CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,881
COMMITMENTS
2,578 581 175 4,118 6,124 6,871 6,880 10 1
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,783)
-633 50 -50 -1,100 -1,783 -1,783 -1,783 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 8.4 2.5 59.8 89.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 2 7 7 16 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 34,411
COMMITMENTS
15,541 3,598 7,762 11,059 22,955 34,361 34,314 50 97
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -8,178)
-3,382 -4,046 -1,183 -3,599 -3,046 -8,163 -8,275 -15 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 10.5 22.6 32.1 66.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 8 10 10 11 29 24
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,725
COMMITMENTS
2,375 7,104 0 6,350 1,621 8,725 8,725 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -971)
39 -661 -400 -610 90 -971 -971 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 81.4 0.0 72.8 18.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 0 6 4 11 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,725
COMMITMENTS
17,850 25,395 650 13,225 5,680 31,725 31,725 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 300)
300 -850 -400 400 1,550 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 80.0 2.0 41.7 17.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 3 8 4 18 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,770
COMMITMENTS
6,010 14,435 1,045 10,715 2,250 17,770 17,730 0 40
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0)
0 -400 -850 850 1,250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 81.2 5.9 60.3 12.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 9 4 8 4 20 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,047
COMMITMENTS
4,467 248 3,687 20,893 25,112 29,047 29,047 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 93)
-1 -4,853 -1,031 1,125 5,976 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.9 12.7 71.9 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 7 9 9 18 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,170
COMMITMENTS
4,932 5,829 6,791 48,426 47,509 60,150 60,130 20 40
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,316)
-247 -1,049 -1,239 -830 -28 -2,316 -2,316 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.7 11.3 80.5 79.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 9 16 15 29 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 13,810
COMMITMENTS
8,225 8,260 500 5,075 5,050 13,800 13,810 10 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0)
0 -1,450 0 0 1,450 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 59.8 3.6 36.7 36.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 7 2 5 5 15 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 10,000
COMMITMENTS
4,425 3,620 320 5,235 6,060 9,980 10,000 20 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 50)
0 -1,850 0 50 1,900 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 36.2 3.2 52.4 60.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 1 6 6 15 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,420
COMMITMENTS
5,420 7,770 600 8,400 6,050 14,420 14,420 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 800)
800 300 -50 50 550 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 53.9 4.2 58.3 42.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 2 6 5 15 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,787,222
COMMITMENTS
871,876 109,207 728,632 3100722 3904142 4701230 4741981 85,992 45,241
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 89,341)
91,781 -13,234 -14,002 -23,327 81,912 54,452 54,676 34,889 34,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 2.3 15.2 64.8 81.6 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
61 20 62 142 124 216 195
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,837,045
COMMITMENTS
71,514 75,016 777,188 983,419 982,729 1832121 1834933 4,924 2,112
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -218,794)
-58,061 -16,952 -143,219 -16,455 -58,559 -217,734 -218,729 -1,060 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.1 42.3 53.5 53.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 19 35 49 51 87 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,790
COMMITMENTS
27,391 0 6,789 221,479 261,225 255,659 268,014 17,131 4,776
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 6,636)
-1,434 -1,306 -8,353 14,738 16,486 4,951 6,827 1,685 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 2.5 81.2 95.8 93.7 98.2 6.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 0 7 37 32 52 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,578
COMMITMENTS
872 7,171 3,150 142,946 137,642 146,968 147,963 7,610 6,615
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 8,737)
592 1,189 538 8,052 6,709 9,182 8,436 -445 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.6 2.0 92.5 89.0 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 5 25 30 30 39
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,071
COMMITMENTS
2,756 887 2,573 207,761 215,536 213,090 218,996 13,981 8,075
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,708)
-536 -3,604 -2,964 7,370 9,854 3,870 3,286 -1,162 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 1.1 91.5 94.9 93.8 96.4 6.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 33 34 37 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 841,073
COMMITMENTS
985 8,307 5,407 820,254 821,947 826,646 835,661 14,427 5,412
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 19,362)
-568 -2,138 -11,803 32,335 33,344 19,964 19,403 -602 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.6 97.5 97.7 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 3 54 36 59 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,459
COMMITMENTS
6,062 246 1,301 329,107 333,088 336,470 334,635 6,989 8,824
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,134)
