CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 8,706
COMMITMENTS
3,835 131 225 4,636 8,349 8,696 8,705 10 1
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -5)
-5 0 0 0 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 1.5 2.6 53.3 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 41,478
COMMITMENTS
19,491 7,224 8,007 13,914 26,247 41,413 41,478 65 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -611)
-13 -725 -150 -423 264 -586 -611 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 17.4 19.3 33.5 63.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 10 10 9 10 29 25
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 9,495
COMMITMENTS
2,135 7,564 400 6,960 1,531 9,495 9,495 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 750)
550 100 200 0 450 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 79.7 4.2 73.3 16.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 2 7 3 12 12
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,225
COMMITMENTS
17,350 26,045 1,050 12,825 4,130 31,225 31,225 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 700)
1,000 -450 200 -500 950 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 83.4 3.4 41.1 13.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 7 4 7 3 18 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,320
COMMITMENTS
5,510 14,385 1,895 9,915 1,000 17,320 17,280 0 40
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 600)
500 300 300 -200 0 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 83.1 10.9 57.2 5.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 10 5 7 3 20 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,901
COMMITMENTS
4,490 5,124 4,684 19,726 19,092 28,901 28,901 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,325)
-546 1 21 -799 -1,347 -1,325 -1,325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 17.7 16.2 68.3 66.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 8 8 8 18 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,366
COMMITMENTS
5,352 7,375 8,351 50,643 48,600 64,346 64,326 20 40
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 512)
15 159 -23 520 356 512 492 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 11.5 13.0 78.7 75.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 9 16 15 29 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 12,910
COMMITMENTS
7,425 9,560 500 4,975 2,850 12,900 12,910 10 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,050)
550 450 300 200 300 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 74.1 3.9 38.5 22.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 8 2 5 4 15 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 9,950
COMMITMENTS
4,425 5,220 320 5,185 4,410 9,930 9,950 20 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 100)
0 50 0 100 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 52.5 3.2 52.1 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 12,595
COMMITMENTS
4,120 6,920 1,000 7,475 4,675 12,595 12,595 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 250)
150 0 0 100 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 54.9 7.9 59.3 37.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 5 3 6 3 18 10
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,601,346
COMMITMENTS
753,600 111,859 716,882 3080339 3758054 4550821 4586795 50,525 14,551
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 131,046)
59,262 -7,750 59,788 11,526 78,323 130,576 130,361 470 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.4 15.6 66.9 81.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
53 24 59 142 125 215 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,896,652
COMMITMENTS
99,928 72,831 842,908 948,520 979,273 1891355 1895011 5,297 1,641
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 98,029)
15,863 2,094 57,403 24,128 38,260 97,394 97,757 635 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.8 44.4 50.0 51.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
29 15 39 52 55 93 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,696
COMMITMENTS
33,661 111 13,044 199,990 244,330 246,695 257,485 16,001 5,211
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 11,076)
3,063 -1,414 3,258 4,623 9,982 10,944 11,826 132 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 5.0 76.1 93.0 93.9 98.0 6.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 2 9 37 30 52 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,304
COMMITMENTS
287 5,269 2,229 129,006 127,274 131,522 134,772 8,782 5,532
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 4,987)
-171 310 -293 2,155 3,140 1,691 3,157 3,296 1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.8 1.6 91.9 90.7 93.7 96.1 6.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 6 4 24 31 28 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,419
COMMITMENTS
2,552 4,639 5,569 198,060 201,708 206,181 211,916 15,238 9,503
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 5,593)
951 -1,820 584 5,342 5,831 6,877 4,595 -1,284 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 2.5 89.5 91.1 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 5 31 31 36 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 809,827
COMMITMENTS
1,703 10,027 16,802 775,055 776,873 793,560 803,702 16,267 6,125
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 5,584)
780 -4,499 -27 3,028 9,250 3,781 4,724 1,803 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 2.1 95.7 95.9 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 6 4 53 35 59 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,858
COMMITMENTS
