CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 10,309
COMMITMENTS
4,963 606 175 5,171 9,527 10,309 10,308 0 1
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5)
5 0 0 0 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 5.9 1.7 50.2 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 2 2 9 7 20 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 50,061
COMMITMENTS
23,718 8,413 9,249 16,851 32,389 49,817 50,051 244 10
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,791)
1,023 523 -65 793 1,333 1,751 1,791 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 16.8 18.5 33.7 64.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 9 11 9 10 28 24
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,825
COMMITMENTS
15,950 24,345 850 12,025 3,080 28,825 28,275 0 550
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 0 200 0 0 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 84.5 2.9 41.7 10.7 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 7 4 6 2 16 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 15,460
COMMITMENTS
4,200 13,175 1,745 9,515 500 15,460 15,420 0 40
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,000)
400 500 500 100 0 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 85.2 11.3 61.5 3.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 11 4 6 2 15 13
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 57,123
COMMITMENTS
5,467 7,139 6,336 45,320 43,648 57,123 57,123 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 447)
18 312 -298 727 433 447 447 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 12.5 11.1 79.3 76.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 10 15 14 29 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,150
COMMITMENTS
6,575 8,900 100 4,475 2,150 11,150 11,150 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 500)
550 350 0 -50 150 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 79.8 0.9 40.1 19.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 7 1 4 4 12 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 7,400
COMMITMENTS
4,025 3,570 320 3,035 3,510 7,380 7,400 20 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 750)
750 250 -200 200 700 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 48.2 4.3 41.0 47.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 1 5 5 13 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,945
COMMITMENTS
3,745 7,020 1,000 7,200 3,925 11,945 11,945 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 100)
0 -100 0 100 200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 58.8 8.4 60.3 32.9 100.0 100.0 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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,493,635
COMMITMENTS
585,020 186,385 676,527 3185153 3617534 4446700 4480446 46,935 13,189
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 139,087)
21,151 88 47,730 72,488 92,110 141,369 139,928 -2,282 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.1 15.1 70.9 80.5 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
48 30 59 138 125 213 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,941,151
COMMITMENTS
73,602 76,721 913,027 949,780 949,514 1936408 1939262 4,743 1,889
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 38,231)
11,065 7,852 6,296 20,739 23,886 38,100 38,034 131 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.0 47.0 48.9 48.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
25 14 35 51 50 88 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,106
COMMITMENTS
28,654 3,465 5,933 231,296 267,710 265,883 277,108 17,223 5,998
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 493)
-134 -1,124 1,638 -1,412 11 92 525 401 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.2 2.1 81.7 94.6 93.9 97.9 6.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 5 8 42 34 57 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,330
COMMITMENTS
2,231 11,514 3,091 131,383 124,134 136,705 138,739 5,625 3,591
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,541)
236 610 -439 2,530 2,063 2,327 2,234 214 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.1 2.2 92.3 87.2 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 5 29 33 35 42
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,527
COMMITMENTS
1,961 6,582 5,027 209,217 204,590 216,205 216,199 13,322 13,328
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,193)
-341 -240 274 5,586 3,309 5,519 3,343 -326 1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.9 2.2 91.2 89.1 94.2 94.2 5.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 28 30 32 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 736,965
COMMITMENTS
217 14,781 13,075 709,451 704,690 722,743 732,546 14,222 4,419
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 17,424)
0 2,136 -594 16,134 15,742 15,540 17,284 1,884 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.8 96.3 95.6 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 6 4 51 39 56 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,079
COMMITMENTS
16,198 1,656 4,339 280,512 294,668 301,049 300,663 7,030 7,416
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,322)
-785 -453 549 1,891 2,481 1,655 2,577 667 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.5 1.4 91.1 95.6 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 4 34 39 40 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 286,436
COMMITMENTS
14,706 1,397 2,154 264,844 277,966 281,704 281,517 4,732 4,919
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,001)
-39 -161 -48 4,385 5,395 4,298 5,186 703 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.5 0.8 92.5 97.0 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 4 37 45 43 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,534
COMMITMENTS