-2,180 -2,739 -2,841 3,106 2,430 -1,915 -3,150 781 2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 0.4 95.8 97.0 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 1 1 42 44 44 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,802
COMMITMENTS
6,330 2,469 2,383 282,861 292,814 291,574 297,666 7,228 1,136
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 9,469)
-6,294 1,159 -306 16,111 8,566 9,511 9,419 -42 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.8 0.8 94.7 98.0 97.6 99.6 2.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 4 4 43 44 48 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,467
COMMITMENTS
2,466 1,785 2,446 101,788 94,330 106,700 98,561 4,767 12,906
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,511)
-1,491 1,413 1,307 2,757 152 2,573 2,872 -62 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.6 2.2 91.3 84.6 95.7 88.4 4.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 23 24 25 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,633
COMMITMENTS
159 15,269 3,433 122,208 109,359 125,800 128,061 6,833 4,572
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,090)
0 -1,897 392 635 3,205 1,027 1,700 63 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.5 2.6 92.1 82.5 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 4 32 28 36 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,567
COMMITMENTS
0 0 0 26,950 27,381 26,950 27,381 617 186
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 4,309)
0 0 0 4,274 4,433 4,274 4,433 35 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.3 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 11 19 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,396
COMMITMENTS
968 1,567 1,350 100,025 101,012 102,343 103,929 9,053 7,467
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,646)
-7,543 899 126 8,871 758 1,454 1,783 192 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.4 1.2 89.8 90.7 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 21 22 23 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,924
COMMITMENTS
0 0 0 154,034 151,389 154,034 151,389 6,890 9,535
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,327)
0 0 0 3,359 3,509 3,359 3,509 -32 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 94.1 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 25 28 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,893
COMMITMENTS
0 0 0 68,348 70,698 68,348 70,698 8,545 6,195
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -434)
0 -1,478 0 1,300 1,168 1,300 -310 -1,734 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 91.9 88.9 91.9 11.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 15 18 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,883
COMMITMENTS
1,290 0 0 20,182 22,503 21,472 22,503 2,411 1,380
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,767)
62 -600 0 1,240 2,305 1,302 1,705 465 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 84.5 94.2 89.9 94.2 10.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 9 15 11 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 350,560
COMMITMENTS
2,869 1,514 4,241 333,901 335,713 341,011 341,468 9,549 9,092
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,772)
68 -272 -1,540 5,587 6,535 4,115 4,723 -1,343 -1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 1.2 95.2 95.8 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 2 4 51 44 56 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,083
COMMITMENTS
930 2,035 1,113 78,813 73,551 80,856 76,699 5,227 9,384
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 4,426)
-846 1,415 -236 5,090 2,901 4,008 4,080 418 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.4 1.3 91.6 85.4 93.9 89.1 6.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 17 17 21 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,617
COMMITMENTS
1,232 0 0 14,948 14,632 16,180 14,632 1,437 2,985
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,018)
496 -620 0 2,210 4,006 2,706 3,386 312 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 84.8 83.1 91.8 83.1 8.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 11 13 14 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,814
COMMITMENTS
4,442 5,842 1,004 67,169 66,481 72,615 73,327 6,199 5,487
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 85)
730 -7,202 -163 -1,148 7,845 -581 480 666 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.4 1.3 85.2 84.4 92.1 93.0 7.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 16 21 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,665
COMMITMENTS
20,217 3,441 0 65,991 84,479 86,208 87,920 3,457 1,745
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 35,154)
13,175 3,193 0 19,600 31,852 32,775 35,045 2,379 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 3.8 0.0 73.6 94.2 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 4 0 23 31 29 35
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,154
COMMITMENTS
55,929 7,731 0 87,227 135,856 143,156 143,587 1,998 1,567
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 33,511)
13,826 -3,427 -310 18,811 36,771 32,327 33,034 1,184 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 5.3 0.0 60.1 93.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 6 0 35 41 50 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,563
COMMITMENTS
0 0 0 60,643 59,801 60,643 59,801 920 1,762
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 7,902)
0 0 0 7,560 6,442 7,560 6,442 342 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.1 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 22 21 22 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,264
COMMITMENTS
115 0 972 206,153 206,887 207,240 207,859 9,024 8,405
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -322)
100 0 -248 -155 217 -303 -31 -19 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 95.3 95.7 95.8 96.1 4.2 3.9
