CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,084
COMMITMENTS
11,378 6,832 1,094 15,547 20,158 28,019 28,084 65 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,235)
261 102 270 1,700 1,863 2,230 2,235 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 24.3 3.9 55.4 71.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 7 8 9 24 18
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,249
COMMITMENTS
5,398 5,889 1,042 19,810 19,318 26,249 26,249 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,785)
-8 0 8 1,785 1,777 1,785 1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 22.4 4.0 75.5 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 2 8 8 16 14
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,019
COMMITMENTS
4,464 2,814 1,161 25,394 27,044 31,019 31,019 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 470)
-465 -70 54 881 486 470 470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.1 3.7 81.9 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 3 6 13 9 25 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,081,128
COMMITMENTS
340,002 304,522 814,737 2891453 2945605 4046192 4064864 34,936 16,264
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 52,490)
-22,954 -36,850 68,236 8,270 20,964 53,552 52,350 -1,062 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.5 20.0 70.8 72.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
41 40 63 138 122 208 197
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,125,734
COMMITMENTS
182,508 97,081 889,196 870,052 954,525 1941756 1940802 183,977 184,931
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 31,897)
-5,865 -9,022 -97,045 -48,636 -46,364 -151,547 -152,431 183,443 184,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 4.6 41.8 40.9 44.9 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
27 20 41 51 55 95 99
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,948
COMMITMENTS
13,812 5,270 3,368 231,924 250,427 249,104 259,065 15,844 5,883
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 10,721)
1,613 -680 -595 8,265 13,285 9,283 12,010 1,438 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.0 1.3 87.5 94.5 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 3 5 34 33 45 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,284
COMMITMENTS
5,978 218 1,536 117,219 122,899 124,733 124,653 4,551 4,631
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 7,502)
1,035 -867 -748 6,286 7,263 6,573 5,648 929 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.2 1.2 90.7 95.1 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 3 35 32 39 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,158
COMMITMENTS
888 9,094 4,475 206,965 199,570 212,328 213,139 8,830 8,019
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 709)
-348 -1,571 -41 1,067 2,381 678 769 31 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.1 2.0 93.6 90.2 96.0 96.4 4.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 5 28 29 33 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 687,143
COMMITMENTS
1,778 2,033 4,646 674,008 675,805 680,432 682,484 6,711 4,659
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 11,007)
1,778 -555 522 8,185 11,506 10,485 11,473 522 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.7 98.1 98.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 5 49 39 55 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,069
COMMITMENTS
3,474 14,917 2,626 309,740 298,135 315,840 315,678 7,229 7,391
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,731)
1,680 903 212 2,802 3,469 4,694 4,584 37 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.6 0.8 95.9 92.3 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 6 4 37 36 43 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,548
COMMITMENTS
794 4,579 6,594 228,752 226,724 236,140 237,897 7,408 5,651
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,499)
794 460 -221 1,843 3,286 2,416 3,525 83 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 2.7 93.9 93.1 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 5 4 35 43 40 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,466
COMMITMENTS
3,528 0 3,934 97,100 100,023 104,562 103,957 6,904 7,509
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 8,074)
-916 0 1,208 6,408 5,095 6,700 6,303 1,374 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 3.5 87.1 89.7 93.8 93.3 6.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 23 27 26 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,236
COMMITMENTS
342 10,042 1,854 96,586 89,346 98,782 101,242 7,454 4,994
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,317)
0 954 -752 3,440 1,109 2,688 1,311 -371 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.5 1.7 90.9 84.1 93.0 95.3 7.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 6 4 33 27 37 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,093
COMMITMENTS
0 2,046 0 20,318 18,954 20,318 21,000 775 93
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,643)
0 -31 0 1,209 1,674 1,209 1,643 434 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 0.0 96.3 89.9 96.3 99.6 3.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 13 9 13 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,012
COMMITMENTS
0 2,237 1,995 69,959 63,751 71,954 67,983 7,058 11,029
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 470)
0 978 -343 2,982 333 2,639 968 -2,169 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 2.5 88.5 80.7 91.1 86.0 8.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 194,770
COMMITMENTS
0 0 0 189,039 190,722 189,039 190,722 5,731 4,048
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,606)
0 0 0 4,010 2,807 4,010 2,807 -1,404 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.9 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 29 25 29 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,620
COMMITMENTS
0 0 0 79,021 81,385 79,021 81,385 8,599 6,235
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 242)
0 0 0 211 -3,535 211 -3,535 31 3,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 92.9 90.2 92.9 9.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 12 19 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 349,285
COMMITMENTS
294 1,057 3,642 334,166 334,720 338,102 339,419 11,183 9,866
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,752)
-1,401 0 1,562 3,498 871 3,659 2,433 93 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 1.0 95.7 95.8 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 2 48 43 50 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,386
