CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 8,710
COMMITMENTS
3,839 131 225 4,636 8,353 8,700 8,709 10 1
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1)
-1 0 0 0 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 1.5 2.6 53.2 95.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 2 2 7 7 18 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 42,089
COMMITMENTS
19,504 7,949 8,157 14,338 25,983 41,999 42,089 90 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,126)
-623 2 332 -836 -1,460 -1,127 -1,126 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 18.9 19.4 34.1 61.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 8 10 8 10 26 24
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| 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 05/31/16 (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 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,525
COMMITMENTS
16,350 26,495 850 13,325 3,180 30,525 30,525 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 100)
100 100 0 0 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 86.8 2.8 43.7 10.4 100.0 100.0 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 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,720
COMMITMENTS
5,010 14,085 1,595 10,115 1,000 16,720 16,680 0 40
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 200)
200 200 0 0 0 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 84.2 9.5 60.5 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
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,225
COMMITMENTS
5,037 5,123 4,664 20,525 20,439 30,225 30,225 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 16.9 15.4 67.9 67.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 8 7 8 17 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 63,854
COMMITMENTS
5,337 7,216 8,373 50,123 48,244 63,834 63,834 20 20
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 177)
-87 -36 551 -287 -338 177 177 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.3 13.1 78.5 75.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 9 9 16 13 29 25
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,860
COMMITMENTS
6,875 9,110 200 4,775 2,550 11,850 11,860 10 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 76.8 1.7 40.3 21.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 2 4 4 12 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 9,850
COMMITMENTS
4,425 5,170 320 5,085 4,360 9,830 9,850 20 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 450)
100 100 0 350 350 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 52.5 3.2 51.6 44.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 1 6 5 15 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 12,345
COMMITMENTS
3,970 6,920 1,000 7,375 4,425 12,345 12,345 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 150)
150 0 0 0 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 56.1 8.1 59.7 35.8 100.0 100.0 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 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,470,300
COMMITMENTS
694,338 119,609 657,094 3068813 3679731 4420245 4456434 50,055 13,866
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 37,762)
105,816 -17,889 -26,014 -42,898 81,733 36,904 37,830 858 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.7 14.7 68.6 82.3 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
55 25 58 140 122 213 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,798,623
COMMITMENTS
84,065 70,737 785,505 924,391 941,012 1793961 1797254 4,661 1,369
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 103,180)
26,663 4,444 35,060 41,379 64,011 103,102 103,515 78 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.9 43.7 51.4 52.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 12 38 53 52 93 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,620
COMMITMENTS
30,598 1,525 9,786 195,367 234,348 235,751 245,659 15,869 5,961
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -22,067)
-2,641 909 27 -19,312 -21,524 -21,926 -20,588 -141 -1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.6 3.9 77.6 93.1 93.7 97.6 6.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
11 3 10 38 33 53 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,317
COMMITMENTS
458 4,959 2,522 126,851 124,134 129,831 131,615 5,486 3,702
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -12,898)
-1,938 -813 -1,050 -10,420 -11,833 -13,408 -13,696 510 798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.7 1.9 93.7 91.7 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 4 28 32 32 39
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,826
COMMITMENTS
1,601 6,459 4,985 192,718 195,877 199,304 207,321 16,522 8,505
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -18,065)
-4,106 -1,060 654 -19,176 -18,277 -22,628 -18,683 4,563 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.0 2.3 89.3 90.8 92.3 96.1 7.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 4 30 27 34 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 804,243
COMMITMENTS
923 14,526 16,829 772,027 767,623 789,779 798,978 14,464 5,265
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -26,195)
-1,838 -1,444 404 -24,798 -25,746 -26,232 -26,786 37 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 2.1 96.0 95.4 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 8 5 54 37 61 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,010
COMMITMENTS
14,845 2,072 4,674 322,900 334,917 342,419 341,663 6,591 7,347
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -7,858)
-2,870 0 -31 -4,769 -6,991 -7,670 -7,022 -188 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.6 1.3 92.5 96.0 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 1 3 37 43 42 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,718
COMMITMENTS
14,051 1,689 2,529 260,746 279,414 277,326 283,632 7,392 1,086
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -20,072)
-1,658 -175 -130 -19,719 -20,315 -21,507 -20,620 1,435 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.6 0.9 91.6 98.1 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 4 4 39 44 45 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,406
