CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 8,664
COMMITMENTS
3,211 531 225 5,218 7,907 8,654 8,663 10 1
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -42)
-624 400 0 582 -442 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 6.1 2.6 60.2 91.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 2 7 7 17 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 42,589
COMMITMENTS
18,922 7,644 8,944 14,657 26,001 42,524 42,589 65 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,111)
-569 420 937 743 -246 1,111 1,111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 17.9 21.0 34.4 61.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 10 11 10 10 32 25
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 9,696
COMMITMENTS
2,336 7,765 400 6,960 1,531 9,696 9,696 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 201)
201 201 0 0 0 201 201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 80.1 4.1 71.8 15.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 7 2 7 3 13 12
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,425
COMMITMENTS
17,550 26,245 1,050 12,825 4,130 31,425 31,425 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 200)
200 200 0 0 0 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 83.5 3.3 40.8 13.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 7 4 7 3 18 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,770
COMMITMENTS
6,010 14,835 1,895 9,865 1,000 17,770 17,730 0 40
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 450)
500 450 0 -50 0 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 83.5 10.7 55.5 5.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 10 5 7 3 20 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,954
COMMITMENTS
4,468 5,101 4,717 19,769 19,135 28,954 28,954 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 53)
-22 -23 33 42 43 53 53 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.6 16.3 68.3 66.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 8 8 8 18 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 62,486
COMMITMENTS
5,179 6,879 8,030 49,256 47,537 62,466 62,446 20 40
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -1,880)
-173 -496 -320 -1,387 -1,064 -1,880 -1,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 11.0 12.9 78.8 76.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 8 9 16 16 30 28
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 13,810
COMMITMENTS
8,225 9,710 500 5,075 3,600 13,800 13,810 10 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 900)
800 150 0 100 750 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 70.3 3.6 36.7 26.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 8 2 5 4 15 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 9,950
COMMITMENTS
4,425 5,470 320 5,185 4,160 9,930 9,950 20 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 0)
0 250 0 0 -250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 55.0 3.2 52.1 41.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 1 6 5 15 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 13,620
COMMITMENTS
4,620 7,470 650 8,350 5,500 13,620 13,620 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,025)
500 550 -350 875 825 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 54.8 4.8 61.3 40.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 6 3 6 5 16 12
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,697,881
COMMITMENTS
780,095 122,441 742,634 3124049 3822230 4646778 4687305 51,103 10,576
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 96,535)
26,495 10,582 25,752 43,710 64,176 95,957 100,510 578 -3,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 2.6 15.8 66.5 81.4 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
56 21 60 144 126 218 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,055,839
COMMITMENTS
129,575 91,968 920,406 999,874 1041288 2049855 2053662 5,985 2,178
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 159,187)
29,647 19,137 77,498 51,354 62,015 158,499 158,650 688 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.5 44.8 48.6 50.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 17 40 51 55 94 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,154
COMMITMENTS
28,825 1,306 15,142 206,741 244,739 250,708 261,187 15,446 4,967
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 3,458)
-4,836 1,195 2,098 6,751 409 4,013 3,702 -555 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.5 5.7 77.7 92.0 94.2 98.1 5.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 1 8 37 29 52 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,841
COMMITMENTS
280 5,982 2,612 134,894 130,933 137,786 139,527 8,055 6,314
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 5,537)
-7 713 383 5,888 3,659 6,264 4,755 -727 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.1 1.8 92.5 89.8 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 4 24 30 28 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,363
COMMITMENTS
3,292 4,491 5,537 200,391 205,682 209,220 215,710 15,143 8,653
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 2,944)
740 -148 -32 2,331 3,974 3,039 3,794 -95 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.0 2.5 89.3 91.7 93.3 96.1 6.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 5 30 32 36 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 821,711
COMMITMENTS
1,553 10,445 17,210 787,919 788,603 806,682 816,258 15,029 5,453
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 11,884)
-150 418 408 12,864 11,730 13,122 12,556 -1,238 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.3 2.1 95.9 96.0 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 6 4 53 35 59 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,593
COMMITMENTS
8,242 2,985 4,142 326,001 330,658 338,385 337,785 6,208 6,808
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -4,265)
-3,145 851 -336 -215 -4,632 -3,696 -4,117 -569 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.9 1.2 94.6 96.0 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 2 4 40 42 45 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 289,333
