CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,141
COMMITMENTS
10,162 6,449 300 12,624 16,392 23,086 23,141 55 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -5,071)
-1,836 -571 -1,094 -2,142 -3,406 -5,072 -5,071 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 27.9 1.3 54.6 70.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 5 5 8 9 22 16
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 24,479
COMMITMENTS
5,302 5,889 1,041 18,137 17,549 24,479 24,479 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -508)
2 0 -2 -508 -506 -508 -508 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 24.1 4.3 74.1 71.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 2 7 8 15 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,052
COMMITMENTS
5,971 3,268 981 22,100 24,803 29,052 29,052 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -1,030)
353 56 -17 -1,341 -1,069 -1,005 -1,030 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 11.2 3.4 76.1 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 5 12 9 23 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,937,884
COMMITMENTS
322,938 331,004 788,401 2789741 2801537 3901080 3920942 36,804 16,942
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -161,837)
15,469 -63,012 -27,423 -148,759 -73,891 -160,713 -164,326 -1,124 2,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 8.4 20.0 70.8 71.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
34 44 57 134 115 197 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,045,114
COMMITMENTS
183,801 99,108 957,143 903,627 988,277 2044571 2044527 543 587
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -211,508)
-36,039 -19,731 -113,283 -62,256 -78,613 -211,578 -211,627 70 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.8 46.8 44.2 48.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
26 18 42 47 54 91 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,019
COMMITMENTS
12,860 8,151 3,904 235,087 249,443 251,851 261,498 15,168 5,521
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 8,221)
-970 262 -607 8,402 8,200 6,825 7,855 1,396 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.1 1.5 88.0 93.4 94.3 97.9 5.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 4 5 37 34 48 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,378
COMMITMENTS
9,909 3,269 1,455 107,751 114,123 119,115 118,847 4,263 4,531
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,183)
438 -1,435 -688 4,750 4,941 4,500 2,818 683 2,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.6 1.2 87.3 92.5 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 2 33 32 37 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,447
COMMITMENTS
2,774 13,111 2,958 217,262 206,562 222,994 222,631 8,453 8,816
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,360)
-346 2,168 176 4,409 2,723 4,239 5,067 121 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.7 1.3 93.9 89.2 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 4 29 29 34 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,055
COMMITMENTS
57,843 560 11,647 644,910 703,992 714,400 716,199 7,655 5,856
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,541)
285 -301 -441 4,485 5,585 4,329 4,843 212 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.1 1.6 89.3 97.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 4 45 38 49 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,028
COMMITMENTS
682 18,435 2,885 311,902 292,849 315,469 314,169 6,559 7,859
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,650)
190 1,684 -179 5,606 4,450 5,617 5,955 33 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 0.9 96.9 90.9 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 7 3 38 37 41 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,286
COMMITMENTS
0 3,747 7,070 246,649 244,581 253,719 255,398 8,567 6,888
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 7,558)
0 -313 228 7,996 6,667 8,224 6,582 -666 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 2.7 94.0 93.2 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 4 3 37 42 40 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,710
COMMITMENTS
2,327 0 3,612 96,684 100,060 102,623 103,672 6,087 5,038
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,270)
-122 0 531 1,585 2,355 1,994 2,886 276 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.3 88.9 92.0 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 22 22 24 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,487
COMMITMENTS
1,152 8,863 3,500 103,879 98,083 108,531 110,446 5,956 4,041
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,835)
155 914 -238 5,792 4,211 5,709 4,887 -1,874 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.7 3.1 90.7 85.7 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 6 33 28 40 35
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,087
COMMITMENTS
0 2,223 0 22,296 20,774 22,296 22,997 791 90
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 992)
0 553 0 744 589 744 1,142 248 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.0 96.6 90.0 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 13 10 13 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,661
COMMITMENTS
1,109 2,250 1,673 72,073 69,106 74,855 73,029 9,806 11,632
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 275)
-177 -120 324 128 71 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.7 2.0 85.1 81.6 88.4 86.3 11.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 16 17 18 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,579
COMMITMENTS
0 0 0 188,539 190,829 188,539 190,829 7,040 4,750
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,104)
0 0 0 2,160 5,612 2,160 5,612 -56 -3,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 97.6 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 24 29 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,297
COMMITMENTS
0 0 0 81,450 83,985 81,450 83,985 9,847 7,312
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -457)
-310 0 0 -178 -147 -488 -147 31 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 92.0 89.2 92.0 10.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 12 18 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 345,041
COMMITMENTS
4,468 1,143 309 328,514 336,910 333,291 338,362 11,750 6,679
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -3,508)