1,021 1,921 2,211 125,179 121,354 128,411 125,486 5,123 8,048
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,870)
-472 445 85 2,073 1,340 1,686 1,870 184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 1.7 93.7 90.9 96.2 94.0 3.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 21 23 23 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,378
COMMITMENTS
5,498 5,007 2,258 109,383 110,898 117,139 118,163 8,239 7,215
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,396)
-1,138 -117 806 245 555 -87 1,244 1,483 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.0 1.8 87.2 88.5 93.4 94.2 6.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 3 28 24 31 27
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,795
COMMITMENTS
212 1,990 1,396 92,523 89,158 94,131 92,544 8,664 10,251
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,996)
0 644 -62 4,897 2,414 4,835 2,996 -1,839 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 1.4 90.0 86.7 91.6 90.0 8.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 18 20 20 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 168,417
COMMITMENTS
0 0 0 161,338 157,421 161,338 157,421 7,079 10,996
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,878)
0 0 0 7,278 5,451 7,278 5,451 -1,400 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 93.5 95.8 93.5 4.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 27 20 27 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,752
COMMITMENTS
0 0 0 77,610 80,124 77,610 80,124 10,142 7,628
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -62)
0 0 0 -124 93 -124 93 62 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 91.3 88.4 91.3 11.6 8.7
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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,497
COMMITMENTS
0 0 0 21,496 21,835 21,496 21,835 2,001 1,662
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -31 0 -31 0 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 92.9 91.5 92.9 8.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 13 11 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 330,668
COMMITMENTS
1,129 3,596 6,413 309,859 312,254 317,401 322,263 13,267 8,405
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 9,735)
-59 215 -400 9,608 9,066 9,149 8,881 586 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 1.9 93.7 94.4 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 5 44 39 49 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,903
COMMITMENTS
1,462 620 1,810 75,178 76,764 78,450 79,194 7,453 6,709
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,224)
248 0 65 1,077 342 1,390 407 -166 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 2.1 87.5 89.4 91.3 92.2 8.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 22 20 24 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,441
COMMITMENTS
240 0 0 12,784 14,607 13,024 14,607 3,417 1,834
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 558)
0 0 0 558 372 558 372 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 77.8 88.8 79.2 88.8 20.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 9 14 10 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,368
COMMITMENTS
2,823 7,589 1,709 63,353 61,990 67,885 71,288 6,483 3,080
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 580)
-187 309 242 401 395 456 946 124 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 10.2 2.3 85.2 83.4 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 15 15 19 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,750
COMMITMENTS
3,580 1,674 0 54,363 57,986 57,943 59,660 2,807 1,090
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,205)
248 1,674 0 5,081 3,407 5,329 5,081 -124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.8 0.0 89.5 95.5 95.4 98.2 4.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 19 17 21 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,798
COMMITMENTS
17,530 11,094 360 86,590 92,983 104,480 104,437 2,318 2,361
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 5,236)
248 1,550 0 5,050 3,193 5,298 4,743 -62 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 10.4 0.3 81.1 87.1 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 5 1 33 25 43 30
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,599
COMMITMENTS
0 0 0 61,209 60,905 61,209 60,905 390 694
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,259)
0 0 0 1,259 1,135 1,259 1,135 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 18 17 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,886
COMMITMENTS
1,052 0 1,351 203,474 201,952 205,877 203,303 7,009 9,583
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,184)
1,052 -450 452 1,406 2,990 2,910 2,992 274 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.6 95.6 94.9 96.7 95.5 3.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 33 33 35 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 26,588
COMMITMENTS
1,866 0 0 22,200 24,642 24,066 24,642 2,522 1,946
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 62)
0 0 0 62 0 62 0 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 83.5 92.7 90.5 92.7 9.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 11 11 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,770
COMMITMENTS
0 4,887 1,246 40,576 42,519 41,822 48,652 11,948 5,118
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 31)
0 94 31 0 -125 31 0 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 2.3 75.5 79.1 77.8 90.5 22.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 15 17 17 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,481
COMMITMENTS
0 19,846 523 107,619 89,635 108,142 110,004 8,339 6,477
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 108)