COMMITMENTS
12,624 1,310 2,689 266,750 284,248 282,063 288,247 7,270 1,086
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -50)
-916 140 -57 861 -105 -112 -22 62 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.5 0.9 92.2 98.2 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 4 40 45 46 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,956
COMMITMENTS
3,957 372 1,139 99,031 94,178 104,127 95,689 4,829 13,267
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 2,738)
-1,893 -553 566 2,934 1,950 1,607 1,963 1,131 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.3 1.0 90.9 86.4 95.6 87.8 4.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 23 23 25 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,543
COMMITMENTS
159 17,166 3,041 121,573 106,154 124,773 126,361 6,770 5,182
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,918)
-186 1,292 326 1,712 390 1,852 2,008 66 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.0 2.3 92.4 80.7 94.9 96.1 5.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 4 31 26 35 33
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,258
COMMITMENTS
0 0 0 22,676 22,948 22,676 22,948 582 310
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,526)
0 0 0 4,402 4,276 4,402 4,276 124 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.7 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 11 18 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,750
COMMITMENTS
8,511 668 1,224 91,154 100,254 100,889 102,146 8,861 7,604
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 908)
1,844 114 -37 -831 2,472 976 2,549 -68 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.6 1.1 83.1 91.3 91.9 93.1 8.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 20 22 23 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,597
COMMITMENTS
0 0 0 150,675 147,880 150,675 147,880 6,922 9,717
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,165)
0 0 0 4,227 4,227 4,227 4,227 -62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 93.8 95.6 93.8 4.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 24 27 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,327
COMMITMENTS
0 1,478 0 67,048 69,530 67,048 71,008 10,279 6,319
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 2,564)
0 0 0 1,677 2,564 1,677 2,564 887 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 86.7 89.9 86.7 91.8 13.3 8.2
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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,116
COMMITMENTS
1,228 600 0 18,942 20,198 20,170 20,798 1,946 1,318
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,333)
868 0 0 372 1,178 1,240 1,178 93 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.7 0.0 85.6 91.3 91.2 94.0 8.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 9 12 11 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 347,788
COMMITMENTS
2,801 1,786 5,781 328,314 329,178 336,896 336,745 10,892 11,043
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,860)
122 -214 90 5,370 4,877 5,582 4,753 -722 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 1.7 94.4 94.6 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 4 48 42 54 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,657
COMMITMENTS
1,776 620 1,349 73,723 70,650 76,848 72,619 4,809 9,038
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 2,574)
1,114 -727 193 1,719 2,401 3,026 1,867 -452 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.8 1.7 90.3 86.5 94.1 88.9 5.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 18 17 21 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,599
COMMITMENTS
736 620 0 12,738 10,626 13,474 11,246 1,125 3,353
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.2 0.0 87.3 72.8 92.3 77.0 7.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 11 12 12
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,729
COMMITMENTS
3,712 13,044 1,167 68,317 58,636 73,196 72,847 5,533 5,882
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,349)
367 247 51 1,812 1,016 2,230 1,314 -881 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 16.6 1.5 86.8 74.5 93.0 92.5 7.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 19 15 22 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,511
COMMITMENTS
7,042 248 0 46,391 52,627 53,433 52,875 1,078 1,636
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 7,612)
3,844 248 0 3,489 7,054 7,333 7,302 279 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.5 0.0 85.1 96.5 98.0 97.0 2.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 18 20 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,643
COMMITMENTS
42,103 11,158 310 68,416 99,085 110,829 110,553 814 1,090
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 8,850)
3,534 -62 310 4,971 8,416 8,815 8,664 35 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 10.0 0.3 61.3 88.8 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
14 7 1 29 35 44 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,661
COMMITMENTS
0 0 0 53,083 53,359 53,083 53,359 578 302
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,054)
0 0 0 1,054 992 1,054 992 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 20 19 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,586
COMMITMENTS
15 0 1,220 206,308 206,670 207,543 207,890 9,043 8,696
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 10,711)
-452 0 -6 11,225 10,693 10,767 10,687 -56 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.6 95.3 95.4 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 35 33 36 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 30,208
COMMITMENTS
0 411 644 28,624 26,558 29,268 27,613 940 2,595
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,699)
-171 201 -46 1,916 1,783 1,699 1,938 0 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 2.1 94.8 87.9 96.9 91.4 3.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 15 13 16 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,324