248 86 309 -4,803 -4,434 -4,246 -4,039 738 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 0.1 95.2 97.6 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 1 46 40 50 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,530
COMMITMENTS
947 4,407 3,072 73,165 67,347 77,184 74,826 5,346 7,704
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -614)
-372 123 248 -366 81 -490 452 -124 -1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.3 3.7 88.7 81.6 93.5 90.7 6.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 25 22 27 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,638
COMMITMENTS
0 341 0 18,700 19,740 18,700 20,081 2,938 1,557
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 155)
0 0 0 0 124 0 124 155 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 86.4 91.2 86.4 92.8 13.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 12 12 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,538
COMMITMENTS
441 1,807 1,631 70,020 69,543 72,092 72,981 3,446 2,557
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -495)
-519 0 119 -309 -493 -709 -374 214 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.4 2.2 92.7 92.1 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 19 22 21
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,103
COMMITMENTS
10,732 2,449 1,736 92,782 98,946 105,250 103,131 1,853 3,972
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 16,845)
1,215 2,449 1,240 14,179 12,164 16,634 15,853 211 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.3 1.6 86.6 92.4 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 5 1 28 23 34 29
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,464
COMMITMENTS
8,090 2,251 4,514 90,026 94,356 102,630 101,121 1,834 3,343
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 21,877)
666 1,860 1,913 19,412 17,160 21,991 20,933 -114 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.2 4.3 86.2 90.3 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 4 4 34 30 41 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,455
COMMITMENTS
0 4,892 0 62,845 56,467 62,845 61,359 610 2,096
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,023)
0 0 0 871 988 871 988 152 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 99.0 89.0 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 17 25 17 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,002
COMMITMENTS
342 10,997 1,420 162,717 153,780 164,479 166,197 9,523 7,805
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,698)
-185 -369 538 3,653 4,207 4,006 4,376 -308 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.3 0.8 93.5 88.4 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 31 32 32 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 33,591
COMMITMENTS
1,209 0 0 30,980 32,060 32,189 32,060 1,402 1,531
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,976)
1,209 0 0 1,891 2,449 3,100 2,449 -124 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 92.2 95.4 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 14 17 14
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,803
COMMITMENTS
0 2,455 3,924 99,364 97,808 103,288 104,187 7,515 6,616
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,173)
0 428 -104 1,339 390 1,235 714 -62 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 3.5 89.7 88.3 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 24 25 26 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,224
COMMITMENTS
1,112 0 998 72,039 78,578 74,149 79,576 11,075 5,648
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,059)
-32 0 66 541 1,178 575 1,244 484 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.2 84.5 92.2 87.0 93.4 13.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 15 14 17 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,444
COMMITMENTS
884 16,720 540 89,788 77,664 91,212 94,924 5,232 1,520
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 587)
0 -155 81 752 1,007 833 933 -246 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.3 0.6 93.1 80.5 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 24 21 26 24
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,582
COMMITMENTS
810 0 120 23,436 22,933 24,366 23,053 216 1,529
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,929)
190 0 120 1,774 1,929 2,084 2,049 -155 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.5 95.3 93.3 99.1 93.8 0.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 9 19 11 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,779
COMMITMENTS
693 11,135 1,395 109,554 102,298 111,642 114,828 7,137 3,951
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,643)
646 -887 124 4,912 5,034 5,682 4,271 -1,039 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.4 1.2 92.2 86.1 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 19 18 21 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,545
COMMITMENTS
3,216 17,886 3,269 170,834 166,697 177,319 187,852 14,226 3,693
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 8,385)
797 3,689 -944 8,910 5,951 8,763 8,696 -378 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.3 1.7 89.2 87.0 92.6 98.1 7.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 3 29 31 33 38
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,414
COMMITMENTS
4,796 1,321 0 9,072 12,606 13,868 13,927 546 487
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -868)
0 217 0 -899 -1,085 -899 -868 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 9.2 0.0 62.9 87.5 96.2 96.6 3.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 11 12 13 14
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,283
COMMITMENTS
2,685 3,312 552 25,309 24,633 28,546 28,497 737 786
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 403)
0 0 0 3 279 3 279 400 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.3 1.9 86.4 84.1 97.5 97.3 2.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 19 16 22 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,172
COMMITMENTS
0 2,591 0 51,392 50,971 51,392 53,562 2,780 610
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,513)
0 651 0 986 800 986 1,451 527 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 94.9 94.1 94.9 98.9 5.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 18 15 18 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 254,439
COMMITMENTS
2,284 7,709 3,048 242,923 240,123 248,255 250,880 6,184 3,559