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 32,905
COMMITMENTS
0 635 644 31,466 28,845 32,110 30,124 795 2,781
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,697)
0 224 0 2,842 2,287 2,842 2,511 -145 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 2.0 95.6 87.7 97.6 91.5 2.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 20 16 21 18
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,012
COMMITMENTS
0 3,116 937 45,019 43,338 45,956 47,391 6,056 4,621
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 688)
-486 568 244 654 -248 412 564 276 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 1.8 86.6 83.3 88.4 91.1 11.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 2 18 19 20 23
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,705
COMMITMENTS
0 11,037 926 96,719 87,525 97,645 99,488 8,060 6,217
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -861)
0 -3,636 124 -402 3,172 -278 -340 -583 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.9 91.5 82.8 92.4 94.1 7.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 22 29 24 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,522
COMMITMENTS
7,628 0 1,582 104,094 113,237 113,304 114,819 9,218 7,703
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 609)
345 0 0 1,825 564 2,170 564 -1,561 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 1.3 85.0 92.4 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 20 15 25 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,014
COMMITMENTS
682 0 0 98,716 101,264 99,398 101,264 3,616 1,750
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,641)
-302 0 0 3,572 1,598 3,270 1,598 -1,629 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.8 98.3 96.5 98.3 3.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 16 24 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,190
COMMITMENTS
1,804 248 388 103,132 107,406 105,324 108,042 5,866 3,148
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,283)
-243 -31 333 2,554 868 2,644 1,170 -361 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.3 92.8 96.6 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 20 23 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,744
COMMITMENTS
1,441 9,372 2,332 100,666 99,971 104,439 111,675 16,305 9,069
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 320)
-931 -278 620 1,083 -314 772 28 -452 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.8 1.9 83.4 82.8 86.5 92.5 13.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 30 30 32 35
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,890
COMMITMENTS
390 3,848 240 17,270 14,235 17,900 18,323 1,990 1,567
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,131)
-920 0 0 3,149 2,601 2,229 2,601 902 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 19.3 1.2 86.8 71.6 90.0 92.1 10.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 12 10 14 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,768
COMMITMENTS
4,153 914 0 45,978 51,580 50,131 52,494 2,637 274
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,259)
-1,608 465 -31 3,799 2,704 2,160 3,138 99 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.7 0.0 87.1 97.7 95.0 99.5 5.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 0 24 22 27 24
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,882
COMMITMENTS
217 1,255 0 47,321 47,323 47,538 48,578 1,344 304
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,519)
217 341 0 1,384 1,054 1,601 1,395 -82 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.6 0.0 96.8 96.8 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 21 17 22 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,648
COMMITMENTS
7,981 5,070 2,521 186,768 188,939 197,270 196,530 5,378 6,118
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,527)
709 372 -366 2,970 3,085 3,313 3,091 -786 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.5 1.2 92.2 93.2 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 6 6 42 43 48 53
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 108,808
COMMITMENTS
0 0 0 99,897 102,150 99,897 102,150 8,911 6,658
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 14,013)
0 0 0 14,939 15,059 14,939 15,059 -926 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 93.9 91.8 93.9 8.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 19 17 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,586
COMMITMENTS
0 0 0 77,835 78,547 77,835 78,547 8,751 8,039
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -62)
0 0 0 -62 -62 -62 -62 0 0
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,587
COMMITMENTS
626 465 490 80,938 82,890 82,054 83,845 8,533 6,742
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,639)
626 0 490 2,831 2,371 3,947 2,861 -1,308 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.5 89.3 91.5 90.6 92.6 9.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 17 21 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 96,574
COMMITMENTS
2,697 0 0 83,672 91,458 86,369 91,458 10,205 5,116
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,729)
0 0 0 2,678 3,379 2,678 3,379 1,051 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 86.6 94.7 89.4 94.7 10.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 13 19 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,409
COMMITMENTS
29,058 11,157 16,074 120,707 138,628 165,839 165,859 570 550
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 363)
-649 -794 -700 1,719 1,756 370 262 -7 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 6.7 9.7 72.5 83.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 13 26 55 53 86 81
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,493
COMMITMENTS
1,703 1,699 336 43,454 43,459 45,493 45,493 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,245)
-3 98 105 1,143 1,042 1,245 1,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.7 0.7 95.5 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 1 27 24 34 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 373,446