COMMITMENTS
486 2,548 693 44,365 43,586 45,544 46,827 5,780 4,497
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -287)
-4 631 -693 4,548 387 3,851 325 -4,138 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.0 1.4 86.4 84.9 88.7 91.2 11.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 17 20 19 23
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,566
COMMITMENTS
0 14,673 802 97,121 84,353 97,923 99,828 8,643 6,738
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 233)
0 -1,972 0 202 1,864 202 -108 31 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.8 0.8 91.1 79.2 91.9 93.7 8.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 2 20 26 22 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,913
COMMITMENTS
7,283 0 1,582 102,269 112,673 111,134 114,255 10,779 7,658
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,888)
-211 -438 466 6,742 4,890 6,997 4,918 -2,109 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 1.3 83.9 92.4 91.2 93.7 8.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 20 15 24 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,373
COMMITMENTS
984 0 0 95,144 99,666 96,128 99,666 5,245 1,707
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,464)
0 0 0 121 1,099 121 1,099 1,343 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 93.9 98.3 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 16 22 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,907
COMMITMENTS
2,047 279 55 100,578 106,538 102,680 106,872 6,227 2,035
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,885)
278 0 -193 1,501 2,068 1,586 1,875 299 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.1 92.4 97.8 94.3 98.1 5.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 19 18 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,424
COMMITMENTS
2,372 9,650 1,712 99,583 100,285 103,667 111,647 16,757 8,777
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -866)
-220 -1,510 248 -1,217 -888 -1,189 -2,150 323 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.0 1.4 82.7 83.3 86.1 92.7 13.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 2 30 29 33 33
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,759
COMMITMENTS
1,310 3,848 240 14,121 11,634 15,671 15,722 1,088 1,037
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 23.0 1.4 84.3 69.4 93.5 93.8 6.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 9 9 12 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,509
COMMITMENTS
5,761 449 31 42,179 48,876 47,971 49,356 2,538 1,153
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,510)
1,581 0 0 2,743 4,142 4,324 4,142 186 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.9 0.1 83.5 96.8 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 21 19 26 20
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,363
COMMITMENTS
0 914 0 45,937 46,269 45,937 47,183 1,426 180
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,457)
0 434 0 1,519 1,023 1,519 1,457 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 97.0 97.7 97.0 99.6 3.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 15 18 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 200,121
COMMITMENTS
7,272 4,698 2,887 183,798 185,854 193,957 193,439 6,164 6,682
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,467)
1,626 0 -415 521 2,003 1,732 1,588 -265 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.3 1.4 91.8 92.9 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 6 7 39 38 46 49
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 94,795
COMMITMENTS
0 0 0 84,958 87,091 84,958 87,091 9,837 7,704
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,096)
0 0 0 2,502 580 2,502 580 -1,406 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 91.9 89.6 91.9 10.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 17 17 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,648
COMMITMENTS
0 0 0 77,897 78,609 77,897 78,609 8,751 8,039
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 372)
0 0 0 372 248 372 248 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 90.7 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,948
COMMITMENTS
0 465 0 78,107 80,519 78,107 80,984 9,841 6,964
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 2,619)
0 -1,559 -61 -366 719 -427 -901 3,046 3,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 88.8 91.6 88.8 92.1 11.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 15 19 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 92,845
COMMITMENTS
2,697 0 0 80,994 88,079 83,691 88,079 9,154 4,766
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 215)
0 0 0 308 122 308 122 -93 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 87.2 94.9 90.1 94.9 9.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 13 18 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,046
COMMITMENTS
29,707 11,952 16,774 118,988 136,872 165,469 165,597 577 449
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,026)
1,452 781 -831 489 1,035 1,110 985 -85 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.2 10.1 71.7 82.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 15 26 53 51 85 79
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,248
COMMITMENTS
1,706 1,600 231 42,311 42,417 44,248 44,248 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 416)
269 -2 25 122 393 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.6 0.5 95.6 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 2 28 24 35 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 370,806
COMMITMENTS
6,826 608 344 363,636 369,854 370,806 370,806 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -6,759)
-2,640 0 344 -4,463 -7,103 -6,759 -6,759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.2 0.1 98.1 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 23 21 26 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,561,197
COMMITMENTS
45,434 75,997 68,242 1447521 1416958 1561197 1561197 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 11,024)
