CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,492
COMMITMENTS
8,270 5,750 1,320 16,857 19,422 26,447 26,492 45 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,592)
-3,108 -1,082 226 1,310 -736 -1,572 -1,592 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 21.7 5.0 63.6 73.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 6 7 9 10 23 19
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,677
COMMITMENTS
5,405 5,889 1,038 19,234 18,750 25,677 25,677 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -572)
8 0 -4 -576 -568 -572 -572 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 22.9 4.0 74.9 73.0 100.0 100.0 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,202
COMMITMENTS
4,083 2,754 1,283 24,837 26,165 30,202 30,202 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -817)
-382 -60 122 -557 -879 -817 -817 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.1 4.2 82.2 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 5 13 9 23 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 3,977,776
COMMITMENTS
396,765 310,317 746,600 2798768 2906077 3942133 3962994 35,643 14,782
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -103,352)
56,763 5,795 -68,137 -92,685 -39,528 -104,059 -101,870 707 -1,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 7.8 18.8 70.4 73.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
35 44 63 137 122 207 196
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,922,987
COMMITMENTS
177,687 113,736 890,438 854,460 918,192 1922585 1922366 402 622
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -202,747)
-4,821 16,655 1,242 -15,593 -36,333 -19,172 -18,437 -183,575 -184,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.9 46.3 44.4 47.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 20 40 50 55 92 101
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,641
COMMITMENTS
13,763 5,845 2,465 244,602 264,024 260,830 272,334 17,811 6,307
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 13,693)
-49 575 -903 12,678 13,597 11,726 13,269 1,967 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.1 0.9 87.8 94.8 93.6 97.7 6.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 2 3 35 33 44 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,969
COMMITMENTS
5,944 485 1,416 121,817 127,069 129,177 128,970 4,792 4,999
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,685)
-34 267 -120 4,598 4,170 4,444 4,317 241 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 1.1 90.9 94.8 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 34 32 37 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,944
COMMITMENTS
799 10,975 3,599 205,525 195,578 209,923 210,152 9,021 8,792
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,214)
-89 1,881 -876 -1,440 -3,992 -2,405 -2,987 191 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.0 1.6 93.9 89.3 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 4 29 29 33 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 687,907
COMMITMENTS
4,410 1,387 3,154 674,797 677,386 682,361 681,927 5,546 5,980
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 764)
2,632 -646 -1,492 789 1,581 1,929 -557 -1,165 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.5 98.1 98.5 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 1 6 50 40 57 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,770
COMMITMENTS
4,352 15,481 2,348 320,157 307,662 326,857 325,491 5,913 7,279
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 9,701)
878 564 -278 10,417 9,527 11,017 9,813 -1,316 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.7 0.7 96.2 92.5 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 6 4 39 37 45 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,845
COMMITMENTS
2,539 3,705 5,915 233,303 232,767 241,757 242,387 6,088 5,458
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,297)
1,745 -874 -679 4,551 6,043 5,617 4,490 -1,320 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.5 2.4 94.1 93.9 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 4 39 45 44 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,966
COMMITMENTS
2,759 0 4,030 100,483 103,945 107,272 107,975 7,694 6,991
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,500)
-769 0 96 3,383 3,922 2,710 4,018 790 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 3.5 87.4 90.4 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 23 28 26 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,586
COMMITMENTS
342 9,335 2,063 98,285 90,181 100,690 101,579 6,896 6,007
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,350)
0 -707 209 1,699 835 1,908 337 -558 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.7 1.9 91.4 83.8 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 6 5 34 27 39 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,372
COMMITMENTS
0 2,387 0 20,597 18,892 20,597 21,279 775 93
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 279)
0 341 0 279 -62 279 279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 96.4 88.4 96.4 99.6 3.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 13 8 13 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,011
COMMITMENTS
459 1,844 1,651 69,355 64,502 71,465 67,997 7,546 11,014
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1)
459 -393 -344 -604 751 -489 14 488 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 2.1 87.8 81.6 90.4 86.1 9.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 18 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 194,764
COMMITMENTS
0 0 0 189,329 189,791 189,329 189,791 5,435 4,973
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -6)
0 0 0 290 -931 290 -931 -296 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.4 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,047
COMMITMENTS
0 0 0 79,630 81,502 79,630 81,502 8,417 6,545
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 427)
0 0 0 609 117 609 117 -182 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 92.6 90.4 92.6 9.6 7.4
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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 349,890
COMMITMENTS
103 2,058 3,926 333,611 334,196 337,640 340,180 12,250 9,710
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 605)