COMMITMENTS
323 3,302 3,143 72,531 66,740 75,997 73,185 5,389 8,201
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,669)
0 23 0 3,707 3,083 3,707 3,106 -38 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.1 3.9 89.1 82.0 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 24 23 26 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,481
COMMITMENTS
0 341 0 18,103 18,594 18,103 18,935 3,378 2,546
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 84.3 86.6 84.3 88.1 15.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 11 10 12
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,995
COMMITMENTS
0 2,924 1,593 66,390 62,636 67,983 67,153 3,012 3,842
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,096)
-279 918 61 1,301 -452 1,083 527 13 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 2.2 93.5 88.2 95.8 94.6 4.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 21 18 23 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,683
COMMITMENTS
8,713 2,914 0 85,579 92,147 94,292 95,061 2,391 1,622
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 18,841)
3,964 2,356 0 14,563 16,915 18,527 19,271 314 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.0 0.0 88.5 95.3 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 0 25 25 29 27
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,697
COMMITMENTS
14,495 4,836 1,891 96,009 105,079 112,395 111,806 1,302 1,891
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 19,693)
4,557 2,201 155 14,950 17,333 19,662 19,689 31 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.3 1.7 84.4 92.4 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 2 34 34 43 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,798
COMMITMENTS
0 3,872 0 52,806 48,630 52,806 52,502 992 1,296
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,007)
0 0 0 2,573 2,635 2,573 2,635 434 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 98.2 90.4 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 14 25 14 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,486
COMMITMENTS
757 0 1,303 159,355 156,754 161,415 158,057 5,071 8,429
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -2,022)
0 0 0 -2,098 -3,239 -2,098 -3,239 76 1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 95.7 94.2 97.0 94.9 3.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 33 34 34 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,693
COMMITMENTS
713 465 496 27,437 27,399 28,646 28,360 1,047 1,333
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,046)
-496 465 496 1,984 837 1,984 1,798 62 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.6 1.7 92.4 92.3 96.5 95.5 3.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 12 13 13 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,204
COMMITMENTS
1,490 512 1,422 47,692 57,831 50,604 59,765 15,600 6,439
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,303)
-258 512 258 1,137 -115 1,137 655 166 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.8 2.1 72.0 87.4 76.4 90.3 23.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 12 17 14 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,131
COMMITMENTS
0 1,824 3,670 96,366 92,959 100,036 98,453 6,095 7,678
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,203)
0 -604 381 1,822 414 2,203 191 0 2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 3.5 90.8 87.6 94.3 92.8 5.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
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 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,594
COMMITMENTS
1,667 0 1,799 89,597 100,935 93,063 102,734 11,531 1,860
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,320)
467 -228 -376 491 1,780 582 1,176 738 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.7 85.7 96.5 89.0 98.2 11.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 17 18 19 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,363
COMMITMENTS
789 0 573 88,285 89,776 89,647 90,349 3,716 3,014
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,828)
122 0 114 5,416 4,054 5,652 4,168 -1,824 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.6 94.6 96.2 96.0 96.8 4.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 26 21 28 23
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,675
COMMITMENTS
930 0 0 29,528 27,942 30,458 27,942 217 2,733
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 8,144)
0 0 0 8,113 7,474 8,113 7,474 31 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 96.3 91.1 99.3 91.1 0.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 10 19 12 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,025
COMMITMENTS
371 2,323 664 115,359 115,694 116,394 118,681 6,631 4,344
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,488)
-1,102 -279 94 4,775 4,228 3,767 4,043 -279 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 0.5 93.8 94.0 94.6 96.5 5.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 21 19 23 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,970
COMMITMENTS
4,897 16,236 2,893 177,862 174,074 185,652 193,203 12,318 4,767
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 7,981)
-122 1,070 -144 8,186 6,375 7,920 7,301 61 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.2 1.5 89.8 87.9 93.8 97.6 6.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 4 33 30 37 36
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,696
COMMITMENTS
4,490 1,891 0 11,834 14,216 16,324 16,107 372 589
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,317)
0 1,674 0 3,317 1,860 3,317 3,534 0 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 11.3 0.0 70.9 85.1 97.8 96.5 2.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 10 16 12 19
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,954
COMMITMENTS
3,193 3,498 0 43,990 44,115 47,183 47,613 771 341
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 11,600)
1,767 0 -31 9,833 11,724 11,569 11,693 31 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.3 0.0 91.7 92.0 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 0 19 16 23 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,282
COMMITMENTS
0 3,286 496 45,650 44,694 46,146 48,476 3,136 806
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,378)
0 1,085 496 3,942 2,487 4,438 4,068 -60 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 1.0 92.6 90.7 93.6 98.4 6.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 17 12 18 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 248,891