0 -1,551 0 46 1,597 46 46 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 0.4 92.4 77.0 92.8 94.4 7.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 1 19 25 20 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,213
COMMITMENTS
11,133 0 721 91,035 110,052 102,889 110,773 14,324 6,440
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,318)
-1,038 0 -250 4,005 1,662 2,717 1,412 -399 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.6 77.7 93.9 87.8 94.5 12.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 1 16 13 21 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,005
COMMITMENTS
1,472 0 0 99,014 103,985 100,486 103,985 5,519 2,020
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,389)
0 0 0 1,055 1,389 1,055 1,389 334 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.4 98.1 94.8 98.1 5.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,413
COMMITMENTS
1,501 1,866 1,886 113,404 117,644 116,791 121,396 6,622 2,017
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 412)
165 -490 -97 465 906 533 319 -121 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 1.5 91.9 95.3 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 2 19 19 22 24
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,414
COMMITMENTS
2,123 13,967 2,223 123,843 117,442 128,189 133,632 16,225 10,782
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,697)
504 624 134 1,609 1,401 2,247 2,159 450 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.7 1.5 85.8 81.3 88.8 92.5 11.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 23 26 25 30
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,619
COMMITMENTS
4,467 5,223 0 19,790 20,026 24,257 25,249 1,362 370
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,813)
1,767 403 0 1,926 3,100 3,693 3,503 120 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 20.4 0.0 77.2 78.2 94.7 98.6 5.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 13 11 16 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,159
COMMITMENTS
0 1,050 0 47,226 47,656 47,226 48,706 1,933 453
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 124)
0 0 0 62 124 62 124 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.1 96.9 96.1 99.1 3.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,355
COMMITMENTS
0 1,208 0 58,223 58,509 58,223 59,717 2,132 638
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 124)
0 248 0 124 -124 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 96.5 96.9 96.5 98.9 3.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 12 14 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 199,585
COMMITMENTS
2,039 6,797 1,643 188,915 183,946 192,597 192,386 6,988 7,199
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 7,916)
332 308 -62 8,655 7,575 8,925 7,821 -1,009 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.4 0.8 94.7 92.2 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 5 3 40 33 43 40
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,227
COMMITMENTS
0 860 0 80,825 79,246 80,825 80,106 9,402 10,121
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -585)
0 0 0 -585 -585 -585 -585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 89.6 87.8 89.6 88.8 10.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 16 17 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,237
COMMITMENTS
0 1,195 395 82,735 86,534 83,130 88,124 8,107 3,113
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,350)
0 -184 122 1,381 1,412 1,503 1,350 -153 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 90.7 94.8 91.1 96.6 8.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 17 21 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 96,848
COMMITMENTS
2,362 0 0 87,784 93,998 90,146 93,998 6,702 2,850
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,438)
0 0 0 3,836 6,215 3,836 6,215 -398 -2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 90.6 97.1 93.1 97.1 6.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 14 19 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,625
COMMITMENTS
24,114 7,079 16,833 119,637 136,926 160,584 160,838 1,041 787
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,155)
-4,613 -74 1,419 4,986 450 1,793 1,796 362 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 4.4 10.4 74.0 84.7 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 11 21 51 50 80 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,219
COMMITMENTS
3,270 2,167 321 47,629 48,732 51,219 51,219 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,548)
-76 89 9 1,615 1,450 1,548 1,548 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.2 0.6 93.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 2 27 28 33 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 435,212
COMMITMENTS
50,184 2,432 0 385,028 432,780 435,212 435,212 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 15,225)
3,864 0 0 11,361 15,225 15,225 15,225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.6 0.0 88.5 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 25 24 29 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,547,128
COMMITMENTS
61,777 48,567 44,109 1441242 1454452 1547128 1547128 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 55,713)
1,536 9,632 3,636 50,541 42,445 55,713 55,713 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.1 2.9 93.2 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 7 3 38 41 44 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,529
COMMITMENTS
5,221 4,896 2,880 63,428 63,753 71,529 71,529 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,014)
691 -153 -56 379 1,223 1,014 1,014 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.8 4.0 88.7 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 6 26 25 36 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 431,247
COMMITMENTS
2,928 14,976 0 428,319 416,271 431,247 431,247 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -4,024)