COMMITMENTS
4,835 986 752 95,965 91,176 101,552 92,914 3,854 12,492
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -18,016)
4,569 -1,437 -2,654 -19,136 -17,765 -17,221 -21,856 -795 3,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.9 0.7 91.0 86.5 96.3 88.1 3.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 21 22 23 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,045
COMMITMENTS
406 13,761 3,662 117,298 104,871 121,366 122,294 6,679 5,751
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -12,057)
244 3,113 -3,197 -8,474 -11,065 -11,427 -11,149 -630 -908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.7 2.9 91.6 81.9 94.8 95.5 5.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 4 31 27 35 33
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,430
COMMITMENTS
0 0 0 17,220 17,370 17,220 17,370 210 60
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -6,212)
-620 0 0 -5,220 -6,024 -5,840 -6,024 -372 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.7 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,962
COMMITMENTS
5,207 30 1,351 91,927 97,297 98,485 98,678 9,477 9,284
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -8,533)
-143 -1,291 441 -7,862 -5,515 -7,564 -6,365 -969 -2,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 1.3 85.1 90.1 91.2 91.4 8.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 18 20 21 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,310
COMMITMENTS
0 0 0 144,661 142,204 144,661 142,204 7,649 10,106
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -11,850)
0 0 0 -10,888 -11,999 -10,888 -11,999 -962 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 93.4 95.0 93.4 5.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 24 27 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,365
COMMITMENTS
0 1,230 0 63,973 65,816 63,973 67,046 9,392 6,319
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -7,831)
0 -360 0 -6,867 -7,420 -6,867 -7,780 -964 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 87.2 89.7 87.2 91.4 12.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 14 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,625
COMMITMENTS
360 600 0 15,956 16,831 16,316 17,431 2,309 1,194
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -5,487)
0 0 0 -5,450 -5,021 -5,450 -5,021 -37 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.2 0.0 85.7 90.4 87.6 93.6 12.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 11 9 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 332,318
COMMITMENTS
1,976 1,305 5,410 314,094 314,658 321,480 321,373 10,838 10,945
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -14,151)
-186 -2,669 -113 -14,663 -14,465 -14,962 -17,247 811 3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 1.6 94.5 94.7 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 4 48 40 53 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,280
COMMITMENTS
1,417 1,632 781 70,666 67,043 72,864 69,456 5,416 8,824
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -6,565)
86 528 -214 -6,072 -6,628 -6,200 -6,314 -365 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.1 1.0 90.3 85.6 93.1 88.7 6.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 19 16 21 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,026
COMMITMENTS
3,165 11,224 1,137 64,922 57,089 69,224 69,450 5,802 5,576
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -3,161)
-480 -186 270 -1,647 -4,310 -1,857 -4,226 -1,304 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 15.0 1.5 86.5 76.1 92.3 92.6 7.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 18 12 21 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,481
COMMITMENTS
3,198 0 0 39,748 43,155 42,946 43,155 1,535 1,326
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -65,516)
-35,071 -11,220 0 -31,197 -54,458 -66,268 -65,678 752 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 89.4 97.0 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 14 15 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,313
COMMITMENTS
38,569 11,220 0 60,965 88,189 99,534 99,409 779 904
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -72,783)
8,510 -10,108 -15,593 -65,171 -45,466 -72,254 -71,167 -529 -1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 11.2 0.0 60.8 87.9 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 7 0 27 33 41 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,243
COMMITMENTS
0 0 0 50,665 51,003 50,665 51,003 578 240
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -12,212)
-896 0 -30 -11,621 -11,902 -12,547 -11,932 335 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 20 19 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,642
COMMITMENTS
281 0 1,476 196,786 196,990 198,543 198,466 9,099 9,176
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,315)
281 -1,008 660 -3,223 -1,579 -2,282 -1,927 -33 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 94.8 94.9 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 35 33 36 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,765
COMMITMENTS
171 210 690 26,088 24,035 26,949 24,935 816 2,830
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -7,006)
-1,085 -496 0 -5,788 -6,650 -6,873 -7,146 -133 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 2.5 94.0 86.6 97.1 89.8 2.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 12 11 13 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,079
COMMITMENTS
986 1,782 196 41,671 44,492 42,853 46,470 10,226 6,609
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -3,552)
118 -546 -118 -2,711 -3,512 -2,711 -4,176 -841 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.4 0.4 78.5 83.8 80.7 87.5 19.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 19 17 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,532
COMMITMENTS
0 17,461 774 97,508 81,800 98,282 100,035 8,250 6,497
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -8,059)
0 -398 -73 -8,602 -7,170 -8,675 -7,641 616 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.4 0.7 91.5 76.8 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 1 20 26 21 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,361
