CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,058
COMMITMENTS
6,325 4,940 3,189 14,487 15,927 24,002 24,057 56 1
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 5,976)
854 284 2,002 3,104 3,689 5,961 5,976 15 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 20.5 13.3 60.2 66.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 4 5 8 11 20 19
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,690
COMMITMENTS
4,742 5,889 1,098 18,850 17,703 24,690 24,690 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3)
1 0 -2 4 5 3 3 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 23.9 4.4 76.3 71.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 2 7 8 15 13
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 32,116
COMMITMENTS
5,286 2,327 1,732 25,099 28,057 32,116 32,116 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,316)
473 313 -39 1,036 1,043 1,470 1,316 -153 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.2 5.4 78.2 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 2 6 13 9 24 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,085,875
COMMITMENTS
453,572 311,402 783,720 2811003 2974518 4048295 4069640 37,580 16,235
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 133,856)
35,370 391 35,464 61,757 96,934 132,591 132,789 1,265 1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.6 19.2 68.8 72.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
42 38 61 139 115 210 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,224,273
COMMITMENTS
211,006 115,060 1014398 998,464 1094301 2223868 2223759 405 515
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 53,581)
2,632 2,497 49,357 2,074 1,921 54,063 53,775 -482 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.2 45.6 44.9 49.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
26 16 40 48 55 90 95
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,637
COMMITMENTS
5,168 11,721 5,862 217,607 219,695 228,637 237,278 15,000 6,359
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 4,440)
-1,060 3,542 -181 5,660 3,315 4,419 6,676 21 -2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.8 2.4 89.3 90.2 93.8 97.4 6.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 9 7 37 32 46 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 117,889
COMMITMENTS
14,230 2,898 2,213 97,128 110,770 113,571 115,881 4,318 2,008
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,379)
1,837 1,014 133 1,742 2,070 3,712 3,217 -1,333 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.5 1.9 82.4 94.0 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 2 32 30 39 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,814
COMMITMENTS
708 11,950 4,396 219,734 211,512 224,838 227,858 7,976 4,956
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 898)
-540 -1,030 -302 1,894 2,290 1,052 958 -154 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.1 1.9 94.4 90.9 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 8 4 30 31 35 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 721,753
COMMITMENTS
68,316 3,088 12,534 633,620 698,389 714,470 714,011 7,283 7,742
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 14,754)
-7 -2,082 1,526 12,941 16,183 14,460 15,627 294 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.4 1.7 87.8 96.8 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 3 47 36 50 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,466
COMMITMENTS
671 17,293 2,043 300,495 281,861 303,209 301,197 7,257 9,269
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 6,483)
-488 -3,221 503 5,775 8,509 5,790 5,791 693 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.6 0.7 96.8 90.8 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 6 2 33 33 35 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,056
COMMITMENTS
1,150 3,593 6,320 240,531 241,185 248,001 251,098 10,055 6,958
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 6,771)
17 -1,867 1,074 7,063 6,872 8,154 6,079 -1,383 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.4 2.4 93.2 93.5 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 3 36 41 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,709
COMMITMENTS
1,292 587 4,741 100,431 98,591 106,464 103,919 3,245 5,790
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 527)
-2,122 21 1,201 4,580 -1,627 3,659 -405 -3,132 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 4.3 91.5 89.9 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 24 22 27 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,335
COMMITMENTS
695 5,355 4,508 94,874 93,282 100,077 103,145 8,258 5,190
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,939)
-216 -334 248 1,876 2,759 1,908 2,673 31 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.9 4.2 87.6 86.1 92.4 95.2 7.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 4 30 25 34 32
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,876
COMMITMENTS
2,029 1,637 1,246 72,472 72,669 75,747 75,552 11,129 11,324
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 868)
-350 115 -182 1,862 555 1,330 488 -462 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 1.4 83.4 83.6 87.2 87.0 12.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 13 18 15 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,429
COMMITMENTS
0 0 0 183,528 181,595 183,528 181,595 6,901 8,834
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 4,384)
0 0 0 4,384 3,410 4,384 3,410 0 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.4 96.4 95.4 3.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 23 26 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,378
COMMITMENTS
0 0 0 80,481 84,141 80,481 84,141 9,897 6,237
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -276)
0 0 0 -276 -276 -276 -276 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.0 93.1 89.0 93.1 11.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 12 17 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 348,488
