CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 8,711
COMMITMENTS
3,840 131 225 4,636 8,354 8,701 8,710 10 1
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -768)
-493 -50 0 -275 -718 -768 -768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 1.5 2.6 53.2 95.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 2 2 7 7 18 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 43,215
COMMITMENTS
20,127 7,947 7,826 15,174 27,442 43,126 43,215 89 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -4,837)
-4,048 -164 -430 -346 -4,243 -4,824 -4,837 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 18.4 18.1 35.1 63.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 8 10 8 10 26 24
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 63,677
COMMITMENTS
5,424 7,252 7,823 50,410 48,582 63,657 63,657 20 20
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -2,556)
28 -871 -31 -2,553 -1,654 -2,556 -2,556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.4 12.3 79.2 76.3 100.0 100.0 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,860
COMMITMENTS
6,875 9,110 200 4,775 2,550 11,850 11,860 10 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 0)
0 -250 0 0 250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 76.8 1.7 40.3 21.5 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 9,400
COMMITMENTS
4,325 5,070 320 4,735 4,010 9,380 9,400 20 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 53.9 3.4 50.4 42.7 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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,432,538
COMMITMENTS
588,522 137,498 683,108 3111711 3597998 4383341 4418604 49,197 13,934
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -251,480)
46,466 -36,515 -91,673 -205,001 -123,117 -250,208 -251,305 -1,272 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 3.1 15.4 70.2 81.2 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
46 29 58 138 119 207 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,695,443
COMMITMENTS
57,402 66,292 750,445 883,013 877,001 1690859 1693739 4,583 1,704
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -150,696)
2,027 -3,689 -86,071 -67,141 -61,338 -151,185 -151,098 489 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.9 44.3 52.1 51.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 14 38 50 48 90 88
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,687
COMMITMENTS
33,239 616 9,759 214,679 255,872 257,677 266,247 16,010 7,440
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,308)
-615 304 198 3,093 784 2,676 1,286 -368 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.2 3.6 78.4 93.5 94.2 97.3 5.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 1 8 41 32 56 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,215
COMMITMENTS
2,396 5,772 3,572 137,271 135,967 143,239 145,311 4,976 2,904
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 542)
575 231 147 376 1,116 1,098 1,494 -556 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.9 2.4 92.6 91.7 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 6 6 29 36 36 45
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,891
COMMITMENTS
5,707 7,519 4,331 211,894 214,154 221,932 226,004 11,959 7,887
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,190)
939 -420 1,473 2,839 3,893 5,251 4,946 -61 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.2 1.9 90.6 91.6 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 4 34 32 40 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 830,438
COMMITMENTS
2,761 15,970 16,425 796,825 793,369 816,011 825,764 14,427 4,674
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 23,594)
-1,013 -6,648 -3,446 28,534 35,596 24,075 25,502 -481 -1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 2.0 96.0 95.5 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 7 7 54 37 64 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 356,868
COMMITMENTS
17,715 2,072 4,705 327,669 341,908 350,089 348,685 6,779 8,183
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 9,780)
-2,311 -4,286 -639 11,986 13,973 9,036 9,048 744 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.6 1.3 91.8 95.8 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 1 5 38 41 45 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,790
COMMITMENTS
15,709 1,864 2,659 280,465 299,729 298,833 304,252 5,957 538
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,325)
964 -189 51 2,649 2,831 3,664 2,693 -1,339 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.6 0.9 92.0 98.3 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 4 46 47 53 51
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,422
COMMITMENTS
266 2,423 3,406 115,101 108,941 118,773 114,770 4,649 8,652
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 3,033)
-734 -609 790 3,088 2,706 3,144 2,887 -111 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 2.8 93.3 88.3 96.2 93.0 3.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 2 21 24 23 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,102
COMMITMENTS
162 10,648 6,859 125,772 115,936 132,793 133,443 7,309 6,659
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 3,041)
0 840 -329 2,647 2,994 2,318 3,505 723 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.6 4.9 89.8 82.8 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 4 31 28 35 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,642
COMMITMENTS
620 0 0 22,440 23,394 23,060 23,394 582 248
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 390)
0 -279 0 300 669 300 390 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 94.9 99.0 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 12 14 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,495
COMMITMENTS
5,350 1,321 910 99,789 102,812 106,049 105,043 10,446 11,452
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,135)
2,299 -829 -396 -799 869 1,104 -356 31 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.1 0.8 85.7 88.3 91.0 90.2 9.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 17 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,160
COMMITMENTS
0 0 0 155,549 154,203 155,549 154,203 8,611 9,957
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,229)
0 0 0 1,289 928 1,289 928 -60 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 93.9 94.8 93.9 5.2 6.1
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,196
COMMITMENTS
0 1,590 0 70,840 73,236 70,840 74,826 10,356 6,370
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 278)