11,387 2,134 4,478 326,216 335,290 342,081 341,902 6,777 6,956
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -152)
-3,458 62 -196 3,316 373 -338 239 186 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.6 1.3 93.5 96.1 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 1 3 36 41 41 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 289,383
COMMITMENTS
13,540 1,170 2,746 265,889 284,353 282,175 288,269 7,208 1,114
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 4,665)
-511 -519 217 5,143 4,939 4,849 4,637 -184 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 0.9 91.9 98.3 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 4 39 45 45 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,218
COMMITMENTS
5,850 925 573 96,097 92,228 102,520 93,726 3,698 12,492
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 812)
1,015 -61 -179 132 1,052 968 812 -156 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.9 0.5 90.5 86.8 96.5 88.2 3.5 11.8
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,625
COMMITMENTS
345 15,874 2,715 119,861 105,764 122,921 124,353 6,704 5,272
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,580)
-61 2,113 -947 2,563 893 1,555 2,059 25 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.2 2.1 92.5 81.6 94.8 95.9 5.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 4 30 27 34 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,732
COMMITMENTS
0 0 0 18,274 18,672 18,274 18,672 458 60
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,302)
0 0 0 1,054 1,302 1,054 1,302 248 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 99.7 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 10 14 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,842
COMMITMENTS
6,667 554 1,261 91,985 97,782 99,913 99,597 8,929 9,245
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 880)
1,460 524 -90 58 485 1,428 919 -548 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.5 1.2 84.5 89.8 91.8 91.5 8.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 19 19 22 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 153,432
COMMITMENTS
0 0 0 146,448 143,653 146,448 143,653 6,984 9,779
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,122)
0 0 0 1,787 1,449 1,787 1,449 -665 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 93.6 95.4 93.6 4.6 6.4
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,763
COMMITMENTS
0 1,478 0 65,371 66,966 65,371 68,444 9,392 6,319
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,398)
0 248 0 1,398 1,150 1,398 1,398 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 87.4 89.6 87.4 91.5 12.6 8.5
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,783
COMMITMENTS
360 600 0 18,570 19,020 18,930 19,620 1,853 1,163
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,158)
0 0 0 2,614 2,189 2,614 2,189 -456 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.9 0.0 89.4 91.5 91.1 94.4 8.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 9 11 10 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 342,928
COMMITMENTS
2,679 2,000 5,691 322,944 324,301 331,314 331,992 11,614 10,936
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 10,610)
703 695 281 8,850 9,643 9,834 10,619 776 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 1.7 94.2 94.6 96.6 96.8 3.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 4 48 42 54 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,083
COMMITMENTS
662 1,347 1,156 72,004 68,249 73,822 70,752 5,261 8,331
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 803)
-755 -285 375 1,338 1,206 958 1,296 -155 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 1.5 91.0 86.3 93.3 89.5 6.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 21 15 23 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,380
COMMITMENTS
3,345 12,797 1,116 66,505 57,620 70,966 71,533 6,414 5,847
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,354)
180 1,573 -21 1,583 531 1,742 2,083 612 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 16.5 1.4 85.9 74.5 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 18 14 20 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,899
COMMITMENTS
3,198 0 0 42,902 45,573 46,100 45,573 799 1,326
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,418)
0 0 0 3,154 2,418 3,154 2,418 -736 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 91.5 97.2 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 16 16 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,793
COMMITMENTS
38,569 11,220 0 63,445 90,669 102,014 101,889 779 904
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,480)
0 0 0 2,480 2,480 2,480 2,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 10.9 0.0 61.7 88.2 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 7 0 27 35 41 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,607
COMMITMENTS
0 0 0 52,029 52,367 52,029 52,367 578 240
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 1,364 1,364 1,364 1,364 0 0
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,875
COMMITMENTS
467 0 1,226 195,083 195,977 196,776 197,203 9,099 8,672
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,767)
186 0 -250 -1,703 -1,013 -1,767 -1,263 0 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 94.8 95.2 95.6 95.8 4.4 4.2
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 28,509
COMMITMENTS
171 210 690 26,708 24,775 27,569 25,675 940 2,834
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 744)
0 0 0 620 740 620 740 124 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 2.4 93.7 86.9 96.7 90.1 3.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 12 12 13 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,611
