CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,531
COMMITMENTS
5,059 1,006 200 5,248 9,325 10,507 10,531 24 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 148)
-24 75 0 170 73 146 148 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 9.6 1.9 49.8 88.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 3 3 8 6 21 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 51,786
COMMITMENTS
24,349 9,277 10,789 16,617 31,710 51,756 51,776 30 10
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -660)
568 -38 -570 -659 -52 -661 -660 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 17.9 20.8 32.1 61.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 8 12 9 10 27 26
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,975
COMMITMENTS
14,750 22,695 850 11,375 3,080 26,975 26,625 0 350
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 900)
600 900 0 300 0 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 84.1 3.2 42.2 11.4 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 7 4 6 2 15 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,585
COMMITMENTS
2,650 10,100 945 7,990 500 11,585 11,545 0 40
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 87.2 8.2 69.0 4.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 11 3 6 2 12 13
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 62,873
COMMITMENTS
3,619 7,984 8,483 50,771 46,406 62,873 62,873 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 149)
-52 136 -559 760 572 149 149 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 12.7 13.5 80.8 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 9 11 15 14 29 28
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,225
COMMITMENTS
4,500 6,025 100 3,625 2,100 8,225 8,225 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 400)
400 0 0 0 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 73.3 1.2 44.1 25.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 6 1 4 3 12 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 6,900
COMMITMENTS
3,275 3,320 520 3,085 3,060 6,880 6,900 20 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 -200 200 -200 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 48.1 7.5 44.7 44.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 2 5 4 14 9
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,645
COMMITMENTS
3,645 7,020 1,000 7,000 3,625 11,645 11,645 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -50)
100 200 -150 0 -100 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 60.3 8.6 60.1 31.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 5 3 6 3 17 10
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,262,827
COMMITMENTS
498,216 178,017 667,743 3050379 3401611 4216338 4247371 46,489 15,456
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -29,015)
-11,392 -49,928 -36,052 19,360 57,058 -28,084 -28,922 -931 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.2 15.7 71.6 79.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
46 31 56 136 123 208 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,321,679
COMMITMENTS
57,854 37,276 1205925 1053991 1076928 2317769 2320129 3,910 1,550
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 29,095)
-13,787 4,101 16,995 28,076 8,076 31,284 29,171 -2,189 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 51.9 45.4 46.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
23 21 36 54 53 94 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,093
COMMITMENTS
17,323 9,151 10,837 233,617 250,485 261,777 270,473 19,316 10,620
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,997)
1,949 1,381 -2,162 3,674 3,546 3,461 2,765 -464 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.3 3.9 83.1 89.1 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 7 10 36 31 48 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,213
COMMITMENTS
4,739 9,286 4,276 139,706 138,953 148,721 152,515 8,492 4,698
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,629)
2,061 -365 -373 4,289 5,449 5,977 4,711 -2,348 -1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.9 2.7 88.9 88.4 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 4 29 31 34 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,364
COMMITMENTS
1,374 3,981 6,390 205,529 206,129 213,293 216,500 14,071 10,864
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -88)
344 2,079 -1,537 1,713 313 520 855 -608 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 2.8 90.4 90.7 93.8 95.2 6.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 5 29 29 34 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 691,700
COMMITMENTS
5,939 9,334 13,826 660,596 665,438 680,361 688,598 11,339 3,102
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 17,405)
-518 541 -2,493 21,498 20,180 18,487 18,228 -1,082 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.3 2.0 95.5 96.2 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 4 6 53 41 60 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,703
COMMITMENTS
21,394 2,283 3,164 278,980 298,230 303,538 303,677 7,165 7,026
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4,786)
4,754 -301 -761 4,471 7,170 8,464 6,108 -3,678 -1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.7 1.0 89.8 96.0 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 2 3 30 42 35 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,457
COMMITMENTS
15,272 1,409 1,818 269,319 281,736 286,409 284,963 4,048 5,494
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,179)
2,839 -2 -727 2,928 4,094 5,040 3,365 -1,861 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.5 0.6 92.7 97.0 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 4 37 44 43 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,100
COMMITMENTS
2,055 2,346 2,585 121,866 116,694 126,506 121,625 4,594 9,475
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 5,084)