COMMITMENTS
2,017 8,526 3,000 236,824 233,661 241,841 245,187 7,050 3,704
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,287)
527 589 247 3,506 3,816 4,280 4,652 -993 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.4 1.2 95.2 93.9 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 3 42 38 47 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 112,078
COMMITMENTS
0 0 0 108,448 109,757 108,448 109,757 3,630 2,321
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -2)
0 0 0 29 426 29 426 -31 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.9 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,718
COMMITMENTS
0 0 0 73,849 69,291 73,849 69,291 5,869 10,427
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 5,650)
-736 0 0 5,887 6,386 5,151 6,386 499 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 86.9 92.6 86.9 7.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 21 22 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,643
COMMITMENTS
0 731 0 74,281 80,335 74,281 81,066 9,362 2,577
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 456)
0 31 0 363 425 363 456 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 88.8 96.0 88.8 96.9 11.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 20 23 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 74,074
COMMITMENTS
2,072 0 0 67,052 70,074 69,124 70,074 4,950 4,000
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 608)
0 0 0 608 608 608 608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 90.5 94.6 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 11 18 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,434
COMMITMENTS
16,168 9,607 15,276 125,327 132,026 156,771 156,909 663 525
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,716)
342 -423 -42 1,414 2,179 1,714 1,715 2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.1 9.7 79.6 83.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 15 22 48 52 72 79
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,804
COMMITMENTS
436 2,865 2,372 59,892 57,567 62,700 62,804 104 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 832)
0 801 -78 910 108 832 832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.6 3.8 95.4 91.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 9 4 30 22 35 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 443,076
COMMITMENTS
30,286 6,536 9,344 403,446 427,196 443,076 443,076 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 11,128)
-656 1,248 656 11,128 9,224 11,128 11,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.5 2.1 91.1 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 20 20 24 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,826,479
COMMITMENTS
45,643 17,667 40,193 1740643 1768619 1826479 1826479 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 11,717)
-7,066 3,560 -817 19,600 8,974 11,717 11,717 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.0 2.2 95.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 4 6 36 41 44 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,567
COMMITMENTS
1,633 1,410 4,193 66,741 66,963 72,567 72,567 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -707)
-302 -177 -82 -323 -449 -707 -707 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 5.8 92.0 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 4 6 27 23 37 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 467,402
COMMITMENTS
5,248 8,793 23,889 438,265 434,720 467,402 467,402 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 18,522)
1,783 1,904 656 16,083 15,962 18,522 18,522 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.9 5.1 93.8 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 19 17 21 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 545,422
COMMITMENTS
15,574 7,600 9,826 520,022 527,996 545,422 545,422 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 5,897)
7 -401 401 5,489 5,897 5,897 5,897 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.4 1.8 95.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 3 28 28 31 32
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,243
COMMITMENTS
2,490 2,437 2,621 46,169 46,479 51,280 51,537 963 706
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -146)
0 -143 0 -168 189 -168 46 22 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.7 5.0 88.4 89.0 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 25 28 29 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,821
COMMITMENTS
0 320 0 60,444 60,406 60,444 60,726 377 95
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -445)
0 50 0 -445 -495 -445 -445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.4 99.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 0 31 28 31 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,130
COMMITMENTS
80 700 80 79,602 79,277 79,762 80,057 368 73
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 545)
0 0 0 545 545 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.1 99.3 98.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 34 30 35 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,715
COMMITMENTS
1,200 0 0 17,305 18,655 18,505 18,655 210 60
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 92.5 99.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 16 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 272,864
COMMITMENTS
0 10,920 5,896 266,968 256,048 272,864 272,864 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 408)
0 0 0 408 408 408 408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 2.2 97.8 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 21 22 22 24
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,763
COMMITMENTS
1,609 505 113 5,888 6,821 7,610 7,439 153 324
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 344)
-21 12 -12 396 302 363 302 -19 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 6.5 1.5 75.8 87.9 98.0 95.8 2.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 18 22 22 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,145
COMMITMENTS
1,170 350 30 18,915 19,750 20,115 20,130 30 15
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 280)
0 0 0 280 265 280 265 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.7 0.1 93.9 98.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 21 22 22 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,120
COMMITMENTS
0 715 155 14,785 14,215 14,940 15,085 180 35