0 30 0 0 821 0 851 278 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 87.2 90.2 87.2 92.2 12.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 15 17 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,112
COMMITMENTS
360 600 0 21,406 21,852 21,766 22,452 2,346 1,660
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,840)
120 0 0 1,720 1,470 1,840 1,470 0 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.5 0.0 88.8 90.6 90.3 93.1 9.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 12 12 13 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 346,469
COMMITMENTS
2,162 3,974 5,523 328,757 329,123 336,442 338,620 10,027 7,849
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 524)
-1,395 125 -489 3,537 450 1,653 86 -1,129 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.1 1.6 94.9 95.0 97.1 97.7 2.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 4 5 49 42 56 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,845
COMMITMENTS
1,331 1,104 995 76,738 73,671 79,064 75,770 5,781 9,075
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 484)
914 72 -737 1,798 965 1,975 300 -1,491 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.3 1.2 90.4 86.8 93.2 89.3 6.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 20 19 22 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,187
COMMITMENTS
3,645 11,410 867 66,569 61,399 71,081 73,676 7,106 4,511
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 3,760)
0 1,778 122 3,849 2,138 3,971 4,038 -211 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 14.6 1.1 85.1 78.5 90.9 94.2 9.1 5.8
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,997
COMMITMENTS
38,269 11,220 0 70,945 97,613 109,214 108,833 783 1,164
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 25,298)
7,238 2,670 0 17,948 22,350 25,186 25,020 112 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 10.2 0.0 64.5 88.7 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 7 0 28 33 41 40
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,096
COMMITMENTS
30,059 21,328 15,593 126,136 133,655 171,788 170,576 1,308 2,520
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 24,363)
5,606 -1,131 1,663 17,316 23,008 24,585 23,540 -222 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 12.3 9.0 72.9 77.2 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 10 6 38 39 55 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,455
COMMITMENTS
896 0 30 62,286 62,905 63,212 62,935 243 520
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,476)
90 0 30 2,991 2,480 3,111 2,510 -635 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.2 99.1 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 22 24 24 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,957
COMMITMENTS
0 1,008 816 200,009 198,569 200,825 200,393 9,132 9,564
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -3,083)
-4,523 92 -673 2,176 -2,532 -3,020 -3,113 -63 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.4 95.3 94.6 95.7 95.4 4.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 38 34 39 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 34,771
COMMITMENTS
1,256 706 690 31,876 30,685 33,822 32,081 949 2,690
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 900)
-720 -714 504 1,026 720 810 510 90 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.0 2.0 91.7 88.2 97.3 92.3 2.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 16 16 17 18
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,631
COMMITMENTS
868 2,328 314 44,382 48,004 45,564 50,646 11,067 5,985
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -2)
246 -3,294 -62 120 3,294 304 -62 -306 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.1 0.6 78.4 84.8 80.5 89.4 19.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 20 17 23
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,591
COMMITMENTS
0 17,859 847 106,110 88,970 106,957 107,676 7,634 6,915
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 455)
-2,889 603 150 3,374 -178 635 575 -180 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.6 0.7 92.6 77.6 93.3 94.0 6.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 5 2 23 28 25 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,335
COMMITMENTS
8,470 0 1,371 96,683 113,232 106,524 114,603 15,811 7,732
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,324)
3 0 -26 1,317 1,168 1,294 1,142 30 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 1.1 79.0 92.6 87.1 93.7 12.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 1 18 14 22 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,580
COMMITMENTS
984 273 696 97,934 103,706 99,614 104,675 5,966 905
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 94)
0 273 696 -27 65 669 1,034 -575 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.7 92.8 98.2 94.3 99.1 5.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 16 22 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,995
COMMITMENTS
2,051 1,076 442 104,356 109,045 106,849 110,563 6,146 2,432
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 9)
272 -401 -213 533 623 592 9 -583 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 0.4 92.4 96.5 94.6 97.8 5.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 21 19 23 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,146
COMMITMENTS
0 15,303 4,052 116,713 106,874 120,765 126,229 16,381 10,917
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,001)
0 -610 123 1,878 2,480 2,001 1,993 -1,000 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 3.0 85.1 77.9 88.1 92.0 11.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 28 29 30 33
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,104
COMMITMENTS
2,387 6,041 0 16,314 13,269 18,701 19,310 1,403 794
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 450)
0 -632 0 693 1,202 693 570 -243 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 30.0 0.0 81.1 66.0 93.0 96.1 7.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 11 10 14 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,777
COMMITMENTS
1,543 758 248 47,659 50,372 49,450 51,378 2,327 399
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,454)
-570 0 0 2,174 1,454 1,604 1,454 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.5 0.5 92.0 97.3 95.5 99.2 4.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 21 19 24 22
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,245
COMMITMENTS
0 818 0 54,168 55,089 54,168 55,907 2,077 338
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,020)
