60 60
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,675)
1,500 0 0 175 1,675 1,675 1,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 0.0 1.1 49.0 98.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 11 15 15 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,630
COMMITMENTS
1,150 400 600 10,220 11,570 11,970 12,570 660 60
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 350)
-250 50 250 350 50 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.2 4.8 80.9 91.6 94.8 99.5 5.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 13 17 15 20
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,153
COMMITMENTS
0 0 0 9,033 8,960 9,033 8,960 120 193
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,721
COMMITMENTS
350 1,300 0 26,371 25,416 26,721 26,716 0 5
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 975 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.9 0.0 98.7 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 25 25 26 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,145
COMMITMENTS
50 75 600 22,315 22,395 22,965 23,070 180 75
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -245)
0 0 0 -245 -245 -245 -245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.6 96.4 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,940
COMMITMENTS
928 274 21 23,841 24,029 24,790 24,324 150 616
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -194)
-1 0 0 -193 -24 -194 -24 0 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.1 0.1 95.6 96.3 99.4 97.5 0.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 1 30 22 35 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,644
COMMITMENTS
1,421 4,079 899 57,164 54,546 59,484 59,524 160 120
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,579)
385 -123 106 2,088 2,596 2,579 2,579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.8 1.5 95.8 91.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 33 30 38 36
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,165
COMMITMENTS
4,088 2,181 4,044 68,998 70,885 77,130 77,110 35 55
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,086)
840 -166 25 1,211 2,212 2,076 2,071 10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.8 5.2 89.4 91.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 10 34 32 44 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,122
COMMITMENTS
945 0 0 49,857 51,117 50,802 51,117 320 5
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 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 15 27 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,507
COMMITMENTS
1,630 0 0 56,837 58,507 58,467 58,507 40 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 570)
60 0 0 510 570 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.1 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 27 21 28 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 367,274
COMMITMENTS
29,535 30,905 6,690 331,049 329,679 367,274 367,274 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 6,547)
5,272 -768 475 800 6,840 6,547 6,547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.4 1.8 90.1 89.8 100.0 100.0 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,893
COMMITMENTS
1,630 2,327 2,805 24,332 23,718 28,767 28,850 126 43
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,137)
48 61 441 648 635 1,137 1,137 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.1 9.7 84.2 82.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 6 27 36 33 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 41,535
COMMITMENTS
1,189 2,962 302 40,044 38,271 41,535 41,535 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 818)
260 283 0 558 972 818 1,255 0 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.1 0.7 96.4 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 2 17 15 22 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 316,569
COMMITMENTS
0 384 0 316,569 316,185 316,569 316,569 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -3,872)
0 0 0 -3,872 -3,872 -3,872 -3,872 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 22 19 22 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 24,345
COMMITMENTS
660 129 0 23,497 23,749 24,157 23,878 188 467
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -169)
129 129 0 -339 -298 -210 -169 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 96.5 97.6 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 20 21 23 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,175
COMMITMENTS
2,266 0 596 12,164 13,542 15,026 14,138 149 1,037
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 318)
426 0 127 337 232 890 359 -572 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 3.9 80.2 89.2 99.0 93.2 1.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 17 20 22 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 155,737
COMMITMENTS
11,377 3,546 752 143,608 151,439 155,737 155,737 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -368)
1,472 0 0 -1,840 -368 -368 -368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.3 0.5 92.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 17 18 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,446
COMMITMENTS
24 3,113 467 18,719 15,271 19,210 18,851 236 595
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 149)
-44 266 -1 216 -287 171 -22 -22 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.0 2.4 96.3 78.5 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 3 26 26 29 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 191,223
COMMITMENTS
0 9,319 793 190,430 181,111 191,223 191,223 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 416)
0 0 0 416 416 416 416 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 C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 7,460
COMMITMENTS
0 900 0 6,920 6,560 6,920 7,460 540 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 0.0 92.8 87.9 92.8 100.0 7.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 11 13 11 16
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,120
COMMITMENTS
100 760 20 7,940 7,300 8,060 8,080 60 40
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.4 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,447
COMMITMENTS
364 511 0 24,083 23,936 24,447 24,447 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 259)
-206 0 0 465 259 259 259 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.1 0.0 98.5 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,965
COMMITMENTS
420 800 0 9,340 9,125 9,760 9,925 205 40
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 750)
0 800 0 750 -50 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.0 0.0 93.7 91.6 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 12 16 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,440
COMMITMENTS
500 2,530 50 10,660 8,820 11,210 11,400 230 40
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 525)
0 700 0 525 -175 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 22.1 0.4 93.2 77.1 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 15 17 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 708,557
COMMITMENTS
38,739 51,069 151,549 516,604 505,785 706,892 708,403 1,665 155
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 41,598)
-756 -12,006 10,725 31,744 42,904 41,714 41,624 -117 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.2 21.4 72.9 71.4 99.8 100.0 0.2 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 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,085