COMMITMENTS
7,494 438 1,116 91,574 106,937 100,184 108,491 16,177 7,870
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -5,974)
-976 438 -255 -5,109 -6,295 -6,340 -6,112 366 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.4 1.0 78.7 91.9 86.1 93.2 13.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 17 13 21 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,823
COMMITMENTS
984 0 0 92,624 98,489 93,608 98,489 6,215 1,334
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -5,757)
0 -273 -696 -5,310 -5,217 -6,006 -6,186 249 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 92.8 98.7 93.8 98.7 6.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 15 21 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,217
COMMITMENTS
1,064 279 261 95,082 99,851 96,407 100,391 5,810 1,826
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -10,778)
-987 -797 -181 -9,274 -9,194 -10,442 -10,172 -336 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.3 93.0 97.7 94.3 98.2 5.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 20 18 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,804
COMMITMENTS
2,864 11,938 1,414 103,954 100,041 108,232 113,393 16,572 11,411
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -12,342)
2,864 -3,365 -2,638 -12,759 -6,833 -12,533 -12,836 191 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.6 1.1 83.3 80.2 86.7 90.9 13.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 27 27 29 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,063
COMMITMENTS
1,452 480 0 36,203 38,798 37,655 39,278 2,408 785
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -11,714)
-91 -278 -248 -11,456 -11,574 -11,795 -12,100 81 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 0.0 90.4 96.8 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 19 18 21 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,968
COMMITMENTS
0 480 0 44,480 45,308 44,480 45,788 1,488 180
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -10,277)
0 -338 0 -9,688 -9,781 -9,688 -10,119 -589 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.8 98.6 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 14 17 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 199,277
COMMITMENTS
7,091 5,041 2,982 183,602 185,409 193,675 193,432 5,602 5,845
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -12,759)
283 -977 207 -12,690 -11,935 -12,200 -12,705 -559 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.5 1.5 92.1 93.0 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 6 7 38 38 46 48
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 93,491
COMMITMENTS
1,735 0 182 83,665 86,943 85,582 87,125 7,909 6,366
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -4,215)
121 0 -61 -4,373 -2,698 -4,313 -2,759 98 -1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.2 89.5 93.0 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 17 18 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,479
COMMITMENTS
0 0 0 76,791 78,055 76,791 78,055 8,688 7,424
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -5,548)
0 0 0 -4,521 -3,681 -4,521 -3,681 -1,027 -1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.8 91.3 89.8 91.3 10.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,460
COMMITMENTS
0 2,055 61 75,012 78,055 75,073 80,171 8,387 3,289
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -8,746)
-210 93 -31 -8,683 -8,537 -8,924 -8,475 178 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.1 89.9 93.5 90.0 96.1 10.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 17 21 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 92,048
COMMITMENTS
2,697 0 0 80,500 87,437 83,197 87,437 8,851 4,611
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -6,469)
-179 0 0 -7,942 -5,641 -8,121 -5,641 1,652 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 87.5 95.0 90.4 95.0 9.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 13 18 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,999
COMMITMENTS
28,320 11,061 17,290 117,644 135,225 163,254 163,576 745 422
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -3,581)
-438 438 -232 -2,805 -3,453 -3,475 -3,247 -106 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.7 10.5 71.7 82.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
18 14 23 51 50 81 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,245
COMMITMENTS
1,387 1,933 258 44,600 44,054 46,245 46,245 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -4,905)
-435 -301 27 -4,247 -4,631 -4,655 -4,905 -250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.2 0.6 96.4 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 2 26 23 31 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 378,646
COMMITMENTS
9,168 608 0 369,478 378,038 378,646 378,646 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -34,927)
-688 0 0 -24,263 -34,927 -24,951 -34,927 -9,976 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.0 97.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 23 21 26 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,547,474
COMMITMENTS
46,995 85,609 62,665 1437814 1399200 1547474 1547474 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -53,823)
-3,681 615 -7 -50,135 -54,431 -53,823 -53,823 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.5 4.0 92.9 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 10 3 39 43 44 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,288
COMMITMENTS
4,112 6,117 555 61,621 59,616 66,288 66,288 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -5,886)
-948 -237 -556 -4,382 -5,093 -5,886 -5,886 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.2 0.8 93.0 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 7 5 22 25 30 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 403,033
COMMITMENTS
3,904 616 320 398,809 402,097 403,033 403,033 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -24,616)
976 -3,440 0 -25,592 -21,176 -24,616 -24,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.1 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 18 18 20 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 399,481
