CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 9,871
COMMITMENTS
4,750 181 225 4,896 9,464 9,871 9,870 0 1
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 47)
-3 -250 50 0 247 47 47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 1.8 2.3 49.6 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 2 2 8 7 21 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 49,063
COMMITMENTS
22,746 7,507 9,910 16,325 31,647 48,981 49,063 82 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -239)
-23 145 -185 -32 -199 -240 -239 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 15.3 20.2 33.3 64.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 9 11 8 10 28 25
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,745
COMMITMENTS
1,585 7,464 200 6,960 1,081 8,745 8,745 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 85.4 2.3 79.6 12.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 8 2 7 2 12 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,425
COMMITMENTS
16,250 26,395 850 13,325 3,180 30,425 30,425 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 500)
-100 400 0 600 100 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 86.8 2.8 43.8 10.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 8 4 7 2 18 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,670
COMMITMENTS
4,760 13,835 1,795 10,115 1,000 16,670 16,630 0 40
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 0)
-100 0 0 100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 83.0 10.8 60.7 6.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 10 4 6 3 16 14
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,050
COMMITMENTS
5,306 7,541 7,626 48,098 45,864 61,030 61,030 20 20
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 542)
2 255 -17 557 304 542 542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 12.4 12.5 78.8 75.1 100.0 100.0 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 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,610
COMMITMENTS
6,725 9,310 100 4,775 2,200 11,600 11,610 10 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 80.2 0.9 41.1 18.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 7 1 4 4 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 8,800
COMMITMENTS
4,425 4,520 320 4,035 3,960 8,780 8,800 20 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 250)
100 250 0 150 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 51.4 3.6 45.9 45.0 99.8 100.0 0.2 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 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 12,295
COMMITMENTS
3,920 6,920 1,000 7,375 4,375 12,295 12,295 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 150)
150 0 0 0 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 56.3 8.1 60.0 35.6 100.0 100.0 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 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,570,191
COMMITMENTS
588,102 149,342 699,421 3234579 3708536 4522102 4557299 48,089 12,892
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 105,105)
21,475 7,834 10,493 74,596 87,427 106,564 105,754 -1,459 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 3.3 15.3 70.8 81.1 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
51 30 61 133 121 208 190
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,760,486
COMMITMENTS
58,425 59,705 800,025 897,568 899,212 1756018 1758941 4,469 1,545
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -6,248)
-1,151 -4,090 -7,864 2,741 5,601 -6,274 -6,352 26 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.4 45.4 51.0 51.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 12 35 50 50 89 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,137
COMMITMENTS
29,775 624 6,731 211,893 251,832 248,399 259,187 16,738 5,950
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -17,271)
682 -3,114 1,089 -17,923 -14,571 -16,152 -16,596 -1,119 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.2 2.5 79.9 95.0 93.7 97.8 6.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 1 8 40 32 54 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,788
COMMITMENTS
732 7,345 3,171 126,064 120,144 129,967 130,660 5,821 5,128
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -11,336)
-1,978 106 -288 -7,687 -8,309 -9,953 -8,491 -1,383 -2,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.4 2.3 92.8 88.5 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 8 4 28 32 33 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,162
COMMITMENTS
3,985 7,179 3,315 200,793 199,834 208,093 210,328 13,069 10,834
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -17,360)
-938 1,372 -2,031 -14,725 -16,957 -17,694 -17,616 334 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.2 1.5 90.8 90.4 94.1 95.1 5.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 4 30 29 35 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 773,088
COMMITMENTS
2,662 19,083 18,290 737,133 730,587 758,085 767,960 15,003 5,128
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 19,186)
-153 515 3,745 11,076 14,399 14,668 18,659 4,518 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 2.4 95.3 94.5 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 6 7 50 36 58 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,406
COMMITMENTS
8,183 6,514 8,749 307,971 309,733 324,903 324,996 6,503 6,410
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -8,750)
-1,091 -1,608 1,540 -7,701 -7,388 -7,252 -7,456 -1,498 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.0 2.6 92.9 93.5 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 4 6 31 40 39 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,736
COMMITMENTS
16,565 2,692 1,908 270,757 290,810 289,230 295,410 7,506 1,326
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -12,522)
-1,288 923 -639 -10,103 -12,355 -12,030 -12,071 -492 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.9 0.6 91.2 98.0 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 4 38 46 44 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,605
COMMITMENTS
877 952 2,476 102,272 99,166 105,625 102,594 4,980 8,011