COMMITMENTS
490 1,917 1,386 39,817 43,199 41,693 46,502 9,918 5,109
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,468)
-496 135 1,190 -1,854 -1,293 -1,160 32 -308 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.7 2.7 77.1 83.7 80.8 90.1 19.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 19 18 22
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,333
COMMITMENTS
0 16,645 802 96,919 82,489 97,721 99,936 8,612 6,397
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -199)
0 -816 28 -589 689 -561 -99 362 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.7 0.8 91.1 77.6 91.9 94.0 8.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 2 20 26 22 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,025
COMMITMENTS
7,494 438 1,116 95,527 107,783 104,137 109,337 12,888 7,688
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 664)
0 0 0 3,953 846 3,953 846 -3,289 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.4 1.0 81.6 92.1 89.0 93.4 11.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 18 13 22 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,909
COMMITMENTS
984 0 0 95,023 98,567 96,007 98,567 3,902 1,342
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 86)
0 0 0 2,399 78 2,399 78 -2,313 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 95.1 98.7 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 16 22 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,022
COMMITMENTS
1,769 279 248 99,077 104,470 101,094 104,997 5,928 2,025
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 4,805)
705 0 -13 3,995 4,619 4,687 4,606 118 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 0.2 92.6 97.6 94.5 98.1 5.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 18 23 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,290
COMMITMENTS
2,592 11,160 1,464 100,800 101,173 104,856 113,797 16,434 7,493
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -3,514)
-272 -778 50 -3,154 1,132 -3,376 404 -138 -3,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.2 1.2 83.1 83.4 86.5 93.8 13.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 2 30 30 33 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,999
COMMITMENTS
4,180 449 31 39,436 44,734 43,647 45,214 2,352 785
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 5,936)
2,728 -31 31 3,233 5,936 5,992 5,936 -56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.0 0.1 85.7 97.2 94.9 98.3 5.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 20 18 24 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,906
COMMITMENTS
0 480 0 44,418 45,246 44,418 45,726 1,488 180
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -62)
0 0 0 -62 -62 -62 -62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 18 14 18 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 198,654
COMMITMENTS
5,646 4,698 3,302 183,277 183,851 192,225 191,851 6,429 6,803
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -623)
-1,445 -343 320 -325 -1,558 -1,450 -1,581 827 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.4 1.7 92.3 92.5 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 6 7 39 38 46 49
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 93,699
COMMITMENTS
0 0 0 82,456 86,511 82,456 86,511 11,243 7,188
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 208)
-1,735 0 -182 -1,209 -432 -3,126 -614 3,334 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 92.3 88.0 92.3 12.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,276
COMMITMENTS
0 0 0 77,525 78,361 77,525 78,361 8,751 7,915
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 797)
0 0 0 734 306 734 306 63 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 90.8 89.9 90.8 10.1 9.2
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,329
COMMITMENTS
0 2,024 61 78,473 79,800 78,534 81,885 6,795 3,444
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,869)
0 -31 0 3,461 1,745 3,461 1,714 -1,592 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 92.0 93.5 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 21 17 22 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 92,630
COMMITMENTS
2,697 0 0 80,686 87,957 83,383 87,957 9,247 4,673
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 582)
0 0 0 186 520 186 520 396 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 87.1 95.0 90.0 95.0 10.0 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,021
COMMITMENTS
28,255 11,170 17,605 118,499 135,837 164,359 164,612 662 409
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,022)
-65 109 315 855 612 1,106 1,036 -83 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.8 10.7 71.8 82.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 16 25 53 51 83 79
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,832
COMMITMENTS
1,437 1,602 206 42,189 42,024 43,832 43,832 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -2,413)
50 -330 -52 -2,411 -2,031 -2,413 -2,413 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.7 0.5 96.3 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 2 1 27 24 33 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 377,565
COMMITMENTS
9,466 608 0 368,099 376,957 377,565 377,565 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,081)
298 0 0 -1,379 -1,081 -1,081 -1,081 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.2 0.0 97.5 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,550,173
COMMITMENTS
46,995 92,125 62,296 1440882 1395752 1550173 1550173 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,698)