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 175 210 175 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.0 97.8 94.0 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 27 22 28 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,479
COMMITMENTS
726 42 131 18,252 17,959 19,109 18,132 370 1,347
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 87)
0 0 0 21 -170 21 -170 66 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 0.7 93.7 92.2 98.1 93.1 1.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 26 24 27 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,601
COMMITMENTS
0 8,676 1,292 52,989 44,513 54,281 54,481 320 120
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 751)
0 427 -70 995 431 925 788 -174 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.9 2.4 97.0 81.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 3 32 30 35 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,810
COMMITMENTS
25 9,749 2,699 57,079 47,246 59,803 59,694 7 116
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 123)
-99 877 -152 374 -602 123 123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.3 4.5 95.4 79.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 9 6 35 35 42 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,990
COMMITMENTS
1,260 0 0 47,665 48,945 48,925 48,945 65 45
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 485)
0 0 0 480 500 480 500 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.3 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 30 16 32 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,570
COMMITMENTS
1,095 0 0 52,355 53,570 53,450 53,570 120 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 355)
0 0 0 355 355 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 28 18 29 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 364,730
COMMITMENTS
48,300 408 22,687 293,743 341,635 364,730 364,730 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,112)
1,160 408 -776 2,728 3,480 3,112 3,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.1 6.2 80.5 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 3 28 32 33 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,015
COMMITMENTS
3,807 925 992 19,977 22,886 24,776 24,803 239 212
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 499)
-20 -126 65 433 560 478 499 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 3.7 4.0 79.9 91.5 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 6 28 32 34 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,030
COMMITMENTS
1,309 4 412 32,309 33,614 34,030 34,030 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,066)
77 -101 26 1,963 2,141 2,066 2,066 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.2 94.9 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 19 14 24 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 518,934
COMMITMENTS
0 15,644 8,662 510,272 494,628 518,934 518,934 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,664)
0 0 0 2,664 2,664 2,664 2,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.7 98.3 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 17 20 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,462
COMMITMENTS
5,304 394 2,323 35,512 40,062 43,139 42,779 323 683
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 490)
0 0 0 490 490 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.9 5.3 81.7 92.2 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 17 19 21 23
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 65,675
COMMITMENTS
0 5,473 0 65,675 60,202 65,675 65,675 0 0
CHANGES FROM 07/21/15 (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 8.3 0.0 100.0 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,412
COMMITMENTS
3,502 192 149 12,929 15,573 16,580 15,914 832 1,498
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 250)
22 0 -1 228 209 249 208 1 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.1 0.9 74.3 89.4 95.2 91.4 4.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 3 17 22 22 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 197,469
COMMITMENTS
22,564 0 1,185 173,720 196,284 197,469 197,469 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 392)
1,568 0 -784 -392 1,176 392 392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 0.6 88.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 21 21 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,497
COMMITMENTS
1,056 0 176 11,108 11,558 12,340 11,734 157 763
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 786)
-64 0 42 852 744 830 786 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 1.4 88.9 92.5 98.7 93.9 1.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 21 24 24 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 133,170
COMMITMENTS
5,473 0 0 127,697 133,170 133,170 133,170 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 401)
0 0 0 401 401 401 401 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 95.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 21 23 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,182
COMMITMENTS
482 0 874 21,826 22,308 23,182 23,182 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -73)
0 0 0 -73 -73 -73 -73 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.8 94.2 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 16 17 17
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 184,720
COMMITMENTS
5,809 0 0 178,911 184,720 184,720 184,720 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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 14 16 15 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 88,920
COMMITMENTS
2,885 87 11,129 74,624 77,409 88,638 88,625 282 295
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -1,429)
405 -13 -583 -1,247 -813 -1,424 -1,409 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.1 12.5 83.9 87.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 18 15 22 18
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,815
COMMITMENTS
0 825 0 26,435 25,990 26,435 26,815 380 0
CHANGES FROM 07/21/15 (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 3.1 0.0 98.6 96.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,745
COMMITMENTS
0 825 0 22,105 21,820 22,105 22,645 640 100
CHANGES FROM 07/21/15 (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 3.6 0.0 97.2 95.9 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 10 17 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,936
COMMITMENTS
250 0 0 26,686 26,936 26,936 26,936 0 0
CHANGES FROM 07/21/15 (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