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -31,566)
630 -3,787 -285 -32,387 -27,283 -32,042 -31,355 476 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.9 2.2 92.5 89.7 95.5 92.8 4.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 19 23 21 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,308
COMMITMENTS
4,930 4,609 3,543 103,200 104,788 111,673 112,940 8,635 7,368
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -12,039)
-2,664 -1,114 1,096 -10,157 -11,194 -11,725 -11,212 -314 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.8 2.9 85.8 87.1 92.8 93.9 7.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 27 23 32 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,174
COMMITMENTS
338 1,276 1,575 97,678 96,709 99,591 99,560 9,583 9,614
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,568)
338 -2,577 253 -2,706 1,502 -2,115 -822 547 -746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 1.4 89.5 88.6 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 16 18 18 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 159,363
COMMITMENTS
0 0 0 151,937 150,881 151,937 150,881 7,426 8,482
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -12,256)
0 0 0 -11,052 -9,676 -11,052 -9,676 -1,204 -2,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 94.7 95.3 94.7 4.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 23 28 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,317
COMMITMENTS
0 0 0 70,503 73,338 70,503 73,338 9,814 6,979
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -8,543)
-744 0 0 -8,188 -7,460 -8,932 -7,460 389 -1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.8 91.3 87.8 91.3 12.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 14 16 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 325,086
COMMITMENTS
828 3,203 7,108 304,876 306,016 312,812 316,327 12,274 8,759
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -18,156)
274 -460 -343 -16,834 -16,591 -16,903 -17,394 -1,253 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 2.2 93.8 94.1 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 5 44 40 49 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,542
COMMITMENTS
1,130 620 1,252 72,936 72,910 75,318 74,782 7,224 7,760
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -8,881)
49 -327 -634 -9,368 -7,976 -9,953 -8,937 1,072 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 1.5 88.4 88.3 91.2 90.6 8.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 18 22 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,496
COMMITMENTS
3,465 7,441 1,057 60,601 57,420 65,123 65,918 6,373 5,578
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -2,917)
666 -1,140 -45 -4,103 -3,618 -3,482 -4,803 565 1,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.4 1.5 84.8 80.3 91.1 92.2 8.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 17 14 20 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,735
COMMITMENTS
3,798 0 0 42,982 47,931 46,780 47,931 1,955 804
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -75,187)
-5,812 -12,650 -775 -68,969 -46,377 -75,556 -59,802 369 -15,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 88.2 98.4 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 14 16 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,154
COMMITMENTS
10,040 27,034 775 100,149 82,713 110,964 110,522 1,190 1,632
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -58,050)
-12,425 -5,400 -360 -42,632 -47,822 -55,417 -53,582 -2,633 -4,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 24.1 0.7 89.3 73.7 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 10 1 30 26 37 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,431
COMMITMENTS
806 0 0 52,587 53,749 53,393 53,749 1,038 682
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -14,570)
0 0 0 -15,214 -14,308 -15,214 -14,308 644 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 96.6 98.7 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 18 19 20 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,236
COMMITMENTS
2,285 0 772 193,688 192,006 196,745 192,778 7,491 11,458
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -9,358)
-109 0 -390 -9,192 -9,687 -9,691 -10,077 333 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.4 94.8 94.0 96.3 94.4 3.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 34 33 36 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,333
COMMITMENTS
2,156 550 186 26,034 26,811 28,376 27,547 957 1,786
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,860)
-330 -66 186 -1,354 -1,320 -1,498 -1,200 -362 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.9 0.6 88.8 91.4 96.7 93.9 3.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 10 13 12 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,455
COMMITMENTS
0 2,413 627 41,380 41,953 42,007 44,993 11,448 8,462
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -2,135)
0 -1,401 1 -1,845 -2,048 -1,844 -3,448 -291 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.2 77.4 78.5 78.6 84.2 21.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 15 18 16 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,950
COMMITMENTS
2,889 17,406 697 99,328 86,050 102,914 104,153 7,036 5,797
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -8,880)
0 -2,877 106 -8,354 -6,028 -8,248 -8,799 -632 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 15.8 0.6 90.3 78.3 93.6 94.7 6.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 18 26 20 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,381
COMMITMENTS
8,558 0 1,088 91,362 108,443 101,008 109,531 15,373 6,850
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -4,575)
-2,102 -248 -358 -3,474 -3,910 -5,934 -4,516 1,359 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.9 78.5 93.2 86.8 94.1 13.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 2 17 13 21 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,410
COMMITMENTS
1,224 0 0 89,947 96,655 91,171 96,655 7,239 1,755
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -7,399)