0 6,516 -369 3,067 -3,449 2,698 2,698 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.9 4.0 92.9 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 10 4 39 43 45 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,056
COMMITMENTS
3,987 6,125 674 63,396 61,257 68,056 68,056 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,769)
-125 8 119 1,775 1,642 1,769 1,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.0 1.0 93.2 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 8 6 23 25 32 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 404,025
COMMITMENTS
3,904 616 320 399,801 403,089 404,025 404,025 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 992)
0 0 0 992 992 992 992 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 402,982
COMMITMENTS
1,600 728 8,632 392,750 393,622 402,982 402,982 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 3,501)
1,600 0 0 1,901 3,501 3,501 3,501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 2.1 97.5 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 26 30 28 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,733
COMMITMENTS
1,554 85 593 37,075 38,524 39,222 39,202 511 531
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 703)
84 0 0 662 703 746 703 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 1.5 93.3 97.0 98.7 98.7 1.3 1.3
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,098
COMMITMENTS
290 0 0 54,261 55,067 54,551 55,067 547 31
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 1,195 1,195 1,195 1,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.5 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 31 32 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,730
COMMITMENTS
929 50 0 77,456 78,633 78,385 78,683 345 47
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 865)
350 0 0 810 865 1,160 865 -295 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.0 98.4 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 0 34 31 37 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,995
COMMITMENTS
550 675 0 17,883 18,200 18,433 18,875 562 120
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,465)
0 0 0 -1,231 -1,585 -1,231 -1,585 -234 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.6 0.0 94.1 95.8 97.0 99.4 3.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 19 14 21 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 324,288
COMMITMENTS
3,264 0 752 320,272 323,536 324,288 324,288 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -9,832)
800 0 0 -8,592 -9,016 -7,792 -9,016 -2,040 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.2 98.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 24 17 25 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,747
COMMITMENTS
1,777 915 168 7,664 8,629 9,609 9,712 138 35
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,299)
-209 151 -2 -961 -1,029 -1,172 -880 -127 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 9.4 1.7 78.6 88.5 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 3 21 17 28 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,505
COMMITMENTS
7,350 0 0 6,095 13,385 13,445 13,385 60 120
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,100)
-150 0 0 -950 -800 -1,100 -800 0 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 0.0 0.0 45.1 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 11 15 15 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,260
COMMITMENTS
1,750 300 575 9,250 11,385 11,575 12,260 685 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -10)
150 -150 100 -260 40 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.4 4.7 75.4 92.9 94.4 100.0 5.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 12 16 14 19
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,193
COMMITMENTS
0 0 0 8,088 8,010 8,088 8,010 105 183
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,031
COMMITMENTS
250 1,250 0 25,781 24,661 26,031 25,911 0 120
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,330)
0 -50 0 -980 -1,345 -980 -1,395 -350 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.8 0.0 99.0 94.7 100.0 99.5 0.0 0.5
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,736
COMMITMENTS
50 75 600 21,906 21,996 22,556 22,671 180 65
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -244)
0 0 0 -180 -159 -180 -159 -64 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 2.6 96.3 96.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 20 26 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,803
COMMITMENTS
929 252 43 22,573 22,847 23,545 23,142 258 661
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,537)
-150 63 -21 -1,177 -1,327 -1,348 -1,285 -189 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.1 0.2 94.8 96.0 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 1 27 22 33 24
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,956
COMMITMENTS
1,211 4,791 717 54,883 51,297 56,811 56,805 145 151
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -299)
-18 620 -392 106 -537 -304 -309 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.4 1.3 96.4 90.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 33 29 38 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,980
COMMITMENTS
1,203 3,158 4,852 66,895 64,935 72,950 72,945 30 35
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -331)
-126 402 -59 -146 -634 -331 -291 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.3 6.6 91.7 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 10 10 35 36 46 49
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,585
COMMITMENTS
880 0 0 46,350 47,585 47,230 47,585 355 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,170