-1,561 -16,128 5,946 6,639 21,206 11,024 11,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.9 4.4 92.7 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 10 4 39 43 45 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,178
COMMITMENTS
3,859 6,507 794 64,524 61,877 69,178 69,178 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,121)
-128 381 121 1,129 619 1,121 1,121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.4 1.1 93.3 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 8 6 23 25 32 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 387,840
COMMITMENTS
3,216 616 320 384,304 386,904 387,840 387,840 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -16,185)
-688 0 0 -15,497 -16,185 -16,185 -16,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.1 99.1 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 18 18 20 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 404,294
COMMITMENTS
2,400 728 8,632 393,262 394,934 404,294 404,294 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,312)
800 0 0 512 1,312 1,312 1,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 2.1 97.3 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 27 29 29 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,287
COMMITMENTS
1,614 82 533 35,500 37,037 37,647 37,652 640 635
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -1,446)
60 -3 -60 -1,575 -1,487 -1,575 -1,550 129 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 1.4 92.7 96.7 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 1 2 30 27 37 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,520
COMMITMENTS
290 0 0 55,646 56,497 55,936 56,497 584 23
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,422)
0 0 0 1,385 1,430 1,385 1,430 37 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.5 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 31 32 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,365
COMMITMENTS
944 50 0 84,076 85,268 85,020 85,318 345 47
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 6,635)
15 0 0 6,620 6,635 6,635 6,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.0 98.5 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 0 34 31 37 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,040
COMMITMENTS
850 675 0 18,628 19,245 19,478 19,920 562 120
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,045)
300 0 0 745 1,045 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.4 0.0 93.0 96.0 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 18 14 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 324,664
COMMITMENTS
3,264 0 752 320,648 323,912 324,664 324,664 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 376)
0 0 0 376 376 376 376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.2 98.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 17 23 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,641
COMMITMENTS
1,651 938 168 7,686 8,498 9,505 9,604 136 37
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -106)
-126 23 0 22 -131 -104 -108 -2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 9.7 1.7 79.7 88.1 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 3 21 17 28 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,555
COMMITMENTS
7,150 0 0 6,345 13,435 13,495 13,435 60 120
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 50)
-200 0 0 250 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 0.0 0.0 46.8 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 12 15 16 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,270
COMMITMENTS
1,830 300 575 9,240 11,395 11,645 12,270 625 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 10)
80 0 0 -10 10 70 10 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 2.4 4.7 75.3 92.9 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 12 16 14 19
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,193
COMMITMENTS
0 0 0 8,088 8,010 8,088 8,010 105 183
CHANGES FROM 06/14/16 (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 97.8 98.7 97.8 1.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 11 14 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,041
COMMITMENTS
250 1,250 0 26,791 25,671 27,041 26,921 0 120
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,010)
0 0 0 1,010 1,010 1,010 1,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.6 0.0 99.1 94.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 24 24 25 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,237
COMMITMENTS
50 75 600 22,407 22,497 23,057 23,172 180 65
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 501)
0 0 0 501 501 501 501 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 24 22 26 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,273
COMMITMENTS
908 294 87 22,020 22,188 23,015 22,569 258 704
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -530)
-21 42 44 -553 -659 -530 -573 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 0.4 94.6 95.3 98.9 97.0 1.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 2 28 23 34 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,927
COMMITMENTS
1,346 4,386 757 55,684 52,638 57,787 57,781 140 146
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 971)
135 -405 40 801 1,341 976 976 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.6 1.3 96.1 90.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 4 33 30 38 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,773
COMMITMENTS
1,254 4,369 4,815 69,664 66,554 75,733 75,738 40 35
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 2,793)
51 1,211 -37 2,769 1,619 2,783 2,793 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.8 6.4 91.9 87.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 9 10 36 37 47 50
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,830
COMMITMENTS
880 0 0 50,595 51,830 51,475 51,830 355 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,245)
0 0 0 4,245 4,245 4,245 4,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 97.6 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 25 13 26 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,525