2,928 -4,992 0 -6,952 968 -4,024 -4,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 0.0 99.3 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 19 16 20 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 398,331
COMMITMENTS
0 760 0 398,331 397,571 398,331 398,331 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 9,980)
0 0 0 9,980 9,980 9,980 9,980 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: 39)
0 1 0 29 30 29 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,699
COMMITMENTS
997 63 402 35,429 36,158 36,828 36,623 871 1,076
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 94)
-110 0 44 160 50 94 94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.2 1.1 94.0 95.9 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 2 28 26 33 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,400
COMMITMENTS
0 0 0 53,919 54,343 53,919 54,343 481 57
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,160)
0 0 0 2,160 2,160 2,160 2,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 0 0 34 33 34 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,222
COMMITMENTS
396 0 5 75,147 76,157 75,548 76,162 674 60
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,700)
50 0 0 3,650 3,700 3,700 3,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.6 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 1 36 30 39 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,443
COMMITMENTS
100 75 0 18,313 18,368 18,413 18,443 30 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 99.3 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 14 19 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 318,872
COMMITMENTS
2,872 0 752 315,248 318,120 318,872 318,872 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 16)
0 0 0 16 16 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.2 98.9 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 27 16 28 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,999
COMMITMENTS
2,043 0 0 7,764 9,787 9,807 9,787 192 212
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 64)
-21 0 0 -1 64 -22 64 86 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.0 0.0 77.6 97.9 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 0 0 20 17 27 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,970
COMMITMENTS
5,850 0 0 7,060 12,910 12,910 12,910 60 60
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 0.0 0.0 54.4 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 15 12 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,060
COMMITMENTS
50 450 340 11,115 11,180 11,505 11,970 555 90
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,400)
0 220 -180 1,580 1,360 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.7 2.8 92.2 92.7 95.4 99.3 4.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 12 18 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,816
COMMITMENTS
0 625 0 25,816 25,191 25,816 25,816 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 24 20 24 22
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,502
COMMITMENTS
50 75 600 22,672 22,827 23,322 23,502 180 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -260)
0 0 0 -260 -260 -260 -260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.6 96.5 97.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 25 22 27 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,440
COMMITMENTS
1,001 126 0 22,161 23,147 23,162 23,273 1,278 1,167
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 32)
63 0 0 -31 -32 32 -32 0 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 0.0 90.7 94.7 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 26 22 28 23
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,740
COMMITMENTS
390 4,135 557 55,598 51,918 56,545 56,610 195 130
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,042)
25 1,195 -35 1,052 -118 1,042 1,042 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.3 1.0 98.0 91.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 5 34 33 39 39
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,568
COMMITMENTS
3,261 2,925 2,073 65,214 65,480 70,548 70,478 20 90
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,062)
-395 622 119 1,323 326 1,047 1,067 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.1 2.9 92.4 92.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 6 7 36 33 46 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,410
COMMITMENTS
1,055 0 0 42,343 43,380 43,398 43,380 12 30
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,980)
-15 0 0 2,995 2,980 2,980 2,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.5 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 27 15 28 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,413
COMMITMENTS
1,515 0 0 47,853 49,413 49,368 49,413 45 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,070)
85 0 0 2,985 3,070 3,070 3,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.8 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 27 17 28 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 339,929
COMMITMENTS
9,499 28,347 9,530 320,900 302,052 339,929 339,929 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,780)
-11,514 8,712 3,626 10,668 -9,558 2,780 2,780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.3 2.8 94.4 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 2 30 32 33 38
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,430
COMMITMENTS
2,784 1,469 1,507 22,033 23,347 26,324 26,323 106 107
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 14)
-765 218 440 339 -687 14 -29 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.6 5.7 83.4 88.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 6 7 29 34 36 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,697
COMMITMENTS