-34 932 -120 5,026 5,188 4,872 6,000 212 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.8 2.0 93.0 89.0 96.5 92.8 3.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 23 24 25 27
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,783
COMMITMENTS
5,031 3,781 2,317 109,253 107,589 116,601 113,687 7,182 10,096
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 146)
-2,359 -466 1,203 1,493 177 337 914 -191 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.1 1.9 88.3 86.9 94.2 91.8 5.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 28 23 31 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,311
COMMITMENTS
440 3,531 1,321 94,023 93,808 95,784 98,660 12,527 9,651
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,576)
0 308 -92 1,949 1,395 1,857 1,611 -281 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.3 1.2 86.8 86.6 88.4 91.1 11.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 16 19 18 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 170,108
COMMITMENTS
0 0 0 162,655 158,651 162,655 158,651 7,453 11,457
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,937)
0 0 0 6,602 6,881 6,602 6,881 335 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 93.3 95.6 93.3 4.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 20 28 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,090
COMMITMENTS
0 0 0 82,254 86,780 82,254 86,780 10,836 6,310
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 946)
0 0 0 1,528 96 1,528 96 -582 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 93.2 88.4 93.2 11.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 15 16 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,146
COMMITMENTS
0 0 0 26,783 24,583 26,783 24,583 363 2,563
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 90.6 98.7 90.6 1.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 15 12 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 325,897
COMMITMENTS
327 3,463 6,377 308,231 308,630 314,935 318,470 10,962 7,427
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 772)
-31 -462 308 743 424 1,020 270 -248 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 2.0 94.6 94.7 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 4 4 45 38 49 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,123
COMMITMENTS
385 1,916 2,290 72,681 74,464 75,356 78,670 9,767 6,453
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,722)
119 -244 115 1,140 1,441 1,374 1,312 348 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.3 2.7 85.4 87.5 88.5 92.4 11.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 21 21 23 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,880
COMMITMENTS
240 0 0 14,620 14,436 14,860 14,436 2,020 2,444
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 86.6 85.5 88.0 85.5 12.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 13 11 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,030
COMMITMENTS
198 6,029 1,666 66,498 65,323 68,362 73,018 8,668 4,012
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 52)
-123 336 110 -850 -364 -863 82 915 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.8 2.2 86.3 84.8 88.7 94.8 11.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 15 19 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,401
COMMITMENTS
11,072 780 0 69,994 80,387 81,066 81,167 335 234
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 9,938)
-1,530 120 0 12,834 10,182 11,304 10,302 -1,366 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.0 0.0 86.0 98.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 23 16 26 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,273
COMMITMENTS
26,410 1,090 465 81,111 106,892 107,986 108,447 2,287 1,826
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 11,026)
-1,530 120 0 12,485 10,816 10,955 10,936 71 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.0 0.4 73.6 96.9 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 3 1 33 24 49 27
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,477
COMMITMENTS
248 372 0 70,305 70,491 70,553 70,863 924 614
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,272)
0 0 0 6,576 6,520 6,576 6,520 -304 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 98.4 98.6 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 16 19 17 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,584
COMMITMENTS
0 331 1,201 207,507 204,711 208,708 206,243 5,876 8,341
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -4,702)
-175 331 -38 -3,960 -6,339 -4,173 -6,046 -529 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.6 96.7 95.4 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 34 32 35 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,473
COMMITMENTS
757 458 403 19,416 19,039 20,576 19,900 1,897 2,573
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.0 1.8 86.4 84.7 91.6 88.6 8.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 12 12 13 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,377
COMMITMENTS
0 5,326 1,126 37,881 42,865 39,007 49,317 15,370 5,060
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,115)
0 150 123 2,462 1,242 2,585 1,515 -1,470 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 2.1 69.7 78.8 71.7 90.7 28.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 14 16 16 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,107
COMMITMENTS
0 22,494 605 113,547 94,125 114,152 117,224 8,955 5,883
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,360)
0 3,862 -532 8,348 3,806 7,816 7,136 -1,456 -776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.3 0.5 92.2 76.5 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 2 20 26 22 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,892
COMMITMENTS
13,079 0 736 92,183 110,910 105,998 111,646 10,894 5,246
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,540)