COMMITMENTS
1,525 0 0 53,610 55,170 55,135 55,170 35 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.2 100.0 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 349,698
COMMITMENTS
35,870 26,417 4,282 309,546 318,999 349,698 349,698 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 8,016)
-2,808 -816 0 10,824 8,832 8,016 8,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 7.6 1.2 88.5 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 2 29 29 33 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,756
COMMITMENTS
1,610 2,118 2,660 23,381 22,723 27,651 27,501 105 255
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -257)
-421 0 127 37 -384 -257 -257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.6 9.6 84.2 81.9 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,012
COMMITMENTS
1,159 1,939 127 36,726 35,946 38,012 38,012 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -922)
0 -154 0 -922 -768 -922 -922 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.1 0.3 96.6 94.6 100.0 100.0 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 292,497
COMMITMENTS
0 384 0 292,497 292,113 292,497 292,497 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -800)
0 0 0 -800 -800 -800 -800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 22 18 22 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,519
COMMITMENTS
575 129 0 21,714 21,943 22,289 22,072 230 447
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 63)
0 0 0 106 63 106 63 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.6 0.0 96.4 97.4 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 20 20 23 21
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,463
COMMITMENTS
1,883 0 662 10,704 11,679 13,249 12,341 214 1,122
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 952)
-129 0 43 974 888 888 931 64 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 4.9 79.5 86.7 98.4 91.7 1.6 8.3
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 156,455
COMMITMENTS
8,513 4,706 760 147,182 150,989 156,455 156,455 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 10,192)
0 0 0 10,600 10,600 10,600 10,600 -408 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.0 0.5 94.1 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 18 16 22 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,343
COMMITMENTS
0 2,901 450 17,743 14,461 18,193 17,812 150 531
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 261)
0 -86 66 195 281 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 2.5 96.7 78.8 99.2 97.1 0.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 5 3 26 25 29 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 184,383
COMMITMENTS
0 8,895 793 183,590 174,695 184,383 184,383 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 4,304)
0 -800 0 4,304 5,104 4,304 4,304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.4 99.6 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 21 17 22 20
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 8,625
COMMITMENTS
0 460 250 7,850 7,815 8,100 8,525 525 100
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 0)
0 -140 100 -100 40 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 2.9 91.0 90.6 93.9 98.8 6.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 12 15 13 18
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,215
COMMITMENTS
100 675 0 8,985 8,430 9,085 9,105 130 110
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,640)
0 -105 0 1,570 1,670 1,570 1,565 70 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.3 0.0 97.5 91.5 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 15 12 16 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,999
COMMITMENTS
694 511 0 24,305 24,488 24,999 24,999 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 177)
304 0 0 -127 177 177 177 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.0 0.0 97.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 17 17 19 18
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,810
COMMITMENTS
350 3,330 200 12,960 10,205 13,510 13,735 300 75
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 24.1 1.4 93.8 73.9 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 12 17 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 718,366
COMMITMENTS
41,065 87,898 137,640 536,899 492,828 715,604 718,366 2,762 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -10,224)
874 13,412 -6,946 -3,994 -16,504 -10,065 -10,038 -159 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 12.2 19.2 74.7 68.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 5 19 18 25 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| 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 06/07/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,506
COMMITMENTS
1,175 200 0 22,211 23,306 23,386 23,506 120 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.9 0.0 94.5 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,440
COMMITMENTS
225 325 0 15,917 16,115 16,142 16,440 298 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 170)
0 100 0 170 70 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 0.0 96.8 98.0 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,720
COMMITMENTS
0 700 0 23,355 23,000 23,355 23,700 365 20
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 100)
0 -50 0 60 150 60 100 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.5 97.0 98.5 99.9 1.5 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,730
COMMITMENTS
330 0 70 20,940 21,590 21,340 21,660 390 70
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -400)