-1,457 0 0 -7,524 -7,182 -8,981 -7,182 1,582 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 91.4 98.2 92.6 98.2 7.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 15 18 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,014
COMMITMENTS
330 1,044 815 103,131 107,651 104,276 109,510 7,738 2,504
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -9,665)
-1,393 -728 -71 -8,316 -8,936 -9,780 -9,735 115 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.7 92.1 96.1 93.1 97.8 6.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 20 18 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,900
COMMITMENTS
0 13,719 3,275 113,136 105,481 116,411 122,475 15,489 9,425
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -10,566)
-443 -1,865 -214 -11,059 -8,331 -11,716 -10,410 1,150 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 2.5 85.8 80.0 88.3 92.9 11.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 2 24 27 26 31
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,754
COMMITMENTS
1,457 4,451 0 13,071 10,813 14,528 15,264 1,226 490
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -11,880)
-300 -450 0 -8,730 -10,050 -9,030 -10,500 -2,850 -1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 28.3 0.0 83.0 68.6 92.2 96.9 7.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 11 11 14 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,679
COMMITMENTS
651 496 0 41,021 41,784 41,672 42,280 1,007 399
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -13,620)
0 -810 0 -13,320 -12,390 -13,320 -13,200 -300 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 0.0 96.1 97.9 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 18 17 20 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,570
COMMITMENTS
0 248 0 51,478 52,524 51,478 52,772 2,092 798
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -9,644)
0 -960 0 -9,449 -8,656 -9,449 -9,616 -195 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.1 98.0 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 203,198
COMMITMENTS
3,515 6,080 2,258 188,640 188,513 194,413 196,851 8,785 6,347
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -7,224)
1,385 -701 274 -8,229 -6,197 -6,570 -6,624 -654 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.0 1.1 92.8 92.8 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 5 4 39 37 45 44
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 91,630
COMMITMENTS
0 0 0 82,763 82,716 82,763 82,716 8,867 8,914
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -3,291)
0 0 0 -1,722 -2,546 -1,722 -2,546 -1,569 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 90.3 90.3 90.3 9.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,597
COMMITMENTS
0 0 0 77,208 78,904 77,208 78,904 10,389 8,693
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -3,705)
0 -302 -310 -3,040 -3,524 -3,350 -4,136 -355 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 90.1 88.1 90.1 11.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 16 14 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,241
COMMITMENTS
0 1,286 273 80,400 83,461 80,673 85,020 7,568 3,221
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -5,559)
0 -214 152 -4,868 -5,089 -4,716 -5,151 -843 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.3 91.1 94.6 91.4 96.3 8.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 17 23 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 94,620
COMMITMENTS
2,367 0 0 84,570 91,959 86,937 91,959 7,683 2,661
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -7,077)
-360 0 0 -6,077 -6,612 -6,437 -6,612 -640 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 89.4 97.2 91.9 97.2 8.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 17 15 18 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,553
COMMITMENTS
26,826 10,713 16,275 122,664 138,835 165,766 165,824 788 730
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -4,000)
571 717 -1,396 -2,961 -3,200 -3,786 -3,879 -214 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 6.4 9.8 73.6 83.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 16 22 51 51 78 77
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,724
COMMITMENTS
1,402 1,716 245 44,077 43,763 45,724 45,724 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 2,454)
739 48 -204 1,919 2,610 2,454 2,454 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.8 0.5 96.4 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 29 25 35 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 393,339
COMMITMENTS
18,312 0 0 373,507 391,819 391,819 391,819 1,520 1,520
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 11,735)
-1,216 0 0 11,431 10,215 10,215 10,215 1,520 1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 95.0 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 23 23 27 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,562,429
COMMITMENTS
50,292 88,255 37,935 1474202 1436239 1562429 1562429 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -41,361)
-8,047 36,706 -14,560 -18,754 -63,507 -41,361 -41,361 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.6 2.4 94.4 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 9 3 37 41 42 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,067
COMMITMENTS
4,733 5,347 1,837 58,497 57,882 65,067 65,067 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -7,088)
-368 88 -862 -5,858 -6,315 -7,088 -7,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.2 2.8 89.9 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 5 23 24 33 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 419,025
COMMITMENTS
1,952 5,008 0 416,097 413,041 418,049 418,049 976 976
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -14,894)
-1,952 -8,272 0 -13,918 -7,598 -15,870 -15,870 976 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 0.0 99.3 98.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 17 17 18 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 388,699
COMMITMENTS
1,224 728 8,632 378,843 379,339 388,699 388,699 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -14,954)