COMMITMENTS
1,582 0 0 338,997 341,889 340,579 341,889 7,909 6,599
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,195)
30 -247 0 3,038 2,688 3,068 2,441 127 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 97.3 98.1 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 0 0 47 40 49 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,233
COMMITMENTS
2,163 3,978 2,918 70,053 60,540 75,134 67,436 3,099 10,797
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,602)
28 -415 287 1,498 2,911 1,813 2,783 789 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.1 3.7 89.5 77.4 96.0 86.2 4.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 22 20 24 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,970
COMMITMENTS
1,685 3,020 1,610 72,419 68,061 75,714 72,691 3,256 6,279
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,465)
180 -248 -89 1,314 -154 1,405 -491 60 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.8 2.0 91.7 86.2 95.9 92.0 4.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 19 15 21 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,948
COMMITMENTS
13,288 0 0 64,922 76,772 78,210 76,772 1,738 3,176
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.0 81.2 96.0 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 11 16 11
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,136
COMMITMENTS
13,397 9,579 1,178 63,482 67,294 78,057 78,051 1,079 1,085
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 7,712)
5,700 0 0 2,200 7,712 7,900 7,712 -188 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.1 1.5 80.2 85.0 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 1 24 21 29 27
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,986
COMMITMENTS
249 5,636 30 60,186 53,020 60,465 58,686 521 2,300
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,828)
-30 0 30 2,648 2,648 2,648 2,678 180 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.2 0.0 98.7 86.9 99.1 96.2 0.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 12 22 13 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,232
COMMITMENTS
1,391 12,475 524 155,526 144,836 157,441 157,835 8,791 8,397
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,739)
794 1,129 -147 4,663 2,259 5,310 3,241 -2,571 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.5 0.3 93.6 87.1 94.7 94.9 5.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 29 30 30 32
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,080
COMMITMENTS
0 682 0 25,029 25,722 25,029 26,404 2,051 676
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,056)
0 -240 0 2,635 3,116 2,635 2,876 421 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 92.4 95.0 92.4 97.5 7.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 11 13 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,730
COMMITMENTS
2,474 175 1,320 44,019 50,903 47,813 52,398 10,917 6,332
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.3 2.2 75.0 86.7 81.4 89.2 18.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 14 16 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,269
COMMITMENTS
0 3,864 3,702 96,210 93,985 99,912 101,551 7,357 5,718
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -2,466)
0 90 0 -2,466 -1,974 -2,466 -1,884 0 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 3.5 89.7 87.6 93.1 94.7 6.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 22 24 24 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,376
COMMITMENTS
0 779 497 71,364 73,841 71,861 75,117 10,515 7,259
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 6,236)
-1,487 -244 -5 5,204 6,072 3,712 5,823 2,524 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.6 86.6 89.6 87.2 91.2 12.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,393
COMMITMENTS
1,004 15,815 549 89,766 80,571 91,319 96,935 9,074 3,458
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,575)
0 700 30 815 234 845 964 730 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.8 0.5 89.4 80.3 91.0 96.6 9.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 14 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,650
COMMITMENTS
976 11,283 648 102,930 94,476 104,554 106,407 4,096 2,243
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,231)
475 -186 165 2,325 2,585 2,965 2,564 -734 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.4 0.6 94.7 87.0 96.2 97.9 3.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 20 20 21 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,888
COMMITMENTS
2,115 19,490 2,835 168,371 163,407 173,321 185,732 16,567 4,156
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 4,671)
-640 -223 523 5,611 4,624 5,494 4,924 -823 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.3 1.5 88.7 86.1 91.3 97.8 8.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 3 28 32 31 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,400
COMMITMENTS
1,580 587 310 18,775 19,895 20,665 20,792 735 608
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,330)
1,580 -280 310 1,290 2,940 3,180 2,970 150 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.7 1.4 87.7 93.0 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 14 16 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,386
COMMITMENTS
0 465 0 47,751 49,086 47,751 49,551 2,635 835
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 4,110)
-240 0 0 4,080 4,050 3,840 4,050 270 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 94.8 97.4 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 12 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 265,877
COMMITMENTS
3,539 8,500 3,041 252,465 250,621 259,045 262,162 6,832 3,715
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,164)
-668 -304 550 3,246 3,062 3,128 3,308 36 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.2 1.1 95.0 94.3 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 1 3 42 39 47 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 116,068