-277 0 90 1,139 1,180 952 1,270 588 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.6 78.9 94.9 90.7 95.5 9.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 2 17 14 22 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,122
COMMITMENTS
1,712 0 0 102,917 106,900 104,629 106,900 4,493 2,222
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,298)
1,712 0 0 555 1,573 2,267 1,573 31 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.3 98.0 95.9 98.0 4.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 17 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,338
COMMITMENTS
2,571 1,890 1,431 116,657 122,533 120,659 125,854 7,679 2,484
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,829)
490 -245 -235 2,483 3,037 2,738 2,557 91 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 1.1 90.9 95.5 94.0 98.1 6.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 16 17 19 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,310
COMMITMENTS
2,078 14,183 1,473 125,180 123,588 128,731 139,244 19,579 9,066
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4,337)
-1,226 303 169 4,654 3,426 3,597 3,898 740 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.6 1.0 84.4 83.3 86.8 93.9 13.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 25 29 27 33
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,727
COMMITMENTS
2,700 4,346 0 20,073 19,794 22,773 24,140 1,954 587
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 5,445)
2,700 480 0 1,685 4,750 4,385 5,230 1,060 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 17.6 0.0 81.2 80.1 92.1 97.6 7.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 15 11 17 14
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,447
COMMITMENTS
0 1,944 0 40,163 39,198 40,163 41,142 1,284 305
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,110)
0 0 0 1,141 1,413 1,141 1,413 -31 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 96.9 94.6 96.9 99.3 3.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 13 16 13 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,034
COMMITMENTS
0 0 0 58,669 60,204 58,669 60,204 2,365 830
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 11,330)
0 0 0 10,840 11,240 10,840 11,240 490 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.6 96.1 98.6 3.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 13 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 203,645
COMMITMENTS
1,769 7,071 1,552 193,067 186,846 196,388 195,469 7,257 8,176
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,799)
213 694 -303 1,738 1,197 1,648 1,588 151 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.5 0.8 94.8 91.8 96.4 96.0 3.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 3 35 33 38 40
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,931
COMMITMENTS
0 0 0 79,299 78,267 79,299 78,267 11,632 12,664
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,828)
0 0 0 1,798 1,674 1,798 1,674 30 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 86.1 87.2 86.1 12.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 15 14 15
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,598
COMMITMENTS
0 1,259 453 83,477 88,266 83,930 89,978 8,668 2,620
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,918)
0 -184 122 2,685 1,615 2,807 1,553 -889 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.5 90.1 95.3 90.6 97.2 9.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 18 17 19 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 95,479
COMMITMENTS
2,712 0 0 87,050 90,108 89,762 90,108 5,717 5,371
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,110)
0 0 0 2,720 1,896 2,720 1,896 -610 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 91.2 94.4 94.0 94.4 6.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,726
COMMITMENTS
24,720 9,171 18,104 122,344 138,207 165,168 165,483 558 243
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 747)
398 323 359 248 68 1,005 750 -258 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 5.5 10.9 73.8 83.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 16 22 52 52 80 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,033
COMMITMENTS
3,028 1,855 661 50,344 51,517 54,033 54,033 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 876)
402 80 -1 475 797 876 876 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.4 1.2 93.2 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 2 27 27 32 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 465,378
COMMITMENTS
25,024 304 7,775 432,579 457,299 465,378 465,378 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,240)
2,672 304 -3,992 3,560 5,928 2,240 2,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.1 1.7 93.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 25 23 29 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,574,137
COMMITMENTS
62,574 71,160 24,283 1487280 1478694 1574137 1574137 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -12,457)
792 -20,304 9,483 -22,732 -1,636 -12,457 -12,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.5 1.5 94.5 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 7 3 35 41 41 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,147
COMMITMENTS
2,892 5,127 3,193 64,062 61,827 70,147 70,147 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,377)
-153 -438 644 1,886 2,171 2,377 2,377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.3 4.6 91.3 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 5 23 25 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 447,844
COMMITMENTS
344 16,094 1,866 445,634 429,884 447,844 447,844 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -16,248)
0 0 0 -16,248 -16,248 -16,248 -16,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.6 0.4 99.5 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 5 1 21 17 23 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 382,993