492 3,948 432 38,773 35,317 39,697 39,697 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 486)
0 -130 0 486 616 486 486 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.9 1.1 97.7 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 6 2 14 17 17 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 322,208
COMMITMENTS
0 1,520 0 322,208 320,688 322,208 322,208 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -2,592)
0 -2,592 0 -2,592 0 -2,592 -2,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 11 12 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 360,940
COMMITMENTS
0 384 0 360,940 360,556 360,940 360,940 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,853)
0 0 0 1,853 1,853 1,853 1,853 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 16 19 17
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,192
COMMITMENTS
953 84 0 27,155 27,198 28,108 27,282 84 910
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -491)
212 0 0 -703 -534 -491 -534 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.3 0.0 96.3 96.5 99.7 96.8 0.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 0 17 18 21 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 132,380
COMMITMENTS
0 3,545 0 132,380 128,835 132,380 132,380 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 100.0 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 10 10 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,694
COMMITMENTS
2,383 125 467 10,698 12,150 13,548 12,742 146 952
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 630)
146 0 0 443 653 589 653 41 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.9 3.4 78.1 88.7 98.9 93.0 1.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 17 19 21 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 156,721
COMMITMENTS
16,114 3,930 0 140,607 152,791 156,721 156,721 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 4,777)
2,425 0 0 2,352 4,777 4,777 4,777 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.5 0.0 89.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 17 19 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,288
COMMITMENTS
429 2,340 0 17,516 15,419 17,945 17,759 343 529
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 433)
64 108 0 325 346 389 454 44 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.8 0.0 95.8 84.3 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 0 25 22 29 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 200,087
COMMITMENTS
384 11,279 793 198,910 188,015 200,087 200,087 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,448)
0 0 0 2,448 2,448 2,448 2,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.6 0.4 99.4 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 17 22 18
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,615
COMMITMENTS
0 760 70 8,485 7,740 8,555 8,570 60 45
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 150)
0 50 0 150 100 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.8 98.5 89.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 17 12 19 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,168
COMMITMENTS
752 486 0 20,416 20,682 21,168 21,168 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 103)
104 0 0 -1 103 103 103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.3 0.0 96.4 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 18 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,180
COMMITMENTS
420 0 0 8,055 9,135 8,475 9,135 705 45
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 70)
120 0 0 -50 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 87.7 99.5 92.3 99.5 7.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 12 15 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,750
COMMITMENTS
350 1,630 100 9,570 9,020 10,020 10,750 730 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 15.2 0.9 89.0 83.9 93.2 100.0 6.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 17 16 19
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 611,822
COMMITMENTS
26,494 58,899 117,607 463,806 435,317 607,907 611,822 3,915 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 35,168)
-250 14,270 669 32,337 20,228 32,757 35,168 2,411 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.6 19.2 75.8 71.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 18 17 23 22
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,405
COMMITMENTS
0 0 0 18,350 18,405 18,350 18,405 55 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -15 0 -15 0 15 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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,580
COMMITMENTS
0 150 0 21,325 21,400 21,325 21,550 255 30
CHANGES FROM 04/12/16 (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 0.7 0.0 98.8 99.2 98.8 99.9 1.2 0.1
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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,140
COMMITMENTS
0 150 0 18,675 18,990 18,675 19,140 465 0
CHANGES FROM 04/12/16 (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 0.8 0.0 97.6 99.2 97.6 100.0 2.4 0.0
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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,962
COMMITMENTS
825 0 0 21,017 21,962 21,842 21,962 120 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,170)
0 0 0 1,170 1,170 1,170 1,170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 95.7 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 17 15 19 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,203
COMMITMENTS
225 0 0 17,595 18,203 17,820 18,203 383 0
CHANGES FROM 04/12/16 (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
1.2 0.0 0.0 96.7 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 14 17 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,885
COMMITMENTS
0 550 0 22,480 22,315 22,480 22,865 405 20
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,485)