COMMITMENTS
0 728 8,632 390,849 390,121 399,481 399,481 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -16,808)
-1,224 0 0 -15,584 -16,808 -16,808 -16,808 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 2.2 97.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 26 28 27 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,030
COMMITMENTS
1,470 85 593 36,413 37,821 38,476 38,499 554 531
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,489)
65 0 -42 -1,577 -1,405 -1,554 -1,447 65 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 1.5 93.3 96.9 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 2 30 27 37 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,903
COMMITMENTS
290 0 0 53,066 53,872 53,356 53,872 547 31
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,911)
0 -150 0 -2,890 -2,755 -2,890 -2,905 -21 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.4 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 30 32 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,865
COMMITMENTS
579 50 0 76,646 77,768 77,225 77,818 640 47
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -4,506)
-30 0 0 -4,455 -4,495 -4,485 -4,495 -21 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 98.4 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 0 33 30 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,460
COMMITMENTS
550 675 0 19,114 19,785 19,664 20,460 796 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 405)
0 0 0 175 405 175 405 230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 0.0 93.4 96.7 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 19 16 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 334,120
COMMITMENTS
2,464 0 752 328,864 332,552 332,080 333,304 2,040 816
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,024)
0 0 0 -4,064 -2,840 -4,064 -2,840 2,040 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 98.4 99.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 25 18 26 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,046
COMMITMENTS
1,986 764 170 8,624 9,659 10,780 10,593 266 453
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 190)
-21 -274 0 129 106 108 -168 82 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.9 1.5 78.1 87.4 97.6 95.9 2.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 3 22 18 29 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,605
COMMITMENTS
7,500 0 0 7,045 14,185 14,545 14,185 60 420
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 60)
150 0 -150 60 -150 60 -300 0 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 0.0 0.0 48.2 97.1 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 12 15 16 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,270
COMMITMENTS
1,600 450 475 9,510 11,345 11,585 12,270 685 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -215)
150 50 -125 -205 -140 -180 -215 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 3.7 3.9 77.5 92.5 94.4 100.0 5.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 13 16 14 19
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,168
COMMITMENTS
0 0 0 8,063 7,985 8,063 7,985 105 183
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -985)
0 0 0 -970 -975 -970 -975 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 97.8 98.7 97.8 1.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 11 14 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,361
COMMITMENTS
250 1,300 0 26,761 26,006 27,011 27,306 350 55
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -435 -135 -435 -135 350 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.8 0.0 97.8 95.0 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 25 25 26 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,980
COMMITMENTS
50 75 600 22,086 22,155 22,736 22,830 244 150
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -264 -275 -264 -275 64 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.6 96.1 96.4 98.9 99.3 1.1 0.7
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 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 25,340
COMMITMENTS
1,079 189 64 23,750 24,174 24,893 24,427 447 913
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 184)
-22 -85 0 -91 -28 -113 -113 297 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 0.3 93.7 95.4 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 1 2 30 22 36 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,255
COMMITMENTS
1,229 4,171 1,109 54,777 51,834 57,115 57,114 140 141
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,967)
-22 -268 111 -3,036 -2,810 -2,947 -2,967 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.3 1.9 95.7 90.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 5 33 29 38 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,311
COMMITMENTS
1,329 2,756 4,911 67,041 65,569 73,281 73,236 30 75
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -4,972)
-2,454 256 678 -3,161 -5,906 -4,937 -4,972 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.8 6.7 91.4 89.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 9 9 36 33 46 46
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,385
COMMITMENTS
880 0 0 46,150 47,385 47,030 47,385 355 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -4,047)
-105 0 0 -3,942 -4,042 -4,047 -4,042 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.4 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 13 25 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,570
COMMITMENTS
1,525 0 0 53,010 54,570 54,535 54,570 35 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -4,197)
-125 0 0 -4,067 -4,197 -4,192 -4,197 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.1 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 26 20 27 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 341,682
COMMITMENTS
38,678 27,233 4,282 298,722 310,167 341,682 341,682 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -30,617)
7,511 -3,672 -3,176 -34,952 -23,769 -30,617 -30,617 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 8.0 1.3 87.4 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 2 29 28 33 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,013
COMMITMENTS