-191 1,001 284 -555 -524 -462 761 1,067 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.1 95.3 95.5 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 2 2 48 43 50 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,094
COMMITMENTS
751 4,309 2,289 73,761 66,226 76,801 72,824 5,293 9,270
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 708)
428 1,007 -854 1,230 -514 804 -361 -96 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.2 2.8 89.8 80.7 93.6 88.7 6.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 22 25 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| 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 07/28/15 (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 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-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,398
COMMITMENTS
0 2,078 2,079 66,908 64,368 68,987 68,525 3,411 3,873
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,403)
0 -846 486 518 1,732 1,004 1,372 399 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 2.9 92.4 88.9 95.3 94.7 4.7 5.3
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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,221
COMMITMENTS
8,152 4,526 0 94,550 96,217 102,702 100,743 1,519 3,478
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 7,538)
-561 1,612 0 8,971 4,070 8,410 5,682 -872 1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.3 0.0 90.7 92.3 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 5 0 29 33 32 38
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,492
COMMITMENTS
14,092 6,417 1,736 105,866 111,220 121,694 119,373 1,798 4,119
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 9,795)
-403 1,581 -155 9,857 6,141 9,299 7,567 496 2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.2 1.4 85.7 90.1 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 7 1 36 36 43 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,356
COMMITMENTS
0 2,725 0 53,767 49,560 53,767 52,285 589 2,071
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 558)
0 -1,147 0 961 930 961 -217 -403 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 98.9 91.2 98.9 96.2 1.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 17 28 17 29
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,053
COMMITMENTS
1,590 0 788 163,114 163,855 165,492 164,643 5,561 6,410
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,567)
833 0 -515 3,759 7,101 4,077 6,586 490 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.5 95.4 95.8 96.7 96.3 3.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 32 34 33 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,755
COMMITMENTS
713 403 496 27,437 27,430 28,646 28,329 1,109 1,426
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 62)
0 -62 0 0 31 0 -31 62 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.4 1.7 92.2 92.2 96.3 95.2 3.7 4.8
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 ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,274
COMMITMENTS
1,258 1,041 2,192 47,956 58,308 51,406 61,541 14,868 4,733
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 70)
-232 529 770 264 477 802 1,776 -732 -1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.6 3.3 72.4 88.0 77.6 92.9 22.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 12 16 15 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,692
COMMITMENTS
0 2,321 3,789 95,758 91,519 99,547 97,629 7,145 9,063
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 561)
0 497 119 -608 -1,440 -489 -824 1,050 1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 3.6 89.8 85.8 93.3 91.5 6.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 24 26 26 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,125
COMMITMENTS
1,606 0 1,830 91,087 103,372 94,523 105,202 12,602 1,923
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,531)
-61 0 31 1,490 2,437 1,460 2,468 1,071 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 1.7 85.0 96.5 88.2 98.2 11.8 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,015
COMMITMENTS
789 0 573 85,879 88,164 87,241 88,737 3,774 2,278
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,348)
0 0 0 -2,406 -1,612 -2,406 -1,612 58 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 94.4 96.9 95.9 97.5 4.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 27 21 29 23
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| 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 07/28/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,955
COMMITMENTS
163 3,641 1,059 116,646 117,903 117,868 122,603 7,087 2,352
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,930)
-208 1,318 395 1,287 2,209 1,474 3,922 456 -1,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.9 0.8 93.4 94.4 94.3 98.1 5.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 21 20 24 24
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,069
COMMITMENTS
4,284 16,688 3,217 179,690 174,710 187,191 194,615 12,878 5,454
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,099)
-613 452 324 1,828 636 1,539 1,412 560 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.3 1.6 89.8 87.3 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 5 32 30 37 36
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,006
COMMITMENTS
4,490 1,891 0 12,144 14,282 16,634 16,173 372 833
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 66 310 66 0 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 11.1 0.0 71.4 84.0 97.8 95.1 2.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 11 16 13 19
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,254
COMMITMENTS
3,193 3,498 0 44,290 44,415 47,483 47,913 771 341
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.2 0.0 91.8 92.0 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 0 20 17 24 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,489
COMMITMENTS
0 3,286 496 48,857 47,715 49,353 51,497 3,136 992
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,207)
0 0 0 3,207 3,021 3,207 3,021 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.9 93.1 90.9 94.0 98.1 6.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 12 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 253,443
COMMITMENTS