COMMITMENTS
0 120 0 20,825 20,950 20,825 21,070 260 15
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -5)
0 20 0 -25 -25 -25 -5 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.8 99.4 98.8 99.9 1.2 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 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (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 0.4 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,681
COMMITMENTS
1,050 200 0 23,511 24,481 24,561 24,681 120 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 575)
75 200 0 500 375 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.8 0.0 95.3 99.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 19 16 23 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,115
COMMITMENTS
200 75 0 16,597 17,040 16,797 17,115 318 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 45)
0 75 0 325 -30 325 45 -280 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.0 97.0 99.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 18 15 19 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,455
COMMITMENTS
0 750 0 26,090 25,685 26,090 26,435 365 20
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 495)
0 0 0 495 495 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 98.6 97.1 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,260
COMMITMENTS
0 0 0 17,865 18,260 17,865 18,260 395 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 495)
0 0 0 495 495 495 495 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 11 17 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 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 05/24/16 |
--------------------------------------------------------------| 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 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,575
COMMITMENTS
4,480 530 220 108,755 112,795 113,455 113,545 120 30
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,705)
800 -75 75 830 1,705 1,705 1,705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.2 95.8 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 1 35 36 42 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 133,938
COMMITMENTS
2,539 2,870 2,201 129,198 128,852 133,938 133,923 0 15
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,857)
-400 -245 1,165 3,092 2,932 3,857 3,852 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.1 1.6 96.5 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 6 4 43 38 50 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 177,030
COMMITMENTS
9,011 13,480 11,126 156,784 152,390 176,921 176,996 109 34
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 375)
-814 763 -707 2,116 316 594 372 -219 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.6 6.3 88.6 86.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 9 11 47 50 65 66
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,876
COMMITMENTS
1,890 1,995 4,030 120,880 120,786 126,800 126,811 76 65
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,225)
-410 570 90 1,545 505 1,225 1,165 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.6 3.2 95.3 95.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 4 41 35 46 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,080
COMMITMENTS
885 1,400 305 39,875 39,370 41,065 41,075 15 5
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 710)
250 295 -30 490 455 710 720 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.4 0.7 97.1 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 27 14 32 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,040
COMMITMENTS
0 670 0 35,040 34,370 35,040 35,040 0 0
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -140)
0 0 0 -140 -140 -140 -140 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 31,532
COMMITMENTS
1,190 0 309 29,914 31,063 31,413 31,372 119 160
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 170)
-15 0 0 185 170 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.0 94.9 98.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 28 27 30 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| 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 15,280 15,430 15,280 0 150
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 10 0 10 0 -10
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: 23)
1 0 0 21 15 22 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,447
COMMITMENTS
2,626 2,441 504 28,097 28,442 31,227 31,387 220 60
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,047)
255 68 -80 862 1,059 1,037 1,047 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.8 1.6 89.3 90.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 4 28 26 34 32
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,242
COMMITMENTS
1,025 120 251 19,371 20,841 20,647 21,212 595 30
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 752)
410 0 -50 473 887 833 837 -81 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 1.2 91.2 98.1 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 22 23 25 26
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,548
COMMITMENTS
1,965 4,330 495 39,043 36,688 41,503 41,513 45 35
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 406)
152 -55 58 191 388 401 391 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.4 1.2 94.0 88.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 3 31 28 36 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,957
COMMITMENTS
310 175 0 22,025 22,404 22,335 22,579 622 378
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 607)
0 25 0 602 542 602 567 5 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 0.0 95.9 97.6 97.3 98.4 2.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 25 18 26 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,356
COMMITMENTS
0 2,231 343 23,996 21,777 24,339 24,351 17 5
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,032)
0 -28 58 967 997 1,025 1,027 7 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 1.4 98.5 89.4 99.9 100.0 0.1 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,780
COMMITMENTS
10 400 120 15,278 15,084 15,408 15,604 372 176
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 952)
10 -20 20 915 960 945 960 7 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.5 0.8 96.8 95.6 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 15 17 18
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,407
COMMITMENTS
700 250 300 37,014 37,418 38,014 37,968 393 439
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -391)
0 0 0 -401 -391 -401 -391 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.7 0.8 96.4 97.4 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 29 27 31 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,405
COMMITMENTS
418 0 25 15,875 16,349 16,318 16,374 87 31
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,280 1,280 1,280 1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.2 96.8 99.7 99.5 99.8 0.5 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 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,587
COMMITMENTS
1,057 0 34 13,429 14,498 14,520 14,532 67 55
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 450)
-40 0 10 480 440 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.2 92.1 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 27, 2016