2,031 2,118 2,533 23,344 23,107 27,908 27,758 105 255
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,520)
673 -295 -420 -1,752 -1,017 -1,499 -1,732 -21 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.6 9.0 83.3 82.5 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 6 27 33 33 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,934
COMMITMENTS
1,159 2,093 127 37,648 36,714 38,934 38,934 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -3,661)
-160 -999 -175 -3,326 -2,487 -3,661 -3,661 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.4 0.3 96.7 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 1 19 12 23 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 293,297
COMMITMENTS
0 384 0 293,297 292,913 293,297 293,297 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -23,272)
0 0 0 -23,272 -23,272 -23,272 -23,272 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: 27)
0 1 0 23 18 23 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,456
COMMITMENTS
575 129 0 21,608 21,880 22,183 22,009 273 447
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,848)
-85 0 0 -1,848 -1,828 -1,933 -1,828 85 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.6 0.0 96.2 97.4 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 19 20 22 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,511
COMMITMENTS
2,012 0 619 9,730 10,791 12,361 11,410 150 1,101
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,787)
-232 0 23 -1,579 -2,362 -1,788 -2,339 1 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.0 4.9 77.8 86.3 98.8 91.2 1.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 2 16 19 21 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 146,263
COMMITMENTS
8,513 4,706 760 136,582 140,389 145,855 145,855 408 408
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -10,872)
-2,864 1,160 8 -8,424 -12,448 -11,280 -11,280 408 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.2 0.5 93.4 96.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 17 21 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,082
COMMITMENTS
0 2,987 384 17,548 14,180 17,932 17,551 150 531
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,428)
0 -318 -21 -1,386 -1,047 -1,407 -1,386 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.5 2.1 97.0 78.4 99.2 97.1 0.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 5 3 26 26 29 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 180,079
COMMITMENTS
0 9,695 793 179,286 169,591 180,079 180,079 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -11,144)
0 376 0 -11,144 -11,520 -11,144 -11,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.4 99.6 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 20 17 21 20
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 8,625
COMMITMENTS
0 600 150 7,950 7,775 8,100 8,525 525 100
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 575)
0 -300 150 440 725 590 575 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 1.7 92.2 90.1 93.9 98.8 6.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 13 15 14 18
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,575
COMMITMENTS
100 780 0 7,415 6,760 7,515 7,540 60 35
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -520)
0 0 0 -520 -515 -520 -515 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.3 0.0 97.9 89.2 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 15 11 16 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,822
COMMITMENTS
390 511 0 24,432 24,311 24,822 24,822 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -294)
0 0 0 -269 -294 -269 -294 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 0.0 98.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 17 17 18
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,710
COMMITMENTS
350 3,230 200 12,860 10,205 13,410 13,635 300 75
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -380)
150 100 -100 -500 -415 -450 -415 70 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 23.6 1.5 93.8 74.4 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 12 16 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 728,590
COMMITMENTS
40,191 74,486 144,586 540,893 509,332 725,670 728,404 2,920 186
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 22,473)
3,858 18,295 -3,621 21,063 8,541 21,300 23,215 1,173 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 10.2 19.8 74.2 69.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 5 18 17 24 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,900
COMMITMENTS
0 45 0 19,655 19,855 19,655 19,900 245 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,185)
0 -75 0 -1,170 -1,095 -1,170 -1,170 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.8 99.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 15 16 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,406
COMMITMENTS
1,075 200 0 22,211 23,206 23,286 23,406 120 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,525)
-25 0 0 -1,500 -1,525 -1,525 -1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.9 0.0 94.9 99.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 19 17 23 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,270
COMMITMENTS
225 225 0 15,747 16,045 15,972 16,270 298 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,020)
-25 150 0 -975 -1,170 -1,000 -1,020 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.4 0.0 96.8 98.6 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 15 20 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,620
COMMITMENTS
0 750 0 23,295 22,850 23,295 23,600 325 20
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,440)
0 0 0 -1,400 -1,440 -1,400 -1,440 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 98.6 96.7 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 16 15 16 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,130
COMMITMENTS
230 0 70 21,440 21,990 21,740 22,060 390 70
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,135)
0 0 0 -1,105 -1,115 -1,105 -1,115 -30 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 96.9 99.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 11 18 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,482