COMMITMENTS
0 5,456 0 382,993 377,537 382,993 382,993 0 0
CHANGES FROM 03/15/16 (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 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 30 33 30 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,770
COMMITMENTS
1,207 168 383 35,024 35,880 36,614 36,431 1,156 1,339
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 728)
22 84 -22 706 666 706 728 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 1.0 92.7 95.0 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 27 26 31 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,831
COMMITMENTS
0 8 86 49,328 49,710 49,414 49,804 417 27
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 99.0 99.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 36 33 37 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,096
COMMITMENTS
647 0 58 66,823 67,981 67,528 68,039 568 57
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 835)
240 0 0 585 825 825 825 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 98.1 99.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 1 36 31 39 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,273
COMMITMENTS
50 0 0 19,103 19,273 19,153 19,273 120 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.1 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 14 18 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 326,048
COMMITMENTS
2,392 0 0 323,656 326,048 326,048 326,048 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 368)
776 0 -368 -40 736 368 368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 19 26 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,339
COMMITMENTS
1,715 0 21 8,474 10,060 10,210 10,081 129 258
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 149)
64 0 0 85 149 149 149 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.2 82.0 97.3 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 19 18 23 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,060
COMMITMENTS
5,500 0 0 7,500 13,000 13,000 13,000 60 60
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 0.0 0.0 57.4 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 15 11 15
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,945
COMMITMENTS
0 300 0 6,885 6,595 6,885 6,895 60 50
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 99.1 95.0 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 10 15 11
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,695
COMMITMENTS
1,085 200 50 9,990 11,395 11,125 11,645 570 50
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 280)
-60 0 0 340 280 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.7 0.4 85.4 97.4 95.1 99.6 4.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 16 16 18 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,256
COMMITMENTS
0 650 0 26,256 25,606 26,256 26,256 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 22 22 22 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,867
COMMITMENTS
0 75 0 23,687 23,787 23,687 23,862 180 5
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 305)
0 -50 0 305 355 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.2 99.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 22 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,588
COMMITMENTS
215 126 0 23,031 22,670 23,246 22,796 342 792
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,025)
0 0 0 832 1,025 832 1,025 193 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.0 97.6 96.1 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 26 24 27 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,511
COMMITMENTS
328 2,691 866 56,082 53,755 57,276 57,312 235 199
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 138)
95 783 -669 710 35 136 149 2 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.7 1.5 97.5 93.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 33 30 37 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,317
COMMITMENTS
315 4,867 3,068 67,934 63,297 71,317 71,232 0 85
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 648)
0 403 -257 905 487 648 633 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.8 4.3 95.3 88.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 9 9 35 34 45 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,142
COMMITMENTS
1,180 0 0 41,540 43,082 42,720 43,082 422 60
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 235 235 235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 96.3 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 25 13 26 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,017
COMMITMENTS
1,535 0 0 46,432 48,017 47,967 48,017 50 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.7 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 16 28 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 339,308
COMMITMENTS
23,465 21,870 8,329 307,514 309,109 339,308 339,308 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -712)
-2,027 375 1,227 88 -2,314 -712 -712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.4 2.5 90.6 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 1 29 29 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,192
COMMITMENTS
4,508 1,424 577 21,001 24,147 26,086 26,148 106 44
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 56)
151 69 -21 -138 -13 -8 35 64 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 5.4 2.2 80.2 92.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 7 7 27 32 34 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 40,324
COMMITMENTS
105 3,675 1,159 39,060 35,490 40,324 40,324 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,839)
0 102 25 1,814 1,712 1,839 1,839 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.1 2.9 96.9 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 6 4 15 15 21 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 338,271