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 969)
-674 -743 123 1,583 2,755 1,032 2,135 -63 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.0 1.2 95.5 94.4 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 3 41 38 45 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 116,981
COMMITMENTS
0 0 0 114,197 115,509 114,197 115,509 2,784 1,472
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,130)
0 0 0 4,796 4,822 4,796 4,822 334 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.7 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 27 27 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,180
COMMITMENTS
984 0 0 74,503 70,719 75,487 70,719 5,693 10,461
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 124)
0 0 0 155 62 155 62 -31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 91.8 87.1 93.0 87.1 7.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 22 22 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,297
COMMITMENTS
0 917 0 84,876 91,355 84,876 92,272 9,421 2,025
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,785)
0 30 0 2,845 3,027 2,845 3,057 -60 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 90.0 96.9 90.0 97.9 10.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 23 21 23 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,863
COMMITMENTS
17,010 9,272 17,162 127,521 134,823 161,693 161,257 170 606
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -242)
1,353 66 -1,157 -457 385 -261 -706 19 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.7 10.6 78.8 83.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 14 18 50 51 69 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,580
COMMITMENTS
462 2,301 2,283 57,809 55,398 60,554 59,982 26 598
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 8,113)
233 -319 122 7,732 7,712 8,087 7,515 26 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.8 3.8 95.4 91.4 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 8 3 29 25 33 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 450,554
COMMITMENTS
29,774 5,640 9,040 411,740 426,450 450,554 441,130 0 9,424
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 17,748)
1,312 -10,408 0 16,436 18,732 17,748 8,324 0 9,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.3 2.0 91.4 94.7 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 19 21 22 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,842,204
COMMITMENTS
51,410 17,887 43,309 1747485 1781008 1842204 1842204 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 29,362)
-5,161 4,981 71 34,452 24,310 29,362 29,362 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 2.4 94.9 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 6 6 37 40 45 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,469
COMMITMENTS
1,923 1,762 4,137 65,409 65,570 71,469 71,469 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 464)
338 -705 -573 699 1,742 464 464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.5 5.8 91.5 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 3 27 22 33 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 414,641
COMMITMENTS
4,505 1,826 24,321 385,815 388,494 414,641 414,641 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 33,290)
0 0 0 33,290 33,290 33,290 33,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 5.9 93.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 17 21 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 565,209
COMMITMENTS
16,711 8,737 9,385 539,113 547,087 565,209 565,209 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -3,869)
376 0 0 -4,245 -3,869 -3,869 -3,869 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.5 1.7 95.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 1 27 30 30 33
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,768
COMMITMENTS
3,006 2,389 2,734 45,428 45,914 51,168 51,037 600 731
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,681)
237 -44 64 1,380 1,640 1,681 1,660 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.6 5.3 87.8 88.7 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 3 28 32 33 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,249
COMMITMENTS
150 295 0 65,704 65,851 65,854 66,146 395 103
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -84)
0 0 0 -100 -80 -100 -80 16 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.0 99.2 99.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 31 27 32 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,261
COMMITMENTS
170 800 80 83,641 83,299 83,891 84,179 370 82
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,588)
0 600 0 3,570 2,990 3,570 3,590 18 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.1 99.3 98.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 34 30 36 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,120
COMMITMENTS
1,200 0 0 18,705 20,050 19,905 20,050 215 70
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 93.0 99.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 15 22 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 288,792
COMMITMENTS
0 14,640 5,896 282,896 268,256 288,792 288,792 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 712)
0 0 0 712 712 712 712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 2.0 98.0 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 24 21 25 24
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,863
COMMITMENTS
1,959 531 110 5,642 7,051 7,711 7,692 152 171
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 112)
138 23 0 -26 68 112 91 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 6.8 1.4 71.8 89.7 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 1 20 21 26 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,500
COMMITMENTS
1,160 450 40 20,265 21,010 21,465 21,500 35 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.1 0.2 94.3 97.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 23 23 24 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,690
COMMITMENTS
0 695 180 13,330 12,815 13,510 13,690 180 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 115 60 115 0 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 1.3 97.4 93.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 24 22 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,930
COMMITMENTS
637 0 264 17,831 17,383 18,732 17,647 198 1,283