COMMITMENTS
5,480 608 344 367,622 372,494 373,446 373,446 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,640)
-1,346 0 0 3,986 2,640 2,640 2,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.1 98.4 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 24 22 27 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,546,544
COMMITMENTS
42,642 81,037 67,401 1436501 1398106 1546544 1546544 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -14,653)
-2,792 5,040 -841 -11,020 -18,852 -14,653 -14,653 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.2 4.4 92.9 90.4 100.0 100.0 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,322
COMMITMENTS
4,042 6,768 660 64,620 61,894 69,322 69,322 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 144)
183 261 -134 96 17 144 144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.8 1.0 93.2 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 8 5 24 26 32 36
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 381,465
COMMITMENTS
2,872 616 320 378,273 380,529 381,465 381,465 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -6,375)
-344 0 0 -6,031 -6,375 -6,375 -6,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.1 99.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 18 19 20 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 412,919
COMMITMENTS
4,768 728 8,632 399,519 403,559 412,919 412,919 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 8,625)
2,368 0 0 6,257 8,625 8,625 8,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 2.1 96.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 27 29 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,069
COMMITMENTS
1,594 469 553 36,325 37,412 38,472 38,434 597 635
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 782)
-20 387 20 825 375 825 782 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.2 1.4 93.0 95.8 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 2 2 31 27 38 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,958
COMMITMENTS
290 0 0 55,194 55,935 55,484 55,935 474 23
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -562)
0 0 0 -452 -562 -452 -562 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.6 100.0 99.2 100.0 0.8 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,303
COMMITMENTS
1,894 50 0 83,174 85,206 85,068 85,256 235 47
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -62)
950 0 0 -902 -62 48 -62 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.1 0.0 97.5 99.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 0 35 31 40 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,240
COMMITMENTS
900 975 0 18,778 19,145 19,678 20,120 562 120
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 200)
50 300 0 150 -100 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.8 0.0 92.8 94.6 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 17 15 19 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 316,656
COMMITMENTS
3,688 0 752 312,216 315,904 316,656 316,656 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -8,008)
424 0 0 -8,432 -8,008 -8,008 -8,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.2 98.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 22 18 23 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,774
COMMITMENTS
1,639 948 190 7,793 8,594 9,622 9,732 152 42
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 133)
-12 10 22 107 97 117 129 16 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.7 1.9 79.7 87.9 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 3 22 18 29 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,705
COMMITMENTS
7,150 0 0 7,495 14,585 14,645 14,585 60 120
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,150)
0 0 0 1,150 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 0.0 0.0 51.0 99.2 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 12 16 16 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,490
COMMITMENTS
2,005 300 575 9,285 11,615 11,865 12,490 625 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 220)
175 0 0 45 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.4 4.6 74.3 93.0 95.0 100.0 5.0 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 06/28/16 |
--------------------------------------------------------------| 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 06/21/16 (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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,756
COMMITMENTS
350 1,550 0 27,406 26,071 27,756 27,621 0 135
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 715)
100 300 0 615 400 715 700 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.6 0.0 98.7 93.9 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 25 25 27 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,678
COMMITMENTS
110 75 600 22,783 22,953 23,493 23,628 185 50
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 441)
60 0 0 376 456 436 456 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 2.5 96.2 96.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 22 26 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,475
COMMITMENTS
845 274 87 21,242 21,453 22,174 21,814 301 661
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -798)
-63 -20 0 -778 -735 -841 -755 43 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.2 0.4 94.5 95.5 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 28 24 34 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,477
COMMITMENTS
1,901 4,083 706 55,850 53,542 58,457 58,331 20 146
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 550)
555 -303 -51 166 904 670 550 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.0 1.2 95.5 91.6 100.0 99.8 0.0 0.2
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,092
COMMITMENTS
1,691 5,355 3,985 70,376 66,747 76,052 76,087 40 5
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 319)