0 570 0 285 386 285 956 735 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 96.3 97.9 96.3 99.4 3.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 16 16 16 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 212,036
COMMITMENTS
6,808 6,018 2,775 196,292 197,344 205,875 206,137 6,161 5,899
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,119)
2,882 -35 381 4,810 4,987 8,073 5,333 -2,954 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.8 1.3 92.6 93.1 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 7 7 40 38 48 48
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 97,706
COMMITMENTS
1,614 0 243 88,038 89,641 89,895 89,884 7,811 7,822
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 120)
-60 0 60 120 274 120 334 0 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.2 90.1 91.7 92.0 92.0 8.0 8.0
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,027
COMMITMENTS
0 0 0 81,312 81,736 81,312 81,736 9,715 9,291
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 65)
0 0 0 427 1,014 427 1,014 -362 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 89.8 89.3 89.8 10.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 17 18 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,206
COMMITMENTS
210 1,962 92 83,695 86,592 83,997 88,646 8,209 3,560
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,409)
-120 31 -31 1,225 1,070 1,074 1,070 335 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.1 0.1 90.8 93.9 91.1 96.1 8.9 3.9
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 98,517
COMMITMENTS
2,876 0 0 88,442 93,078 91,318 93,078 7,199 5,439
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 482)
0 0 0 482 482 482 482 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 89.8 94.5 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 15 21 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,580
COMMITMENTS
28,757 10,623 17,523 120,449 138,678 166,729 166,823 851 757
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -3,095)
363 421 -1,204 -2,070 -2,343 -2,910 -3,126 -185 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 6.3 10.5 71.9 82.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 15 23 51 49 81 74
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,150
COMMITMENTS
1,822 2,233 231 48,847 48,685 50,900 51,150 250 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,642)
-122 404 -26 1,540 1,265 1,392 1,642 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.4 0.5 95.5 95.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 1 28 26 33 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 413,573
COMMITMENTS
9,856 608 0 393,741 412,965 403,597 413,573 9,976 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 7,750)
-7,480 608 -912 6,166 8,054 -2,226 7,750 9,976 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.1 0.0 95.2 99.9 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 23 22 26 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,601,297
COMMITMENTS
50,676 84,994 62,672 1487949 1453631 1601297 1601297 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 13,972)
0 12,496 817 13,155 659 13,972 13,972 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.3 3.9 92.9 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 11 3 39 43 44 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,173
COMMITMENTS
5,060 6,354 1,111 66,002 64,708 72,173 72,173 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,263)
-235 74 -22 1,547 1,211 1,289 1,263 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.8 1.5 91.4 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 7 6 23 26 33 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 427,649
COMMITMENTS
2,928 4,056 320 424,401 423,273 427,649 427,649 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 3,968)
0 -1,888 320 3,648 5,536 3,968 3,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.1 99.2 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 18 18 20 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 416,289
COMMITMENTS
1,224 728 8,632 406,433 406,929 416,289 416,289 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,638)
0 0 0 5,638 5,638 5,638 5,638 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 2.1 97.6 97.8 100.0 100.0 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,519
COMMITMENTS
1,405 85 635 37,990 39,226 40,030 39,946 489 573
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 148)
385 -22 -233 39 403 191 148 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 1.6 93.8 96.8 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 2 2 31 27 39 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,814
COMMITMENTS
290 150 0 55,956 56,627 56,246 56,777 568 37
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -335)
0 0 0 -335 -335 -335 -335 0 0
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,371
COMMITMENTS
609 50 0 81,101 82,263 81,710 82,313 661 58
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -80)
0 50 0 -85 -135 -85 -85 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 98.5 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 0 33 32 35 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,055
COMMITMENTS
550 675 0 18,939 19,380 19,489 20,055 566 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 975 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.4 0.0 94.4 96.6 97.2 100.0 2.8 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 336,144
COMMITMENTS
2,464 0 752 332,928 335,392 336,144 336,144 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 12,568)
0 0 0 12,568 12,568 12,568 12,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,856
COMMITMENTS
2,007 1,038 170 8,496 9,552 10,673 10,760 183 96
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 411)
148 1 22 210 378 380 401 31 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 9.6 1.6 78.3 88.0 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 3 23 18 30 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,545
COMMITMENTS
7,350 0 150 6,985 14,335 14,485 14,485 60 60
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 300)
300 0 0 0 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 0.0 1.0 48.0 98.6 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,485
COMMITMENTS
1,450 400 600 9,715 11,485 11,765 12,485 720 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -145)
300 0 0 -505 -85 -205 -85 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.2 4.8 77.8 92.0 94.2 100.0 5.8 0.0