2,025 8,512 3,884 241,369 237,753 247,278 250,149 6,165 3,294
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,552)
8 -14 884 4,545 4,092 5,437 4,962 -885 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.4 1.5 95.2 93.8 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 6 42 39 49 45
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 110,880
COMMITMENTS
0 0 0 107,740 108,045 107,740 108,045 3,140 2,835
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,198)
0 0 0 -708 -1,712 -708 -1,712 -490 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.4 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 28 27 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,481
COMMITMENTS
0 0 0 73,207 71,482 73,207 71,482 8,274 9,999
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,763)
0 0 0 -642 2,191 -642 2,191 2,405 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.8 87.7 89.8 87.7 10.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 21 21 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,263
COMMITMENTS
0 731 0 75,718 82,231 75,718 82,962 9,545 2,301
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,620)
0 0 0 1,437 1,896 1,437 1,896 183 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 88.8 96.4 88.8 97.3 11.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 20 24 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 78,758
COMMITMENTS
2,072 0 0 72,780 74,758 74,852 74,758 3,906 4,000
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,684)
0 0 0 5,728 4,684 5,728 4,684 -1,044 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 92.4 94.9 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 151,561
COMMITMENTS
15,375 8,718 13,595 121,748 127,699 150,718 150,011 843 1,549
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -5,874)
-794 -890 -1,681 -3,579 -4,327 -6,054 -6,898 180 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.8 9.0 80.3 84.3 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 10 19 47 50 69 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,595
COMMITMENTS
363 2,865 3,137 56,991 54,594 60,491 60,595 104 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,208)
-73 0 765 -2,900 -2,973 -2,208 -2,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.7 5.2 94.1 90.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 9 4 24 21 30 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 429,697
COMMITMENTS
29,326 11,296 7,672 392,699 410,729 429,697 429,697 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -13,379)
-960 4,760 -1,672 -10,747 -16,467 -13,379 -13,379 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.6 1.8 91.4 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 5 3 19 20 22 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,836,630
COMMITMENTS
36,530 18,011 37,106 1762994 1781137 1836630 1836254 0 376
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 10,151)
-9,113 344 -3,087 22,351 12,518 10,151 9,775 0 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 2.0 96.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 3 6 36 41 44 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,262
COMMITMENTS
1,580 1,495 4,419 68,254 68,339 74,253 74,253 9 9
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,695)
-53 85 226 1,513 1,375 1,686 1,686 9 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 6.0 91.9 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 7 27 23 37 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 481,582
COMMITMENTS
2,704 8,793 24,529 454,349 448,260 481,582 481,582 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 14,180)
-2,544 0 640 16,084 13,540 14,180 14,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 5.1 94.3 93.1 100.0 100.0 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 543,838
COMMITMENTS
16,390 8,008 9,826 517,622 526,004 543,838 543,838 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,584)
816 408 0 -2,400 -1,992 -1,584 -1,584 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.5 1.8 95.2 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 3 28 28 32 33
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,808
COMMITMENTS
2,223 2,131 2,587 46,989 47,384 51,799 52,102 1,009 706
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 565)
-267 -306 -34 820 905 519 565 46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.0 4.9 89.0 89.7 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 25 28 28 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,831
COMMITMENTS
0 320 0 60,454 60,416 60,454 60,736 377 95
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,240
COMMITMENTS
80 700 80 80,712 80,387 80,872 81,167 368 73
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,110)
0 0 0 1,110 1,110 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.1 99.4 99.0 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,665
COMMITMENTS
1,200 0 0 17,255 18,605 18,455 18,605 210 60
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 92.4 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 273,680
COMMITMENTS
0 11,328 5,896 267,784 256,456 273,680 273,680 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 816)
0 408 0 816 408 816 816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 2.2 97.8 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 1 21 22 22 25
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,007
COMMITMENTS
1,588 660 21 6,161 7,044 7,770 7,725 237 282
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 244)
-21 155 -92 273 223 160 286 84 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 8.2 0.3 76.9 88.0 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 18 21 21 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,445
COMMITMENTS
1,170 350 30 19,215 20,065 20,415 20,445 30 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 315 300 315 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.7 0.1 94.0 98.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 22 22 23 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,245
COMMITMENTS
0 715 155 14,765 14,335 14,920 15,205 325 40
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -20 120 -20 120 145 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.0 96.9 94.0 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 26 22 27 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,414