437 986 -830 712 193 319 349 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.0 5.2 92.5 87.7 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,875
COMMITMENTS
880 0 0 50,640 51,875 51,520 51,875 355 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 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 14 26 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,635
COMMITMENTS
1,545 0 0 58,055 59,635 59,600 59,635 35 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 110)
20 0 0 90 110 110 110 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 371,863
COMMITMENTS
49,404 26,417 1,544 320,915 343,902 371,863 371,863 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 17,656)
9,034 0 -1,538 10,160 19,194 17,656 17,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 7.1 0.4 86.3 92.5 100.0 100.0 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,482
COMMITMENTS
1,762 2,157 2,372 24,222 23,698 28,356 28,227 126 255
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 197)
-82 20 -19 277 196 176 197 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.6 8.3 85.0 83.2 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,036
COMMITMENTS
1,314 1,683 102 36,620 36,251 38,036 38,036 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -126)
155 -156 -100 -181 130 -126 -126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.4 0.3 96.3 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 1 19 11 23 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 294,057
COMMITMENTS
0 19,184 0 294,057 274,873 294,057 294,057 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,414
COMMITMENTS
618 1,147 0 21,649 20,822 22,267 21,969 147 445
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -167)
0 0 0 -126 -208 -126 -208 -41 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.1 0.0 96.6 92.9 99.3 98.0 0.7 2.0
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,143
COMMITMENTS
1,865 215 702 11,214 11,954 13,781 12,871 362 1,272
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -20)
-40 0 40 -40 -60 -40 -20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 1.5 5.0 79.3 84.5 97.4 91.0 2.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 17 19 22 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 178,007
COMMITMENTS
9,313 4,746 1,520 166,790 171,357 177,623 177,623 384 384
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 4,680)
0 -1,560 760 4,720 6,280 5,480 5,480 -800 -800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.7 0.9 93.7 96.3 99.8 99.8 0.2 0.2
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,328
COMMITMENTS
0 2,981 499 18,448 15,274 18,947 18,754 381 574
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 666)
0 -29 69 597 583 666 623 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 2.6 95.4 79.0 98.0 97.0 2.0 3.0
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 205,224
COMMITMENTS
0 9,270 793 204,431 195,161 205,224 205,224 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 19,265)
0 0 0 19,265 19,265 19,265 19,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.4 99.6 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 22 18 23 21
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 8,685
COMMITMENTS
0 660 250 7,910 7,775 8,160 8,685 525 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 60)
0 300 -200 260 60 60 160 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 2.9 91.1 89.5 94.0 100.0 6.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 12 16 13 19
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,710
COMMITMENTS
100 675 0 10,550 10,000 10,650 10,675 60 35
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,405)
0 0 0 1,475 1,480 1,475 1,480 -70 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.3 0.0 98.5 93.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 16 13 17 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,636
COMMITMENTS
694 972 0 24,942 24,664 25,636 25,636 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 356)
0 0 0 356 356 356 356 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: 28)
2 2 0 19 17 21 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 219,359
COMMITMENTS
0 0 0 219,359 219,359 219,359 219,359 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 8,647)
0 0 0 8,647 8,647 8,647 8,647 0 0
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: 21)
0 0 0 15 15 15 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,060
COMMITMENTS
420 1,400 0 11,455 10,625 11,875 12,025 185 35
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.6 0.0 95.0 88.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,325
COMMITMENTS
400 3,330 200 13,515 10,720 14,115 14,250 210 75
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 125)
0 0 0 215 125 215 125 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 23.2 1.4 94.3 74.8 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 16 14 18 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 719,359
COMMITMENTS
41,104 93,206 135,875 539,517 490,278 716,495 719,359 2,863 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,507)
178 5,459 -1,294 4,517 -658 3,401 3,507 106 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.0 18.9 75.0 68.2 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,895
COMMITMENTS
0 45 0 19,650 19,850 19,650 19,895 245 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,706
COMMITMENTS
1,175 200 0 22,411 23,506 23,586 23,706 120 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.8 0.0 94.5 99.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 19 18 23 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,470
COMMITMENTS
225 325 0 15,947 16,145 16,172 16,470 298 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 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: 28)
2 1 0 18 17 20 18
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| 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 06/21/16 (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 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 06/28/16 |