COMMITMENTS
0 0 0 111,787 113,592 111,787 113,592 4,281 2,476
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 6,080)
0 0 0 6,111 8,855 6,111 8,855 -31 -2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 97.9 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 26 24 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,629
COMMITMENTS
2,142 0 0 74,383 75,769 76,525 75,769 8,104 8,860
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 976)
0 0 0 1,588 120 1,588 120 -612 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 87.9 89.5 90.4 89.5 9.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 19 20 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,083
COMMITMENTS
0 1,008 0 78,262 84,064 78,262 85,072 10,821 4,011
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,162)
0 61 0 1,737 3,693 1,737 3,754 425 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 87.9 94.4 87.9 95.5 12.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 19 21 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 159,388
COMMITMENTS
13,883 9,334 18,301 126,393 131,367 158,577 159,002 811 386
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,030)
-808 499 123 3,637 2,410 2,952 3,031 78 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.9 11.5 79.3 82.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 12 17 48 50 67 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,146
COMMITMENTS
330 1,270 2,145 40,671 39,731 43,146 43,146 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 345)
-78 264 -108 531 213 345 369 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.9 5.0 94.3 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 7 3 29 24 35 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 414,040
COMMITMENTS
28,982 12,416 15,056 370,002 386,568 414,040 414,040 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 8,353)
1,848 5,816 -1,848 8,353 4,385 8,353 8,353 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.0 3.6 89.4 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 2 20 21 22 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,747,011
COMMITMENTS
50,286 16,874 40,630 1656095 1689507 1747011 1747011 -0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 33,249)
6,683 -3,920 3,136 23,430 34,033 33,249 33,249 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 2.3 94.8 96.7 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 4 6 37 43 46 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,930
COMMITMENTS
1,627 1,517 5,780 54,523 54,633 61,930 61,930 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -136)
-77 78 -17 -41 -196 -136 -136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 9.3 88.0 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 5 25 23 30 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 377,778
COMMITMENTS
3,512 2,514 27,113 347,153 348,151 377,778 377,778 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 20,257)
584 0 0 19,673 20,257 20,257 20,257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 7.2 91.9 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 18 17 20 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 545,430
COMMITMENTS
16,382 9,952 12,218 516,830 523,260 545,430 545,430 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 13,716)
-368 -2,352 0 14,084 16,068 13,716 13,716 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.8 2.2 94.8 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 2 26 31 30 34
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 46,364
COMMITMENTS
2,804 2,604 2,759 40,245 40,917 45,808 46,280 556 84
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 538)
-129 -46 107 880 859 858 920 -320 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.6 6.0 86.8 88.3 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 4 29 32 34 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,725
COMMITMENTS
150 420 0 67,274 67,281 67,424 67,701 301 24
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 4,035)
100 0 0 3,935 4,035 4,035 4,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 0.0 99.3 99.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 0 33 27 34 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,555
COMMITMENTS
110 100 180 80,876 81,275 81,166 81,555 389 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,670)
50 0 0 3,620 3,670 3,670 3,670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.2 99.2 99.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 1 35 31 37 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,595
COMMITMENTS
1,190 100 10 16,155 17,405 17,355 17,515 240 80
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.6 0.1 91.8 98.9 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 21 16 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 289,944
COMMITMENTS
0 13,136 6,320 283,624 270,488 289,944 289,944 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -784)
0 368 0 -784 -1,152 -784 -784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 2.2 97.8 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 22 20 23 23
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,169
COMMITMENTS
2,465 586 150 5,430 7,218 8,045 7,954 124 215
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 214)
4 -84 40 170 302 214 258 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.2 1.8 66.5 88.4 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 2 21 21 27 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,450
COMMITMENTS
1,060 500 140 22,010 22,730 23,210 23,370 240 80
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.1 0.6 93.9 96.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 23 21 24 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,995
COMMITMENTS
0 685 205 13,400 12,875 13,605 13,765 390 230
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 45 25 45 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.5 95.7 92.0 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 18 21 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,376