COMMITMENTS
1,525 0 0 57,965 59,525 59,490 59,525 35 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,355)
0 0 0 4,355 4,355 4,355 4,355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 27 20 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 354,207
COMMITMENTS
40,370 26,417 3,082 310,755 324,708 354,207 354,207 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,509)
4,500 0 -1,200 1,209 5,709 4,509 4,509 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 7.5 0.9 87.7 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 2 29 30 33 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,285
COMMITMENTS
1,844 2,137 2,391 23,945 23,502 28,180 28,030 105 255
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 529)
234 19 -269 564 779 529 529 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.6 8.5 84.7 83.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 7 27 32 34 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,162
COMMITMENTS
1,159 1,839 202 36,801 36,121 38,162 38,162 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 150)
0 -100 75 75 175 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.8 0.5 96.4 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 19 13 24 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 293,257
COMMITMENTS
0 19,184 0 293,257 274,073 293,257 293,257 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 760)
0 18,800 0 760 -18,040 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 21 18 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,581
COMMITMENTS
618 1,147 0 21,775 21,030 22,393 22,177 188 404
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 62)
43 1,018 0 61 -913 104 105 -42 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.1 0.0 96.4 93.1 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 20 21 23 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,163
COMMITMENTS
1,905 215 662 11,254 12,014 13,821 12,891 342 1,272
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 700)
22 215 0 550 335 572 550 128 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.5 4.7 79.5 84.8 97.6 91.0 2.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 17 18 22 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 173,327
COMMITMENTS
9,313 6,306 760 162,070 165,077 172,143 172,143 1,184 1,184
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 16,872)
800 1,600 0 14,888 14,088 15,688 15,688 1,184 1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.6 0.4 93.5 95.2 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 18 17 22 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,662
COMMITMENTS
0 3,010 430 17,851 14,691 18,281 18,131 381 531
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 319)
0 109 -20 108 230 88 319 231 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 2.3 95.7 78.7 98.0 97.2 2.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 5 3 26 25 29 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 185,959
COMMITMENTS
0 9,270 793 185,166 175,896 185,959 185,959 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,576)
0 375 0 1,576 1,201 1,576 1,576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.4 99.6 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 21 18 22 21
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 8,625
COMMITMENTS
0 360 450 7,650 7,715 8,100 8,525 525 100
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 0)
0 -100 200 -200 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 5.2 88.7 89.4 93.9 98.8 6.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 12 15 13 18
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,305
COMMITMENTS
100 675 0 9,075 8,520 9,175 9,195 130 110
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.3 0.0 97.5 91.6 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 15 12 16 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,280
COMMITMENTS
694 972 0 24,586 24,308 25,280 25,280 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 281)
0 461 0 281 -180 281 281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.8 0.0 97.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 18 17 20 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 210,712
COMMITMENTS
0 0 0 210,712 210,712 210,712 210,712 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,200
COMMITMENTS
400 3,330 200 13,300 10,595 13,900 14,125 300 75
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 390)
50 0 0 340 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 23.5 1.4 93.7 74.6 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 15 12 17 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 715,852
COMMITMENTS
40,926 87,747 137,169 534,999 490,936 713,094 715,852 2,758 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -2,514)
-140 -151 -471 -1,899 -1,892 -2,510 -2,514 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 12.3 19.2 74.7 68.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 5 19 18 25 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,900
COMMITMENTS
0 45 0 19,655 19,855 19,655 19,900 245 0
CHANGES FROM 06/14/16 (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 0.2 0.0 98.8 99.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 15 16 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,506
COMMITMENTS
1,175 200 0 22,211 23,306 23,386 23,506 120 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.9 0.0 94.5 99.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 19 17 23 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,440
COMMITMENTS
225 325 0 15,917 16,115 16,142 16,440 298 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 0.0 96.8 98.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 15 20 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,690
COMMITMENTS
0 900 0 23,580 22,740 23,580 23,640 110 50
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -30)
0 200 0 225 -260 225 -60 -255 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 99.5 96.0 99.5 99.8 0.5 0.2