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -112)
-23 0 23 397 165 397 188 -509 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.4 94.2 91.8 99.0 93.2 1.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 27 27 29 29
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,417
COMMITMENTS
0 9,260 1,357 53,533 44,650 54,890 55,267 527 150
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,101)
0 -105 22 1,059 1,174 1,081 1,091 20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 2.4 96.6 80.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 3 30 30 33 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,419
COMMITMENTS
59 9,844 2,891 57,414 47,569 60,364 60,304 55 115
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -54)
17 -269 -117 56 292 -44 -94 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.3 4.8 95.0 78.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 9 6 34 35 40 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,280
COMMITMENTS
1,435 0 0 49,775 51,205 51,210 51,205 70 75
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 920)
0 0 0 920 920 920 920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.1 99.9 99.9 99.9 0.1 0.1
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 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,050
COMMITMENTS
1,250 0 0 54,670 56,050 55,920 56,050 130 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,010)
0 0 0 2,010 2,010 2,010 2,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.5 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 28 19 29 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 371,285
COMMITMENTS
61,704 368 17,822 291,759 353,095 371,285 371,285 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,065)
1,930 0 0 1,135 3,065 3,065 3,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.1 4.8 78.6 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 3 29 33 33 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,415
COMMITMENTS
3,697 887 984 19,358 22,266 24,040 24,137 375 278
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 914)
106 134 -240 933 1,216 799 1,110 115 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.6 4.0 79.3 91.2 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 6 27 33 33 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 27,668
COMMITMENTS
773 126 566 26,329 26,976 27,668 27,668 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,071)
-24 -208 24 1,071 1,255 1,071 1,071 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 2.0 95.2 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 15 22 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 534,338
COMMITMENTS
0 16,012 9,766 524,572 508,560 534,338 534,338 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,906)
0 0 0 3,906 3,906 3,906 3,906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.8 98.2 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 19 20 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,264
COMMITMENTS
5,745 438 2,586 36,458 41,323 44,789 44,347 475 917
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -40)
-23 92 0 -40 -132 -63 -40 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.0 5.7 80.5 91.3 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 3 17 19 21 24
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,653
COMMITMENTS
3,467 0 150 13,479 15,957 17,096 16,107 557 1,546
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -70)
-214 -455 -82 226 404 -70 -133 0 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.0 0.8 76.4 90.4 96.8 91.2 3.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 3 17 21 22 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 199,817
COMMITMENTS
24,771 0 3,564 171,482 196,253 199,817 199,817 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,320)
1,176 0 -1,176 4,320 5,496 4,320 4,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 1.8 85.8 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 19 20 22 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,754
COMMITMENTS
1,101 0 134 10,128 11,134 11,363 11,268 391 486
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -498)
-90 0 -42 -233 -27 -365 -69 -133 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.1 86.2 94.7 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 22 23 23
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 128,721
COMMITMENTS
6,209 0 0 122,512 128,721 128,721 128,721 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,954)
0 0 0 3,954 3,954 3,954 3,954 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 23 22 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,374
COMMITMENTS
534 0 1,004 22,836 23,370 24,374 24,374 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3)
0 0 0 3 3 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 4.1 93.7 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 17 16 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 184,583
COMMITMENTS
5,809 0 0 178,774 184,583 184,583 184,583 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 16 16 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 123,567
COMMITMENTS
3,445 1,546 16,586 103,104 104,925 123,136 123,057 431 510
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 17,843)
53 -301 163 17,632 18,009 17,849 17,872 -6 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 13.4 83.4 84.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 18 16 22 19
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,545
COMMITMENTS
0 900 0 27,260 26,645 27,260 27,545 285 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 200 80 200 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 99.0 96.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 16 21 17
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,610
COMMITMENTS
0 900 0 23,065 22,630 23,065 23,530 545 80
CHANGES FROM 06/23/15 (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 3.8 0.0 97.7 95.8 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 11 17 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,116
COMMITMENTS
100 150 0 27,016 26,966 27,116 27,116 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,080)
50 0 0 1,030 1,080 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.0 99.6 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 23 19 24 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,924
COMMITMENTS
400 0 0 24,524 24,924 24,924 24,924 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,380)