COMMITMENTS
0 4,734 0 338,271 333,537 338,271 338,271 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 15,456)
0 0 0 15,456 15,456 15,456 15,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 12 12 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 350,096
COMMITMENTS
0 759 0 350,096 349,337 350,096 350,096 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 816)
0 0 0 816 816 816 816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 23 16 23 17
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,666
COMMITMENTS
659 497 0 27,943 27,762 28,602 28,259 64 407
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 169)
0 0 0 169 169 169 169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.7 0.0 97.5 96.8 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 17 19 19 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,490
COMMITMENTS
0 3,920 0 132,490 128,570 132,490 132,490 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 10 11 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,506
COMMITMENTS
1,796 477 215 11,133 11,574 13,144 12,266 362 1,240
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -61)
0 -146 0 25 21 25 -125 -86 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 3.5 1.6 82.4 85.7 97.3 90.8 2.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 16 18 20 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 168,093
COMMITMENTS
9,260 2,055 1,875 156,958 164,163 168,093 168,093 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,512)
2,399 2,055 289 -1,176 -832 1,512 1,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.2 1.1 93.4 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 15 19 19 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,031
COMMITMENTS
344 2,311 21 18,580 16,401 18,945 18,733 86 298
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4)
-21 128 0 25 -124 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 12.1 0.1 97.6 86.2 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 24 23 27 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 183,501
COMMITMENTS
1,152 6,516 2,385 179,964 174,600 183,501 183,501 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -1,160)
0 1,928 0 -1,160 -3,088 -1,160 -1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.6 1.3 98.1 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 16 21 17
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,610
COMMITMENTS
0 450 100 8,430 7,830 8,530 8,380 80 230
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 350)
0 -310 -20 350 500 330 170 20 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 1.2 97.9 90.9 99.1 97.3 0.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 13 19 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,619
COMMITMENTS
619 0 0 21,000 21,619 21,619 21,619 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,059)
0 0 0 1,059 1,059 1,059 1,059 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 17 18 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,550
COMMITMENTS
300 175 0 8,555 9,325 8,855 9,500 695 50
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.8 0.0 89.6 97.6 92.7 99.5 7.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 11 15 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,400
COMMITMENTS
300 1,805 0 10,370 9,595 10,670 11,400 730 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 275)
300 175 0 155 115 455 290 -180 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 15.8 0.0 91.0 84.2 93.6 100.0 6.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 16 17 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 553,269
COMMITMENTS
12,713 44,604 108,730 430,333 399,935 551,776 553,269 1,493 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 13,449)
-106 -3,462 2,731 10,840 14,179 13,466 13,449 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 8.1 19.7 77.8 72.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 18 16 23 21
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,630
COMMITMENTS
0 0 0 18,570 18,630 18,570 18,630 60 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,590
COMMITMENTS
0 225 0 22,320 22,320 22,320 22,545 270 45
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.8 98.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 19 15 19 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,110
COMMITMENTS
0 225 0 19,620 19,855 19,620 20,080 490 30
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.6 98.7 97.6 99.9 2.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 13 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,203
COMMITMENTS
750 50 0 20,333 21,143 21,083 21,193 120 10
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,660)
0 0 0 1,660 1,660 1,660 1,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 0.0 95.9 99.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 18 20 20 21
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,883
COMMITMENTS
250 0 0 17,270 17,873 17,520 17,873 363 10
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.6 99.9 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 18 18 18
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,055
COMMITMENTS
0 200 0 21,380 21,835 21,380 22,035 675 20
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 270)
0 0 0 300 250 300 250 -30 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 96.9 99.0 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,110
COMMITMENTS
0 0 0 22,630 22,990 22,630 22,990 480 120
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 12 20 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,167
COMMITMENTS
200 0 0 21,552 22,067 21,752 22,067 415 100
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 590)
0 0 0 590 590 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.2 99.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 13 22 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,140