0 -32 8,632 -23,586 -23,554 -14,954 -14,954 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 2.2 97.5 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 26 29 28 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,429
COMMITMENTS
909 82 870 36,948 37,948 38,727 38,900 702 529
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -86)
-44 -63 468 -427 -387 -3 18 -83 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 2.2 93.7 96.2 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 2 27 26 32 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,944
COMMITMENTS
140 150 0 53,306 53,752 53,446 53,902 498 42
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -2,498)
15 0 0 -2,449 -2,491 -2,434 -2,491 -64 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 98.8 99.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 0 33 32 34 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,377
COMMITMENTS
424 0 1 74,296 75,323 74,721 75,324 656 53
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -5,026)
-21 0 0 -4,912 -5,019 -4,933 -5,019 -93 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.6 99.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 35 31 37 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,858
COMMITMENTS
550 75 0 15,742 16,783 16,292 16,858 566 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,520)
350 0 0 -2,406 -1,520 -2,056 -1,520 536 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.0 93.4 99.6 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 17 15 19 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 323,640
COMMITMENTS
2,464 0 752 320,424 322,888 323,640 323,640 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 13,864)
0 0 0 13,864 13,864 13,864 13,864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 24 16 25 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,398
COMMITMENTS
1,421 559 84 7,785 8,733 9,290 9,376 108 22
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -983)
-191 548 -242 -508 -1,120 -941 -814 -42 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 5.9 0.9 82.8 92.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 1 24 17 31 18
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,550
COMMITMENTS
600 50 350 10,940 12,150 11,890 12,550 660 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -855)
350 50 -350 -745 -510 -745 -810 -110 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.4 2.8 87.2 96.8 94.7 100.0 5.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 14 16 16
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,113
COMMITMENTS
0 0 0 8,993 8,920 8,993 8,920 120 193
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -745)
0 0 0 -730 -735 -730 -735 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 97.9 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 11 15 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,021
COMMITMENTS
350 700 0 24,671 24,316 25,021 25,016 0 5
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -510)
350 -75 0 -860 -440 -510 -515 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.8 0.0 98.6 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 24 24 25 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,220
COMMITMENTS
50 75 600 22,390 22,500 23,040 23,175 180 45
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -922)
0 0 0 -922 -967 -922 -967 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.6 96.4 96.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 22 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 25,025
COMMITMENTS
861 211 21 23,993 24,007 24,875 24,239 150 786
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 295)
-589 0 21 1,823 570 1,255 591 -960 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.8 0.1 95.9 95.9 99.4 96.9 0.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 1 30 21 35 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,010
COMMITMENTS
860 5,003 567 54,423 50,310 55,850 55,880 160 130
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -2,194)
400 885 -79 -2,490 -3,000 -2,169 -2,194 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.9 1.0 97.2 89.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 33 31 38 37
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,083
COMMITMENTS
2,433 2,224 4,058 65,582 65,726 72,073 72,008 10 75
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,726)
-290 -542 973 -2,399 -2,152 -1,716 -1,721 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.1 5.6 91.0 91.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 10 9 34 31 43 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,917
COMMITMENTS
945 0 0 48,652 49,912 49,597 49,912 320 5
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -4,070)
-120 0 0 -4,270 -4,075 -4,390 -4,075 320 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.5 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 13 27 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,457
COMMITMENTS
1,520 0 0 55,897 57,457 57,417 57,457 40 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -2,598)
5 0 0 -2,598 -2,598 -2,593 -2,598 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.3 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 19 28 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 336,244
COMMITMENTS
5,506 20,540 12,644 318,094 303,060 336,244 336,244 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -24,913)
-1,536 -2,665 -24 -23,353 -22,224 -24,913 -24,913 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.1 3.8 94.6 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 2 29 32 32 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,379
COMMITMENTS
1,426 1,318 2,240 23,587 23,778 27,253 27,336 126 43
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,731)
-688 -306 55 -1,077 -1,480 -1,710 -1,731 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.8 8.2 86.2 86.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 8 27 36 35 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,313
COMMITMENTS
929 3,141 302 37,082 34,870 38,313 38,313 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,846)