0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 23 19 25 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,064
COMMITMENTS
450 0 0 23,370 24,049 23,820 24,049 244 15
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 695)
0 0 0 695 695 695 695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.1 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 15 20 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,810
COMMITMENTS
0 100 0 19,205 19,470 19,205 19,570 605 240
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.9 98.3 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,300
COMMITMENTS
75 0 0 11,600 12,190 11,675 12,190 625 110
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.3 99.1 94.9 99.1 5.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 10 18 10
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,907
COMMITMENTS
50 0 0 13,647 13,907 13,697 13,907 210 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -55 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.1 100.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 10 22 10
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,840
COMMITMENTS
2,385 1,200 315 119,120 120,125 121,820 121,640 20 200
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,795)
250 0 0 1,545 1,795 1,795 1,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 0.3 97.8 98.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 1 36 33 39 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 138,906
COMMITMENTS
1,860 1,977 320 136,726 136,519 138,906 138,816 0 90
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 920)
-100 50 50 970 820 920 920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.4 0.2 98.4 98.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 6 3 43 37 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 146,338
COMMITMENTS
19,246 6,741 3,886 122,997 135,510 146,129 146,137 209 201
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 892)
-484 725 391 997 -120 904 996 -12 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.6 2.7 84.0 92.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 8 10 44 40 57 54
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,621
COMMITMENTS
785 3,160 3,135 98,892 97,326 102,812 103,621 809 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 977)
0 0 100 757 877 857 977 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.0 3.0 95.4 93.9 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 35 35 41 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,670
COMMITMENTS
0 335 25 25,615 25,310 25,640 25,670 30 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 280)
0 -50 25 255 305 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.1 99.8 98.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 27 13 28 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,635
COMMITMENTS
0 135 100 22,455 22,290 22,555 22,525 80 110
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 75)
0 -50 50 25 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.4 99.2 98.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 24 10 25 11
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 27,474
COMMITMENTS
100 945 205 27,045 26,094 27,350 27,244 124 230
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.4 0.7 98.4 95.0 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 29 25 31 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,630
COMMITMENTS
705 0 195 9,730 10,435 10,630 10,630 0 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.8 91.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 17 17 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,588
COMMITMENTS
3,398 2,070 375 27,269 29,103 31,042 31,548 546 40
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,180)
0 600 0 1,180 580 1,180 1,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.6 1.2 86.3 92.1 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 24 23 27 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,071
COMMITMENTS
2,639 0 60 21,059 23,793 23,758 23,853 313 218
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 104)
15 0 0 89 104 104 104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.2 87.5 98.8 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 20 23 22 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,536
COMMITMENTS
301 40 200 27,840 28,241 28,341 28,481 195 55
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,149)
0 0 0 2,134 2,149 2,134 2,149 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.7 97.6 99.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 26 27 29 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,035
COMMITMENTS
600 540 0 23,300 23,495 23,900 24,035 135 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 420)
0 0 0 405 420 405 420 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.2 0.0 96.9 97.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 24 24 25 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,969
COMMITMENTS
0 860 0 16,846 16,109 16,846 16,969 123 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 212)
0 0 0 152 212 152 212 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 99.3 94.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 14 16 15
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,492
COMMITMENTS
0 0 0 9,622 10,182 9,622 10,182 870 310
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 155)
0 0 0 95 155 95 155 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 97.0 91.7 97.0 8.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 11 14 11
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,097
COMMITMENTS
25 2,415 260 32,673 30,237 32,958 32,912 139 185
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 40)
0 0 0 25 40 25 40 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.3 0.8 98.7 91.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 28 22 30 24
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 11,812
COMMITMENTS
2,027 0 0 9,665 11,752 11,692 11,752 120 60
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 620)
0 0 0 620 620 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.0 0.0 81.8 99.5 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 17 19 19 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,469
COMMITMENTS
2,115 100 150 10,884 13,219 13,149 13,469 320 0
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 530)
0 0 0 400 530 400 530 130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.7 1.1 80.8 98.1 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 19 25 21
Updated July 31, 2015