100 0 0 -500 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.3 96.4 99.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 11 17 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,482
COMMITMENTS
830 0 70 22,167 23,342 23,067 23,412 415 70
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.3 94.4 99.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 11 18 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,728
COMMITMENTS
4,395 1,960 275 110,058 112,303 114,728 114,538 0 190
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,385)
0 500 70 2,315 1,815 2,385 2,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.7 0.2 95.9 97.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 2 37 32 43 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 132,926
COMMITMENTS
2,775 5,600 2,380 127,771 124,766 132,926 132,746 0 180
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 3,535)
-100 1,175 115 3,520 2,245 3,535 3,535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.2 1.8 96.1 93.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 8 4 42 35 49 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 177,432
COMMITMENTS
10,389 16,915 10,730 156,239 149,756 177,358 177,401 74 31
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 5,434)
1,562 2,500 -35 3,899 2,960 5,426 5,425 8 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.5 6.0 88.1 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 11 12 48 50 67 68
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 127,890
COMMITMENTS
4,955 2,515 1,465 121,421 123,910 127,841 127,890 49 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 4,530)
50 495 0 4,480 4,110 4,530 4,605 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.0 1.1 94.9 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 3 41 35 46 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,630
COMMITMENTS
1,450 700 810 37,370 38,120 39,630 39,630 0 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 35)
530 -45 205 -700 -125 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.8 2.0 94.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 25 13 29 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,515
COMMITMENTS
1,160 200 255 33,080 34,060 34,495 34,515 20 0
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -300)
500 0 50 -850 -350 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.7 95.8 98.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 12 24 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 33,703
COMMITMENTS
1,199 0 300 32,109 33,188 33,608 33,488 95 215
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,290)
0 0 0 2,290 2,230 2,290 2,230 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.9 95.3 98.5 99.7 99.4 0.3 0.6
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,821
COMMITMENTS
225 0 0 14,596 14,671 14,821 14,671 0 150
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -714)
0 0 0 -694 -664 -694 -664 -20 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 99.0 100.0 99.0 0.0 1.0
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,427
COMMITMENTS
2,477 2,350 484 25,151 25,518 28,112 28,352 315 75
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,456)
-254 0 20 -1,252 -1,466 -1,486 -1,446 30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.3 1.7 88.5 89.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 2 4 26 25 33 30
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,509
COMMITMENTS
995 0 281 18,848 20,198 20,124 20,479 385 30
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 45)
-70 0 60 55 -15 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 1.4 91.9 98.5 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,201
COMMITMENTS
3,384 4,555 800 36,992 35,816 41,176 41,171 25 30
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 76)
-50 30 120 6 -74 76 76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.1 1.9 89.8 86.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 4 32 30 38 36
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,134
COMMITMENTS
265 62 0 21,130 21,929 21,395 21,991 739 143
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 615)
0 0 0 480 545 480 545 135 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.0 95.5 99.1 96.7 99.4 3.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 26 19 27 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,430
COMMITMENTS
0 1,801 458 23,955 22,166 24,413 24,425 17 5
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 424)
0 -40 60 364 404 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 1.9 98.1 90.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 18 22 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| 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 06/07/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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: 27)
1 2 1 16 15 17 18
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,893
COMMITMENTS
700 250 300 38,534 39,113 39,534 39,663 359 230
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,195)
0 0 0 2,195 2,405 2,195 2,405 0 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.8 96.6 98.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,203
COMMITMENTS
465 0 18 15,410 16,129 15,893 16,147 310 56
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 51)
20 0 -14 45 65 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.1 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 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,856
COMMITMENTS
1,043 0 49 12,719 13,765 13,811 13,814 45 42
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.4 91.8 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 17, 2016