0 300 0 1,485 1,185 1,485 1,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.2 97.5 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 17 15 17 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,650
COMMITMENTS
0 0 0 22,290 22,540 22,290 22,540 360 110
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 99.5 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 11 21 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,887
COMMITMENTS
200 0 0 21,292 21,797 21,492 21,797 395 90
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.3 99.6 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 11 21 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,927
COMMITMENTS
3,565 1,130 100 115,142 117,667 118,807 118,897 120 30
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,640)
0 120 -40 2,680 2,560 2,640 2,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.0 0.1 96.8 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 1 37 33 41 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 133,351
COMMITMENTS
3,115 3,455 450 129,786 129,426 133,351 133,331 0 20
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,113)
300 0 -50 1,863 2,163 2,113 2,113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.6 0.3 97.3 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 6 2 42 34 49 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 170,863
COMMITMENTS
9,789 17,988 6,733 154,079 146,108 170,600 170,829 263 34
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 4,553)
1,593 5,157 -2,819 5,624 2,225 4,398 4,563 155 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.5 3.9 90.2 85.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 12 12 46 45 64 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,465
COMMITMENTS
1,800 200 3,275 113,324 114,990 118,399 118,465 66 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,460)
360 -1,320 420 1,680 3,360 2,460 2,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 2.8 95.7 97.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 3 42 35 48 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,765
COMMITMENTS
320 730 290 36,125 35,735 36,735 36,755 30 10
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 435)
0 0 0 435 435 435 435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.0 0.8 98.3 97.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 24 13 28 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,955
COMMITMENTS
0 315 0 32,955 32,640 32,955 32,955 0 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 23 13 23 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 28,968
COMMITMENTS
314 0 5 28,514 28,798 28,833 28,803 135 165
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 205)
100 -200 -50 135 320 185 70 20 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.4 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 26 26 28 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 16,295
COMMITMENTS
225 0 0 16,070 16,135 16,295 16,135 0 160
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 20)
0 0 0 225 20 225 20 -205 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 16 20 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,803
COMMITMENTS
3,242 1,620 116 26,340 28,062 29,698 29,798 105 5
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,677)
125 0 0 1,542 1,672 1,667 1,672 10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.4 0.4 88.4 94.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 4 25 26 31 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,465
COMMITMENTS
505 0 115 19,509 20,245 20,129 20,360 336 105
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -100 10 -100 10 130 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.6 95.3 98.9 98.4 99.5 1.6 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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,668
COMMITMENTS
1,283 4,090 252 39,088 36,306 40,623 40,648 45 20
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 621)
206 10 19 396 577 621 606 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.1 0.6 96.1 89.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 30 27 35 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,696
COMMITMENTS
655 50 0 21,737 22,559 22,392 22,609 304 87
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 260)
300 0 0 -40 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 0.0 95.8 99.4 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 24 17 26 18
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,327
COMMITMENTS
0 2,538 0 22,317 19,789 22,317 22,327 10 0
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 0.0 100.0 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 21 19 21 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,765
COMMITMENTS
0 450 0 14,748 14,011 14,748 14,461 17 304
CHANGES FROM 04/12/16 (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 3.0 0.0 99.9 94.9 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 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,129
COMMITMENTS
200 500 0 36,560 36,189 36,760 36,689 369 440
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 620)
0 300 0 620 320 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.0 98.5 97.5 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 27 26 29 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,136
COMMITMENTS
441 0 20 14,573 15,077 15,034 15,097 102 39
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.1 96.3 99.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 20 23 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,117
COMMITMENTS
1,281 0 0 12,029 13,972 13,310 13,972 807 145
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 85.2 99.0 94.3 99.0 5.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 24 15 25 15
Updated April 22, 2016