COMMITMENTS
3,800 670 155 115,065 118,285 119,020 119,110 120 30
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,095)
-80 120 155 1,020 820 1,095 1,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 0.1 96.6 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 1 37 32 42 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 133,999
COMMITMENTS
2,590 5,790 1,005 130,404 127,174 133,999 133,969 0 30
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,425)
-65 1,000 200 1,290 225 1,425 1,425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.3 0.8 97.3 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 7 3 42 33 48 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 164,300
COMMITMENTS
8,637 14,312 7,668 147,831 142,282 164,136 164,262 164 38
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,921)
172 -214 -15 1,772 2,167 1,929 1,938 -8 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.7 4.7 90.0 86.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 12 12 47 43 65 59
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,463
COMMITMENTS
1,556 1,950 2,449 113,372 113,064 117,377 117,463 86 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,783)
25 50 0 1,758 1,733 1,783 1,783 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.7 2.1 96.5 96.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 4 42 33 48 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,870
COMMITMENTS
430 795 290 37,105 36,775 37,825 37,860 45 10
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,250)
0 0 0 1,250 1,250 1,250 1,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 0.8 98.0 97.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 26 16 31 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,140
COMMITMENTS
0 305 25 34,115 33,810 34,140 34,140 0 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,185)
0 0 0 1,185 1,185 1,185 1,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 99.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 24 16 25 18
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,543
COMMITMENTS
264 500 20 29,204 28,988 29,488 29,508 55 35
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 450)
45 0 0 405 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.7 0.1 98.9 98.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 30 27 31 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 17,094
COMMITMENTS
0 0 0 16,924 17,094 16,924 17,094 170 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 62)
0 0 0 62 62 62 62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 18 19 18
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,685
COMMITMENTS
0 0 0 14,265 14,685 14,265 14,685 420 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 100.0 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 10 16 10
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,399
COMMITMENTS
2,625 1,720 246 26,443 27,433 29,314 29,399 85 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 590)
635 -128 63 -108 655 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.9 0.8 89.9 93.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 5 25 25 32 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,460
COMMITMENTS
540 0 115 20,630 21,239 21,285 21,354 175 106
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 258)
-30 0 25 243 260 238 285 20 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.5 96.1 99.0 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
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 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,864
COMMITMENTS
1,083 3,987 237 37,499 34,625 38,819 38,849 45 15
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 563)
-12 5 12 538 546 538 563 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.3 0.6 96.5 89.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 2 29 27 33 32
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,934
COMMITMENTS
390 25 0 21,842 22,842 22,232 22,867 702 67
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 191)
0 0 0 134 124 134 124 57 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.0 95.2 99.6 96.9 99.7 3.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 18 23 19
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,668
COMMITMENTS
0 2,390 0 21,645 19,278 21,645 21,668 23 0
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 425)
0 150 0 425 275 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 99.9 89.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 20 18 20 20
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,672
COMMITMENTS
0 500 0 14,654 13,860 14,654 14,360 18 312
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 285)
0 0 0 285 285 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 99.9 94.5 99.9 97.9 0.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 15 17 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,826
COMMITMENTS
229 200 90 36,302 36,381 36,621 36,671 205 155
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 450)
5 0 -5 420 455 420 450 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.2 98.6 98.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 28 27 30 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,726
COMMITMENTS
489 0 20 14,005 14,544 14,514 14,564 212 162
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 85)
60 0 0 595 85 655 85 -570 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.1 95.1 98.8 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 17 20 18
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,161
COMMITMENTS
1,380 0 0 12,019 14,146 13,399 14,146 762 15
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 60)
60 0 0 0 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 84.9 99.9 94.6 99.9 5.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 24 16 25 16
Updated March 25, 2016