182 -780 -130 -1,898 -936 -1,846 -1,846 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.2 0.8 96.8 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 2 13 17 18 24
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 311,449
COMMITMENTS
0 0 0 311,449 311,449 311,449 311,449 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -18,777)
0 -384 0 -18,777 -18,393 -18,777 -18,777 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 23,985
COMMITMENTS
531 0 0 23,307 23,539 23,838 23,539 147 446
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,769)
-231 -84 0 -1,601 -1,516 -1,832 -1,600 63 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.2 98.1 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 19 21 21 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,738
COMMITMENTS
2,048 126 256 10,735 12,383 13,039 12,765 699 973
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -815)
-619 -42 -167 -561 -648 -1,347 -857 532 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.9 1.9 78.1 90.1 94.9 92.9 5.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 17 20 21 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 151,777
COMMITMENTS
9,905 3,546 752 141,120 147,479 151,777 151,777 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -12,352)
-6,209 -384 752 -6,895 -12,720 -12,352 -12,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.3 0.5 93.0 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 17 18 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,183
COMMITMENTS
110 2,758 425 18,433 15,703 18,968 18,886 215 297
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -973)
-171 123 43 -888 -1,140 -1,016 -974 43 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.4 2.2 96.1 81.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 25 24 28 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 194,743
COMMITMENTS
0 9,319 793 193,950 184,631 194,743 194,743 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -13,024)
-384 -2,328 0 -12,640 -10,696 -13,024 -13,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.4 99.6 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 20 20 21 23
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,145
COMMITMENTS
0 760 20 8,065 7,325 8,085 8,105 60 40
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -850)
0 50 -50 -785 -845 -835 -845 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 0.2 99.0 89.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 15 12 16 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,650
COMMITMENTS
414 511 0 23,236 23,139 23,650 23,650 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.2 0.0 98.2 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 17 17 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,235
COMMITMENTS
420 0 0 8,610 9,195 9,030 9,195 205 40
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -470)
0 0 0 -450 -465 -450 -465 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 93.2 99.6 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 12 16 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,915
COMMITMENTS
500 1,830 50 10,135 8,995 10,685 10,875 230 40
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -310)
50 0 -50 -290 -300 -290 -350 -20 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 16.8 0.5 92.9 82.4 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 16 17 19
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 680,550
COMMITMENTS
39,427 98,419 129,028 510,281 453,103 678,736 680,549 1,814 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 619)
2,251 -9,485 4,660 -6,189 5,444 722 619 -102 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 14.5 19.0 75.0 66.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 4 19 17 25 22
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,105
COMMITMENTS
0 0 0 17,070 17,105 17,070 17,105 35 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,900)
0 0 0 -1,880 -1,900 -1,880 -1,900 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 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 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,885
COMMITMENTS
0 100 0 20,645 20,770 20,645 20,870 240 15
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -720)
0 -50 0 -705 -655 -705 -705 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.9 99.4 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 19 16 19 18
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,630
COMMITMENTS
0 75 0 18,190 18,555 18,190 18,630 440 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -510)
0 -75 0 -485 -435 -485 -510 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 97.6 99.6 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 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,179
COMMITMENTS
975 0 0 23,084 24,179 24,059 24,179 120 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,150)
25 0 0 -1,175 -1,150 -1,150 -1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 95.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 20 15 24 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,183
COMMITMENTS
200 0 0 16,385 17,183 16,585 17,183 598 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -2,265)
-25 0 0 -2,215 -2,265 -2,240 -2,265 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.4 100.0 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 14 18 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,860
COMMITMENTS
0 750 0 25,495 25,090 25,495 25,840 365 20
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,015)
0 100 0 -975 -1,115 -975 -1,015 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 98.6 97.0 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 17 16 17 19
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,715
COMMITMENTS
0 0 0 17,320 17,715 17,320 17,715 395 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -980)
0 0 0 -940 -980 -940 -980 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 12 17 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,265
COMMITMENTS
230 0 70 21,545 22,105 21,845 22,175 420 90
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,420)