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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,446
COMMITMENTS
250 1,300 0 27,196 26,141 27,446 27,441 0 5
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 725)
-100 0 0 825 725 725 725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.7 0.0 99.1 95.2 100.0 100.0 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,180
COMMITMENTS
50 75 600 22,350 22,430 23,000 23,105 180 75
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 35)
0 0 0 35 35 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 25,155
COMMITMENTS
1,101 274 64 23,840 24,201 25,005 24,539 150 616
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 215)
173 0 43 -1 172 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.1 0.3 94.8 96.2 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 2 30 22 36 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,222
COMMITMENTS
1,251 4,439 998 57,813 54,644 60,062 60,081 160 141
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 578)
-170 360 99 649 98 578 557 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.4 1.7 96.0 90.7 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,283
COMMITMENTS
3,783 2,500 4,233 70,202 71,475 78,218 78,208 65 75
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,118)
-305 319 189 1,204 590 1,088 1,098 30 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.2 5.4 89.7 91.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 10 34 33 44 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,432
COMMITMENTS
985 0 0 50,092 51,427 51,077 51,427 355 5
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 310)
40 0 0 235 310 275 310 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.4 100.0 99.3 100.0 0.7 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,767
COMMITMENTS
1,650 0 0 57,077 58,767 58,727 58,767 40 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 260)
20 0 0 240 260 260 260 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 372,299
COMMITMENTS
31,167 30,905 7,458 333,674 333,936 372,299 372,299 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,025)
1,632 0 768 2,625 4,257 5,025 5,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.3 2.0 89.6 89.7 100.0 100.0 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,533
COMMITMENTS
1,358 2,413 2,953 25,096 24,124 29,407 29,490 126 43
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 640)
-272 86 148 764 406 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.2 10.0 85.0 81.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 6 27 35 33 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 42,595
COMMITMENTS
1,319 3,092 302 40,974 39,201 42,595 42,595 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,060)
130 130 0 930 930 1,060 1,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.3 0.7 96.2 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 2 19 15 24 22
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 0.1 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 24,304
COMMITMENTS
660 129 0 23,456 23,708 24,116 23,837 188 467
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -41)
0 0 0 -41 -41 -41 -41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.0 96.5 97.5 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,298
COMMITMENTS
2,244 0 596 11,309 13,153 14,149 13,749 149 549
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -877)
-22 0 0 -855 -389 -877 -389 0 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.0 4.2 79.1 92.0 99.0 96.2 1.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 17 21 22 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 157,135
COMMITMENTS
11,377 3,546 752 145,006 152,837 157,135 157,135 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,398)
0 0 0 1,398 1,398 1,398 1,398 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.3 0.5 92.3 97.3 100.0 100.0 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,510
COMMITMENTS
0 3,305 405 18,934 15,227 19,339 18,937 171 573
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 64)
-24 192 -62 215 -44 129 86 -65 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 2.1 97.0 78.0 99.1 97.1 0.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 5 3 26 27 29 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 8,050
COMMITMENTS
0 900 0 7,510 7,050 7,510 7,950 540 100
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 590)
0 0 0 590 490 590 490 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 93.3 87.6 93.3 98.8 6.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 11 14 11 17
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,095
COMMITMENTS
100 780 0 7,935 7,275 8,035 8,055 60 40
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -25)
0 20 -20 -5 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.6 0.0 98.0 89.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 15 11 16 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,116
COMMITMENTS
390 511 0 24,701 24,605 25,091 25,116 25 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 669)
26 0 0 618 669 644 669 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 0.0 98.3 98.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,355
COMMITMENTS
420 1,400 0 11,730 10,915 12,150 12,315 205 40
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,390)
0 600 0 2,390 1,790 2,390 2,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.3 0.0 94.9 88.3 98.3 99.7 1.7 0.3
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,090
COMMITMENTS
200 3,130 300 13,360 10,620 13,860 14,050 230 40
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,650)
-300 600 250 2,700 1,800 2,650 2,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 22.2 2.1 94.8 75.4 98.4 99.7 1.6 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 706,116
COMMITMENTS
36,333 56,191 148,207 519,830 500,791 704,369 705,189 1,747 928
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -2,441)
-2,406 5,122 -3,342 3,225 -4,994 -2,523 -3,214 82 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.0 21.0 73.6 70.9 99.8 99.9 0.2 0.1
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,195
COMMITMENTS
0 0 0 17,160 17,195 17,160 17,195 35 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 0.6 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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,931
COMMITMENTS
1,100 200 0 23,711 24,731 24,811 24,931 120 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 250)
50 0 0 200 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.8 0.0 95.1 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,290