COMMITMENTS
730 0 70 22,267 23,342 23,067 23,412 415 70
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,065)
0 0 0 -1,030 -1,055 -1,030 -1,055 -35 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.3 94.8 99.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 17 11 19 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,343
COMMITMENTS
4,395 1,460 205 107,743 110,488 112,343 112,153 0 190
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -6,252)
-685 555 60 -5,627 -7,027 -6,252 -6,412 0 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 0.2 95.9 98.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 2 37 33 43 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,391
COMMITMENTS
2,875 4,425 2,265 124,251 122,521 129,391 129,211 0 180
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -7,157)
131 1,260 -436 -6,852 -8,161 -7,157 -7,337 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.4 1.8 96.0 94.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 9 3 42 35 48 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 171,998
COMMITMENTS
8,827 14,415 10,765 152,340 146,796 171,932 171,976 66 22
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -5,616)
74 435 -459 -5,205 -5,583 -5,590 -5,607 -26 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.4 6.3 88.6 85.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 11 13 48 51 66 69
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,360
COMMITMENTS
4,905 2,020 1,465 116,941 119,800 123,311 123,285 49 75
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -4,801)
-35 50 -125 -4,614 -4,726 -4,774 -4,801 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 1.2 94.8 97.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 3 41 34 46 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,595
COMMITMENTS
920 745 605 38,070 38,245 39,595 39,595 0 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,630)
65 -475 200 -1,880 -1,350 -1,615 -1,625 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 1.5 96.1 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 26 13 30 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,815
COMMITMENTS
660 200 205 33,930 34,410 34,795 34,815 20 0
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -550)
660 -245 30 -1,260 -335 -570 -550 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.6 0.6 97.5 98.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 22 11 24 14
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 31,413
COMMITMENTS
1,199 0 300 29,819 30,958 31,318 31,258 95 155
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -629)
9 0 -9 -605 -615 -605 -624 -24 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.0 94.9 98.6 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 30 28 32 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,535
COMMITMENTS
225 0 0 15,290 15,335 15,515 15,335 20 200
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -20 -50 -20 -50 20 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.4 98.7 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 15 22 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,883
COMMITMENTS
2,731 2,350 464 26,403 26,984 29,598 29,798 285 85
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,340)
375 -81 -50 -1,600 -1,234 -1,275 -1,365 -65 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.9 1.6 88.4 90.3 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 3 25 26 32 30
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,464
COMMITMENTS
1,065 0 221 18,793 20,213 20,079 20,434 385 30
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -938)
30 -30 -30 -903 -878 -903 -938 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 1.1 91.8 98.8 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 24 25 27 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,125
COMMITMENTS
3,434 4,525 680 36,986 35,890 41,100 41,095 25 30
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -536)
755 145 190 -1,436 -841 -491 -506 -45 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.0 1.7 89.9 87.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 4 32 29 38 35
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,519
COMMITMENTS
265 62 0 20,650 21,384 20,915 21,446 604 73
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,283)
-45 -113 0 -1,270 -1,185 -1,315 -1,298 32 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.0 96.0 99.4 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 25 18 26 19
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,006
COMMITMENTS
0 1,841 398 23,591 21,762 23,989 24,001 17 5
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -570)
0 -340 5 -575 -235 -570 -570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 1.7 98.3 90.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 22 18 23 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,752
COMMITMENTS
154 350 120 15,466 15,114 15,740 15,584 12 168
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -28)
144 -50 0 188 30 332 -20 -360 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.2 0.8 98.2 95.9 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 14 17 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,698
COMMITMENTS
700 250 300 36,339 36,708 37,339 37,258 359 440
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,014)
0 0 0 -980 -985 -980 -985 -34 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.7 0.8 96.4 97.4 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 29 26 31 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,152
COMMITMENTS
445 0 32 15,365 16,064 15,842 16,096 310 56
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -657)
7 0 -7 -880 -675 -880 -682 223 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 95.1 99.5 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 16 22 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,741
COMMITMENTS
1,043 0 49 12,604 13,650 13,696 13,699 45 42
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -841)
-54 0 15 -780 -843 -819 -828 -22 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.4 91.7 99.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 24 19 25 20
Updated June 10, 2016