230 0 70 -1,780 -1,470 -1,480 -1,400 60 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 96.8 99.3 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 11 20 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,302
COMMITMENTS
730 0 70 22,052 23,152 22,852 23,222 450 80
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 390)
530 0 70 -265 330 335 400 55 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.3 94.6 99.4 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 19 10 21 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,410
COMMITMENTS
3,480 635 145 105,665 108,600 109,290 109,380 120 30
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -8,268)
-585 -555 45 -7,728 -7,758 -8,268 -8,268 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: 52)
5 4 1 34 34 40 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,326
COMMITMENTS
2,839 2,895 986 126,501 126,435 130,326 130,316 0 10
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -5,953)
-400 -710 165 -5,718 -5,398 -5,953 -5,943 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.2 0.8 97.1 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 7 4 40 37 47 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 175,084
COMMITMENTS
9,108 13,532 11,261 154,554 150,263 174,922 175,056 162 28
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -7,128)
47 417 -3,185 -3,939 -4,239 -7,076 -7,007 -52 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.7 6.4 88.3 85.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 11 10 45 48 60 63
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,901
COMMITMENTS
2,450 1,980 3,040 119,335 119,881 124,825 124,901 76 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -2,656)
435 730 -145 -2,946 -3,241 -2,656 -2,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.6 2.4 95.5 96.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 41 34 45 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,145
COMMITMENTS
585 1,075 295 38,250 37,760 39,130 39,130 15 15
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 1,820)
265 195 5 1,565 1,615 1,835 1,815 -15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.7 0.8 97.7 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 25 13 29 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,035
COMMITMENTS
0 440 0 34,035 33,595 34,035 34,035 0 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 680)
0 75 0 680 605 680 680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 23 12 23 14
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 29,947
COMMITMENTS
1,205 0 9 28,614 29,778 29,828 29,787 119 160
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 535)
905 0 -5 -340 545 560 540 -25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 95.5 99.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 27 26 29 27
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,610
COMMITMENTS
225 0 0 15,385 15,450 15,610 15,450 0 160
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -960)
0 0 0 -960 -960 -960 -960 0 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: 22)
1 0 0 20 15 21 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,032
COMMITMENTS
1,641 2,371 644 27,417 26,957 29,702 29,972 330 60
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -844)
-114 573 -94 -871 -1,383 -1,079 -904 235 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.9 2.1 91.3 89.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 5 27 25 34 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,932
COMMITMENTS
565 410 120 18,601 19,267 19,286 19,797 646 135
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,298)
60 10 -35 -1,673 -1,353 -1,648 -1,378 350 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.1 0.6 93.3 96.7 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 22 23 25
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,286
COMMITMENTS
1,883 4,055 447 38,916 36,774 41,246 41,276 40 10
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,046)
79 -120 251 -1,371 -1,127 -1,041 -996 -5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.8 1.1 94.3 89.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 3 31 28 37 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,010
COMMITMENTS
460 25 100 20,883 21,407 21,443 21,532 567 478
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,024)
-195 -25 100 -1,189 -1,077 -1,284 -1,002 260 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 0.5 94.9 97.3 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 24 18 26 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,124
COMMITMENTS
0 2,259 285 22,829 20,580 23,114 23,124 10 0
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -20)
0 -284 280 -300 -16 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 1.2 98.7 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 19 22 22
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,548
COMMITMENTS
0 400 0 14,183 13,844 14,183 14,244 365 304
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -802)
0 -50 0 -785 -752 -785 -802 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.5 95.2 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 14 16 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,753
COMMITMENTS
700 200 0 36,670 37,114 37,370 37,314 383 439
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -373)
450 -300 0 -808 -48 -358 -348 -15 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.5 0.0 97.1 98.3 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 28 25 30 26
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,745
COMMITMENTS
418 0 25 14,215 14,689 14,658 14,714 87 31
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -520)
-13 0 -2 -483 -503 -498 -505 -22 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 96.4 99.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 18 23 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,382
COMMITMENTS
1,097 0 24 11,454 13,298 12,575 13,322 807 60
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -897)
-184 0 24 -830 -961 -990 -937 93 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.2 85.6 99.4 94.0 99.6 6.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 25 17 26 18
Updated May 13, 2016