COMMITMENTS
250 75 0 16,722 17,215 16,972 17,290 318 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 175)
50 0 0 125 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.0 96.7 99.6 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 18 15 20 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,060
COMMITMENTS
0 750 0 24,695 24,290 24,695 25,040 365 20
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -1,395)
0 0 0 -1,395 -1,395 -1,395 -1,395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.5 96.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 17 16 17 19
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,460
COMMITMENTS
0 0 0 18,065 18,460 18,065 18,460 395 0
CHANGES FROM 05/24/16 (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 0.0 0.0 97.9 100.0 97.9 100.0 2.1 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,265
COMMITMENTS
230 0 70 22,545 23,105 22,845 23,175 420 90
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 505)
0 0 0 505 505 505 505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 96.9 99.3 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 13 20 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,547
COMMITMENTS
730 0 70 23,297 24,397 24,097 24,467 450 80
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 930)
0 0 0 930 930 930 930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.3 94.9 99.4 98.2 99.7 1.8 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,595
COMMITMENTS
5,080 905 145 113,370 117,515 118,595 118,565 0 30
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,020)
600 375 -75 4,615 4,720 5,140 5,020 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.8 0.1 95.6 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 1 36 37 43 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 136,548
COMMITMENTS
2,744 3,165 2,701 131,103 130,682 136,548 136,548 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,610)
205 295 500 1,905 1,830 2,610 2,625 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.3 2.0 96.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 6 4 43 38 50 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 177,614
COMMITMENTS
8,753 13,980 11,224 157,545 152,379 177,522 177,583 92 31
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 584)
-258 500 98 761 -11 601 587 -17 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.9 6.3 88.7 85.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 12 13 47 51 66 70
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,161
COMMITMENTS
4,940 1,970 1,590 121,555 124,526 128,085 128,086 76 75
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,285)
3,050 -25 -2,440 675 3,740 1,285 1,275 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.5 1.2 94.8 97.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 4 41 35 47 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,225
COMMITMENTS
855 1,220 405 39,950 39,595 41,210 41,220 15 5
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 145)
-30 -180 100 75 225 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.0 1.0 96.9 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 27 14 31 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,365
COMMITMENTS
0 445 175 35,190 34,745 35,365 35,365 0 0
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 325)
0 -225 175 150 375 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.5 99.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 23 12 24 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 32,042
COMMITMENTS
1,190 0 309 30,424 31,573 31,923 31,882 119 160
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.0 95.0 98.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 30 27 32 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,535
COMMITMENTS
225 0 0 15,310 15,385 15,535 15,385 0 150
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 15 22 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,223
COMMITMENTS
2,356 2,431 514 28,003 28,218 30,873 31,163 350 60
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -224)
-270 -10 10 -94 -224 -354 -224 130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.8 1.6 89.7 90.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 5 27 26 34 32
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,402
COMMITMENTS
1,035 30 251 19,696 21,091 20,982 21,372 420 30
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 160)
10 -90 0 325 250 335 160 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.1 1.2 92.0 98.5 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 24 24 27 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,661
COMMITMENTS
2,679 4,380 490 38,422 36,731 41,591 41,601 70 60
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 113)
714 50 -5 -621 43 88 88 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 10.5 1.2 92.2 88.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 3 31 29 36 34
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,802
COMMITMENTS
310 175 0 21,920 22,569 22,230 22,744 572 58
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -105 165 -105 165 -50 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 0.0 96.1 99.0 97.5 99.7 2.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 26 19 27 21
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,576
COMMITMENTS
0 2,181 393 24,166 21,997 24,559 24,571 17 5
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 220)
0 -50 50 170 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 1.6 98.3 89.5 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 05/31/16 |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,712
COMMITMENTS
700 250 300 37,319 37,693 38,319 38,243 393 469
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 275 305 275 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.8 96.4 97.4 99.0 98.8 1.0 1.2
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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,809
COMMITMENTS
438 0 39 16,245 16,739 16,722 16,778 87 31
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 404)
20 0 14 370 390 404 404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.2 96.6 99.6 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 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,582
COMMITMENTS
1,097 0 34 13,384 14,493 14,515 14,527 67 55
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -5)
40 0 0 -45 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.2 91.8 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 June 3, 2016