300 0 0 1,080 1,380 1,380 1,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 20 16 22 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,540
COMMITMENTS
0 150 0 20,880 21,130 20,880 21,280 660 260
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,950)
0 0 0 2,950 2,950 2,950 2,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.9 98.1 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 8 14 9
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,590
COMMITMENTS
75 0 0 10,860 11,470 10,935 11,470 655 120
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 93.7 99.0 94.3 99.0 5.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 8 18 8
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,337
COMMITMENTS
50 0 0 13,052 13,337 13,102 13,337 235 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.9 100.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 22 9 23 9
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,000
COMMITMENTS
2,490 1,185 220 121,265 122,285 123,975 123,690 25 310
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,705)
275 1,100 220 2,400 1,295 2,895 2,615 -190 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 0.2 97.8 98.6 100.0 99.8 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 36 34 39 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 142,596
COMMITMENTS
2,415 2,353 70 140,111 140,083 142,596 142,506 0 90
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,270)
0 1,100 0 1,270 80 1,270 1,180 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.7 0.0 98.3 98.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 1 41 39 47 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 148,407
COMMITMENTS
19,608 5,171 4,121 124,432 138,885 148,161 148,177 246 230
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -499)
-2 815 -1,547 1,075 213 -474 -519 -25 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 3.5 2.8 83.8 93.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 9 9 43 39 56 53
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,305
COMMITMENTS
880 3,345 3,140 96,698 94,805 100,718 101,290 587 15
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,875)
-600 600 -90 2,445 1,365 1,755 1,875 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 3.1 95.5 93.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 36 33 42 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,925
COMMITMENTS
0 465 0 25,850 25,450 25,850 25,915 75 10
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 655)
0 -50 0 655 705 655 655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 99.7 98.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 25 12 25 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,145
COMMITMENTS
0 215 50 22,995 22,760 23,045 23,025 100 120
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 520)
0 0 0 560 520 560 520 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.2 99.4 98.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 9 24 10
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 27,724
COMMITMENTS
100 940 235 27,260 26,309 27,595 27,484 129 240
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -165)
0 0 0 -175 -185 -175 -185 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.4 0.8 98.3 94.9 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 28 25 30 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,450
COMMITMENTS
680 0 220 9,550 10,230 10,450 10,450 0 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 2.1 91.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 16 17 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,857
COMMITMENTS
3,033 1,470 305 27,967 30,022 31,305 31,797 552 60
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -640)
500 -400 -200 -941 -40 -641 -640 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.6 1.0 87.8 94.2 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 23 26 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,409
COMMITMENTS
2,559 0 60 20,552 23,349 23,171 23,409 238 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,065)
0 0 0 1,065 1,065 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.3 87.8 99.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 21 22 23 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,929
COMMITMENTS
60 175 450 25,264 25,254 25,774 25,879 155 50
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 573)
30 -265 -5 548 868 573 598 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 1.7 97.4 97.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 27 26 30 29
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,258
COMMITMENTS
600 630 0 21,588 21,628 22,188 22,258 70 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 477)
0 0 0 477 477 477 477 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.8 0.0 97.0 97.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 25 26 26 27
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,592
COMMITMENTS
0 910 0 15,519 14,682 15,519 15,592 73 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 1,080 1,080 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 99.5 94.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 15 18 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,231
COMMITMENTS
0 0 0 9,116 9,911 9,116 9,911 1,115 320
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 218)
0 0 0 221 218 221 218 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.1 96.9 89.1 96.9 10.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 11 15 11
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,150
COMMITMENTS
25 2,450 275 32,721 30,255 33,021 32,980 129 170
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 200)
0 0 0 490 180 490 180 -290 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.4 0.8 98.7 91.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 29 21 31 23
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,057
COMMITMENTS
2,042 0 0 8,895 10,997 10,937 10,997 120 60
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 0.0 80.4 99.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 20 20 20
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,047
COMMITMENTS
2,093 100 175 10,579 12,772 12,847 13,047 200 0
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.8 1.3 81.1 97.9 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 19 24 21
Updated July 6, 2015