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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,530
COMMITMENTS
0 200 0 17,175 17,330 17,175 17,530 355 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.0 98.9 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 10 16 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,730
COMMITMENTS
330 0 70 20,940 21,590 21,340 21,660 390 70
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.3 96.4 99.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 11 17 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,462
COMMITMENTS
880 0 50 22,117 23,342 23,047 23,392 415 70
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -20)
50 0 -20 -50 0 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.2 94.3 99.5 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 11 18 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,523
COMMITMENTS
4,595 1,960 275 111,653 114,098 116,523 116,333 0 190
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,795)
200 0 0 1,595 1,795 1,795 1,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.7 0.2 95.8 97.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 2 37 33 43 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 134,073
COMMITMENTS
2,975 6,102 2,330 128,768 125,461 134,073 133,893 0 180
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,147)
200 502 -50 997 695 1,147 1,147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.6 1.7 96.0 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 8 4 42 35 49 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 175,646
COMMITMENTS
10,170 16,205 10,813 154,484 148,602 175,467 175,620 179 26
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -1,786)
-219 -710 83 -1,755 -1,154 -1,891 -1,781 105 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.2 6.2 88.0 84.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 12 13 48 50 66 68
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,244
COMMITMENTS
4,705 2,635 1,615 121,875 123,994 128,195 128,244 49 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 354)
-250 120 150 454 84 354 354 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.1 1.3 95.0 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,705
COMMITMENTS
1,450 700 810 37,445 38,195 39,705 39,705 0 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.8 2.0 94.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 25 13 29 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,515
COMMITMENTS
1,160 200 255 33,080 34,060 34,495 34,515 20 0
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.7 95.8 98.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 12 24 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 33,923
COMMITMENTS
1,050 0 300 32,309 33,408 33,659 33,708 264 215
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 220)
-149 0 0 200 220 51 220 169 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.9 95.2 98.5 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 30 28 32 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,701
COMMITMENTS
225 0 0 14,476 14,551 14,701 14,551 0 150
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -120 -120 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,451
COMMITMENTS
1,913 2,450 536 25,692 25,395 28,141 28,381 310 70
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 24)
-564 100 52 541 -123 29 29 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.6 1.9 90.3 89.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 4 28 25 34 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,536
COMMITMENTS
1,600 0 80 19,471 21,426 21,151 21,506 385 30
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,027)
605 0 -201 623 1,228 1,027 1,027 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.4 90.4 99.5 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 24 25 27 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,866
COMMITMENTS
3,426 4,605 938 37,467 36,293 41,831 41,836 35 30
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 665)
42 50 138 475 477 655 665 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.0 2.2 89.5 86.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 4 31 28 37 34
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,242
COMMITMENTS
403 0 12 21,088 22,087 21,503 22,099 739 143
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 108)
138 -62 12 -42 158 108 108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.1 94.8 99.3 96.7 99.4 3.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 26 19 28 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,230
COMMITMENTS
0 2,026 363 23,860 21,836 24,223 24,225 7 5
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -200)
0 225 -95 -95 -330 -190 -200 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 1.5 98.5 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 18 22 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,752
COMMITMENTS
154 350 120 15,466 15,114 15,740 15,584 12 168
CHANGES FROM 06/14/16 (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 2.2 0.8 98.2 95.9 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,588
COMMITMENTS
700 250 300 38,229 38,808 39,229 39,358 359 230
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -305)
0 0 0 -305 -305 -305 -305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.8 96.6 98.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 28 26 31 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,548
COMMITMENTS
465 0 18 15,635 16,354 16,118 16,372 430 176
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 345)
0 0 0 225 225 225 225 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.1 94.5 98.8 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 16 22 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,236
COMMITMENTS
1,043 0 49 13,099 14,145 14,191 14,194 45 42
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.3 92.0 99.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 24 20 25 21
Updated June 24, 2016