COMMITMENTS
726 42 131 18,208 17,830 19,065 18,003 349 1,411
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -65)
0 0 0 -44 -129 -44 -129 -21 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 0.7 93.8 91.8 98.2 92.7 1.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 23 26 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,325
COMMITMENTS
0 8,883 1,322 53,683 45,000 55,005 55,205 320 120
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 724)
0 207 30 694 487 724 724 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 2.4 97.0 81.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 6 3 32 31 35 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,612
COMMITMENTS
0 10,518 2,689 57,901 47,289 60,590 60,496 22 116
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 802)
-25 769 -10 822 43 787 802 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 4.4 95.5 78.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 9 6 35 35 41 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,710
COMMITMENTS
1,120 0 0 48,385 49,665 49,505 49,665 205 45
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 720)
-140 0 0 720 720 580 720 140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.3 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 29 16 31 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,970
COMMITMENTS
895 0 0 52,755 53,970 53,650 53,970 320 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 400)
-200 0 0 400 400 200 400 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 97.7 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 29 18 30 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 367,773
COMMITMENTS
50,626 1,192 22,680 294,467 343,901 367,773 367,773 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,043)
2,326 784 -7 724 2,266 3,043 3,043 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.3 6.2 80.1 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 3 28 33 33 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,205
COMMITMENTS
3,698 986 973 20,295 22,991 24,966 24,950 239 255
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 190)
-109 61 -19 318 105 190 147 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.9 3.9 80.5 91.2 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 6 28 32 34 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,061
COMMITMENTS
1,726 154 366 35,969 37,541 38,061 38,061 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,031)
417 150 -46 3,660 3,927 4,031 4,031 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.4 1.0 94.5 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 2 21 15 26 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 524,454
COMMITMENTS
0 14,892 8,662 515,792 500,148 524,454 523,702 0 752
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 5,520)
0 -752 0 5,520 5,520 5,520 4,768 0 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 1.7 98.3 95.4 100.0 99.9 0.0 0.1
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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,928
COMMITMENTS
4,922 325 2,451 36,232 40,145 43,605 42,921 323 1,007
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 466)
-382 -69 128 720 83 466 142 0 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.7 5.6 82.5 91.4 99.3 97.7 0.7 2.3
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 08/04/15 |
--------------------------------------------------------------| 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 07/28/15 (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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,966
COMMITMENTS
3,502 234 149 13,738 16,700 17,389 17,083 577 883
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 554)
0 42 0 809 1,127 809 1,169 -255 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.3 0.8 76.5 93.0 96.8 95.1 3.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 3 18 23 23 28
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 205,760
COMMITMENTS
19,428 0 2,778 183,554 202,982 205,760 205,760 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 8,291)
-3,136 0 1,593 9,834 6,698 8,291 8,291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.4 89.2 98.6 100.0 100.0 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,902
COMMITMENTS
1,077 0 176 11,492 11,942 12,745 12,118 157 784
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 405)
21 0 0 384 384 405 384 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 1.4 89.1 92.6 98.8 93.9 1.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 25 25 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,010
COMMITMENTS
6,257 0 0 125,753 132,010 132,010 132,010 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,160)
784 0 0 -1,944 -1,160 -1,160 -1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 95.3 100.0 100.0 100.0 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,095
COMMITMENTS
430 0 770 19,895 20,325 21,095 21,095 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -2,087)
-52 0 -104 -1,931 -1,983 -2,087 -2,087 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 3.7 94.3 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 16 18 17
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 172,600
COMMITMENTS
5,481 0 0 167,119 172,600 172,600 172,600 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -12,120)
-328 0 0 -11,792 -12,120 -12,120 -12,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 16 15 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,495
COMMITMENTS
0 400 0 9,955 10,030 9,955 10,430 540 65
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 94.9 95.6 94.9 99.4 5.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 11 15 12
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 90,421
COMMITMENTS
3,106 175 11,451 75,612 78,511 90,169 90,137 253 284
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,501)
220 88 322 988 1,102 1,530 1,512 -29 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 12.7 83.6 86.8 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 08/04/15 |
--------------------------------------------------------------| 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 07/28/15 (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 08/04/15 |