COMMITMENTS
636 76 285 16,822 16,420 17,743 16,781 633 1,595
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,288)
0 -22 22 1,415 1,246 1,437 1,246 -149 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 1.6 91.5 89.4 96.6 91.3 3.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 24 21 26 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,199
COMMITMENTS
0 10,153 1,135 52,678 42,734 53,813 54,022 386 177
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,210)
0 0 0 1,221 1,209 1,221 1,209 -11 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.7 2.1 97.2 78.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 2 32 30 34 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,713
COMMITMENTS
75 10,181 1,987 55,586 45,460 57,648 57,628 65 85
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 320)
0 15 0 320 305 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 17.6 3.4 96.3 78.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 5 33 33 39 40
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,445
COMMITMENTS
1,570 0 0 46,795 48,370 48,365 48,370 80 75
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,145)
25 0 0 1,120 1,145 1,145 1,145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.6 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 29 17 31 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,360
COMMITMENTS
1,240 0 0 46,960 48,275 48,200 48,275 160 85
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 340)
50 0 0 290 340 340 340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.1 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 27 16 28 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 379,633
COMMITMENTS
68,566 0 18,759 292,308 360,874 379,633 379,633 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 8,918)
0 0 0 8,918 8,918 8,918 8,918 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 4.9 77.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 3 28 33 32 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,489
COMMITMENTS
4,182 932 1,041 18,073 20,962 23,296 22,935 193 554
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 568)
72 -166 78 419 614 568 526 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 4.0 4.4 76.9 89.2 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 6 27 31 33 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,099
COMMITMENTS
386 818 642 19,071 18,639 20,099 20,099 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 465)
26 104 0 439 361 465 465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.1 3.2 94.9 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 17 13 21 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 539,120
COMMITMENTS
0 14,316 11,462 527,658 513,342 539,120 539,120 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 9,265)
0 0 0 9,265 9,265 9,265 9,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.1 97.9 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 19 20 20 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,163
COMMITMENTS
5,852 282 2,762 37,098 42,649 45,712 45,693 451 470
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 370)
-66 22 66 370 282 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.6 6.0 80.4 92.4 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 22 24 25
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,576
COMMITMENTS
3,558 371 530 12,062 14,392 16,150 15,293 426 1,283
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 261)
-6 0 44 223 217 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 2.2 3.2 72.8 86.8 97.4 92.3 2.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 4 16 23 21 28
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 194,800
COMMITMENTS
33,827 0 1,159 159,814 193,641 194,800 194,800 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 767)
-4,688 0 1,159 4,296 -392 767 767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.0 0.6 82.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 16 18 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,247
COMMITMENTS
1,299 0 176 10,278 11,224 11,753 11,400 494 847
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 192)
-132 0 132 192 60 192 192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 1.4 83.9 91.6 96.0 93.1 4.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 19 18 22 19
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 108,022
COMMITMENTS
7,001 0 0 101,021 108,022 108,022 108,022 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 368)
0 0 0 368 368 368 368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 93.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 21 20 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,158
COMMITMENTS
584 0 1,079 22,495 23,079 24,158 24,158 0 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 285)
0 0 0 285 285 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 4.5 93.1 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 18 16 19
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 97,434
COMMITMENTS
2,556 13,380 12,614 80,449 69,662 95,618 95,656 1,816 1,778
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 4,061)
38 951 608 2,211 1,308 2,857 2,867 1,204 1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 13.7 12.9 82.6 71.5 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 13 20 16
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,260
COMMITMENTS
0 850 50 27,910 27,240 27,960 28,140 300 120
CHANGES FROM 05/12/15 (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 3.0 0.2 98.8 96.4 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 16 22 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,655
COMMITMENTS
0 900 0 24,355 23,395 24,355 24,295 300 360
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 98.8 94.9 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 11 19 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,481