--------------------------------------------------------------| 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 06/21/16 (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 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,680
COMMITMENTS
330 0 70 20,890 21,540 21,290 21,610 390 70
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,512
COMMITMENTS
980 0 50 22,067 23,392 23,097 23,442 415 70
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 50)
100 0 0 -50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.2 93.9 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,403
COMMITMENTS
4,595 2,085 265 112,543 114,863 117,403 117,213 0 190
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 880)
0 125 -10 890 765 880 880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.8 0.2 95.9 97.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 5 2 37 32 43 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 134,511
COMMITMENTS
2,975 6,226 2,205 129,331 125,900 134,511 134,331 0 180
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 438)
0 124 -125 563 439 438 438 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.6 1.6 96.1 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 8 3 42 35 48 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 178,767
COMMITMENTS
11,110 17,159 11,013 156,336 150,574 178,459 178,746 308 21
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 3,121)
940 954 200 1,852 1,972 2,992 3,126 129 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.6 6.2 87.5 84.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 13 13 48 50 66 69
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,972
COMMITMENTS
4,590 2,875 1,630 122,702 124,467 128,922 128,972 50 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 728)
-115 240 15 827 473 727 728 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.2 1.3 95.1 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 5 41 36 46 44
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,760
COMMITMENTS
1,525 900 535 37,700 38,325 39,760 39,760 0 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 55)
75 200 -275 255 130 55 55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 1.3 94.8 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 24 14 27 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,320
COMMITMENTS
1,185 200 255 33,860 34,865 35,300 35,320 20 0
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 805)
25 0 0 780 805 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.7 95.9 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 34,243
COMMITMENTS
1,050 0 300 32,629 33,728 33,979 34,028 264 215
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.9 95.3 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,302
COMMITMENTS
225 0 0 14,077 14,152 14,302 14,152 0 150
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -399)
0 0 0 -399 -399 -399 -399 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,380
COMMITMENTS
1,759 2,487 601 25,720 25,167 28,080 28,255 300 125
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -71)
-154 37 65 28 -228 -61 -126 -10 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 8.8 2.1 90.6 88.7 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 4 3 30 25 36 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,164
COMMITMENTS
1,841 0 50 18,888 21,084 20,779 21,134 385 30
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -372)
241 0 -30 -583 -342 -372 -372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.2 89.2 99.6 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 25 25 28 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,984
COMMITMENTS
2,805 4,620 1,201 37,873 36,133 41,879 41,954 105 30
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 118)
-621 15 263 406 -160 48 118 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.0 2.9 90.2 86.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 5 31 30 38 36
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,977
COMMITMENTS
403 0 12 19,952 20,950 20,367 20,962 610 15
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,265)
0 0 0 -1,136 -1,137 -1,136 -1,137 -129 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 95.1 99.9 97.1 99.9 2.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 27 20 29 21
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,463
COMMITMENTS
0 1,498 571 23,840 22,389 24,411 24,458 52 5
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 233)
0 -528 208 -20 553 188 233 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.3 97.5 91.5 99.8 100.0 0.2 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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,388
COMMITMENTS
0 376 130 16,226 15,714 16,356 16,220 32 168
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 636)
-154 26 10 760 600 616 636 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.8 99.0 95.9 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 16 16 17 19
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,178
COMMITMENTS
700 250 300 38,819 39,398 39,819 39,948 359 230
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 590)
0 0 0 590 590 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.7 96.6 98.1 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 29 26 32 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,623
COMMITMENTS
465 0 18 15,710 16,429 16,193 16,447 430 176
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
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 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,796
COMMITMENTS
1,038 0 49 13,664 14,705 14,751 14,754 45 42
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 560)
-5 0 0 565 560 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.3 92.3 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 July 1, 2016