--------------------------------------------------------------| 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 07/28/15 (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 3.6 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,451
COMMITMENTS
250 0 0 28,201 28,451 28,451 28,451 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,515)
0 0 0 1,515 1,515 1,515 1,515 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 20 25 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,504
COMMITMENTS
450 0 0 24,810 25,489 25,260 25,489 244 15
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,440)
0 0 0 1,440 1,440 1,440 1,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.3 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 08/04/15 |
--------------------------------------------------------------| 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 07/28/15 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,040
COMMITMENTS
75 0 0 12,340 12,930 12,415 12,930 625 110
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 740)
0 0 0 740 740 740 740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.6 99.2 95.2 99.2 4.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 10 21 10
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,677
COMMITMENTS
50 0 0 14,417 14,677 14,467 14,677 210 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 770)
0 0 0 770 770 770 770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.2 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 10 24 10
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,105
COMMITMENTS
3,585 1,200 315 121,185 123,290 125,085 124,805 20 300
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,265)
1,200 0 0 2,065 3,165 3,265 3,165 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 0.3 96.9 98.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 1 36 35 39 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 138,756
COMMITMENTS
1,905 1,727 475 136,376 136,264 138,756 138,466 0 290
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -150)
45 -250 155 -350 -255 -150 -350 0 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 0.3 98.3 98.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 5 3 43 37 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 147,956
COMMITMENTS
17,989 6,652 3,911 125,729 137,005 147,629 147,568 327 388
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,618)
-1,257 -89 25 2,732 1,495 1,500 1,431 118 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.5 2.6 85.0 92.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 6 9 44 41 56 52
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,659
COMMITMENTS
720 3,160 3,150 100,620 98,349 104,490 104,659 169 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,038)
-65 0 15 1,728 1,023 1,678 1,038 -640 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.0 3.0 96.1 94.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 36 35 42 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,840
COMMITMENTS
0 335 25 25,785 25,480 25,810 25,840 30 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 170 170 170 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 28 13 29 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,755
COMMITMENTS
0 135 100 22,575 22,410 22,675 22,645 80 110
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 27,524
COMMITMENTS
100 945 205 27,095 26,144 27,400 27,294 124 230
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 10,930
COMMITMENTS
705 0 195 10,030 10,735 10,930 10,930 0 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 1.8 91.8 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,680
COMMITMENTS
3,313 2,070 450 28,371 30,120 32,134 32,640 546 40
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,092)
-85 0 75 1,102 1,017 1,092 1,092 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.3 1.4 86.8 92.2 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 24 24 27 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,231
COMMITMENTS
2,594 0 60 21,264 23,953 23,918 24,013 313 218
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 160)
-45 0 0 205 160 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.2 87.8 98.9 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,977
COMMITMENTS
300 40 200 28,212 28,682 28,712 28,922 265 55
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 441)
-1 0 0 372 441 371 441 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.1 0.7 97.4 99.0 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 27 29 29 30
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,125
COMMITMENTS
600 540 0 23,345 23,585 23,945 24,125 180 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 90)
0 0 0 45 90 45 90 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.2 0.0 96.8 97.8 99.3 100.0 0.7 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,994
COMMITMENTS
0 860 0 16,871 16,134 16,871 16,994 123 0
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 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: 25)
0 1 0 17 14 17 15
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,542
COMMITMENTS
0 0 0 9,647 10,232 9,647 10,232 895 310
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 50)
0 0 0 25 50 25 50 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 97.1 91.5 97.1 8.5 2.9
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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,102
COMMITMENTS
25 2,415 260 32,678 30,242 32,963 32,917 139 185
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 12,112
COMMITMENTS
1,937 0 0 9,965 12,052 11,902 12,052 210 60
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 300)
-90 0 0 300 300 210 300 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.0 0.0 82.3 99.5 98.3 99.5 1.7 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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,054
COMMITMENTS
2,090 100 150 11,349 13,789 13,589 14,039 465 15
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 585)
-25 0 0 465 570 440 570 145 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.7 1.1 80.8 98.1 96.7 99.9 3.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 19 25 21
Updated August 7, 2015