COMMITMENTS
0 100 0 24,481 24,341 24,481 24,441 0 40
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 22 16 22 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,919
COMMITMENTS
0 0 0 21,670 21,904 21,670 21,904 249 15
CHANGES FROM 05/12/15 (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 98.9 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 12 19 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,030
COMMITMENTS
0 50 0 18,320 18,740 18,320 18,790 710 240
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.3 98.5 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 12 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,935
COMMITMENTS
0 0 0 11,495 11,875 11,495 11,875 440 60
CHANGES FROM 05/12/15 (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 96.3 99.5 96.3 99.5 3.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 6 19 6
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,947
COMMITMENTS
0 0 0 12,647 12,947 12,647 12,947 300 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 8 20 8
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,247
COMMITMENTS
2,265 70 50 115,812 118,127 118,127 118,247 120 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,965)
200 0 0 2,765 2,965 2,965 2,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 0.0 97.9 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 36 34 39 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 141,772
COMMITMENTS
2,015 250 520 139,222 141,002 141,757 141,772 15 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,405)
50 0 0 3,355 3,405 3,405 3,405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 98.2 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 3 41 37 45 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 147,538
COMMITMENTS
17,202 4,043 7,278 122,779 136,116 147,259 147,437 279 101
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 512)
-140 -183 365 286 314 511 496 1 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.7 4.9 83.2 92.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 8 9 42 40 54 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,419
COMMITMENTS
1,575 2,030 3,280 92,319 92,094 97,174 97,404 245 15
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 678)
-420 0 0 1,068 678 648 678 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 3.4 94.8 94.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 38 31 45 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,980
COMMITMENTS
150 565 0 25,690 25,415 25,840 25,980 140 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 240 120 240 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 0.0 98.9 97.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 28 12 29 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,335
COMMITMENTS
0 215 50 23,135 22,935 23,185 23,200 150 135
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 260)
0 0 0 260 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.2 99.1 98.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 24 9 25 10
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 24,995
COMMITMENTS
0 935 265 24,630 23,505 24,895 24,705 100 290
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,300 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.1 98.5 94.0 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 28 22 29 24
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,037
COMMITMENTS
2,343 2,670 755 30,334 30,552 33,432 33,977 605 60
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 9)
0 0 0 14 -11 14 -11 -5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.8 2.2 89.1 89.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 21 23 25 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,861
COMMITMENTS
3,275 0 0 16,872 20,861 20,147 20,861 714 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.0 0.0 80.9 100.0 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 18 20 20 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,273
COMMITMENTS
250 210 200 24,663 24,808 25,113 25,218 160 55
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 814)
0 0 0 814 814 814 814 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 0.8 97.6 98.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 25 24 27 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,891
COMMITMENTS
600 720 0 22,211 22,171 22,811 22,891 80 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.1 0.0 97.0 96.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 23 24 24 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,504
COMMITMENTS
0 940 0 15,501 14,564 15,501 15,504 3 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 15 21 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,728
COMMITMENTS
0 0 0 9,948 10,688 9,948 10,688 780 40
CHANGES FROM 05/12/15 (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 92.7 99.6 92.7 99.6 7.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,255
COMMITMENTS
25 2,460 290 28,630 26,265 28,945 29,015 310 240
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 930)
0 0 0 720 930 720 930 210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.4 1.0 97.9 89.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 26 21 28 23
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 9,716
COMMITMENTS
975 0 0 7,410 9,581 8,385 9,581 1,331 135
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -10 -35 -10 -35 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 76.3 98.6 86.3 98.6 13.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 17 17 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,241
COMMITMENTS
2,027 100 240 8,554 10,521 10,821 10,861 420 380
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 230)
30 0 0 200 50 230 50 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.9 2.1 76.1 93.6 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 15 17 17 20
Updated May 22, 2015