CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,804
COMMITMENTS
325 125 0 6,454 6,673 6,779 6,798 25 6
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.8 0.0 94.9 98.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 7 8 11 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,296
COMMITMENTS
17,006 25,023 20 33,270 25,253 50,296 50,296 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 49.8 0.0 66.1 50.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 8 2 10 7 18 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 63,673
COMMITMENTS
3,382 7,492 6,316 53,944 49,839 63,642 63,648 31 25
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -1,332)
272 1,671 -237 -1,383 -2,766 -1,348 -1,332 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.8 9.9 84.7 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 12 11 14 15 29 28
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,784
COMMITMENTS
6,639 896 0 32,145 37,888 38,784 38,784 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -200)
-1,100 0 0 900 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 2.3 0.0 82.9 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 0 9 10 11 14
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,492
COMMITMENTS
7,075 17,633 337 30,080 19,522 37,492 37,492 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 47.0 0.9 80.2 52.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 2 8 6 14 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,292
COMMITMENTS
4,157 7,655 0 21,135 17,637 25,292 25,292 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 30.3 0.0 83.6 69.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 0 7 4 12 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,171
COMMITMENTS
14,101 13,495 600 14,470 15,076 29,171 29,171 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -257)
-99 100 -100 -58 -257 -257 -257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 46.3 2.1 49.6 51.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 2 9 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,045
COMMITMENTS
9,245 6,407 100 10,700 13,538 20,045 20,045 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 32.0 0.5 53.4 67.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 24,696
COMMITMENTS
855 2,974 292 23,539 21,430 24,686 24,696 10 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,485)
-520 324 127 1,888 1,034 1,495 1,485 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.0 1.2 95.3 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 7 2 14 11 18 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,587,840
COMMITMENTS
1012054 58,345 799,256 3713995 4692201 5525305 5549802 62,535 38,038
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 78,681)
57,720 14,867 -4,111 7,733 45,766 61,342 56,522 17,339 22,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 1.0 14.3 66.5 84.0 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
59 30 62 135 120 214 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,398,635
COMMITMENTS
59,486 17,396 699,160 636,234 681,049 1394880 1397605 3,754 1,030
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -203,700)
-22,211 8,179 -102,353 -79,222 -109,277 -203,786 -203,451 86 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 50.0 45.5 48.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 16 24 51 49 78 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,962
COMMITMENTS
9,430 6,285 2,365 192,092 210,360 203,887 219,010 19,075 3,952
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 6,767)
1,013 0 -823 5,044 6,731 5,234 5,908 1,533 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.8 1.1 86.2 94.3 91.4 98.2 8.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 3 31 32 36 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,192
COMMITMENTS
3,675 0 60 95,157 98,508 98,892 98,568 3,300 3,624
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 4,247)
1,035 0 0 3,102 5,780 4,137 5,780 110 -1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.1 93.1 96.4 96.8 96.5 3.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 29 33 31 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,592
COMMITMENTS
669 1,295 2,300 230,685 234,916 233,654 238,511 11,938 7,081
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 13,943)
-90 162 583 13,214 13,277 13,707 14,022 236 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.9 93.9 95.7 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 3 30 28 33 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 944,619
COMMITMENTS
975 17,745 8,292 921,795 911,977 931,062 938,014 13,557 6,605
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -4,167)
118 249 242 -7,134 -5,512 -6,774 -5,021 2,607 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 0.9 97.6 96.5 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 3 52 34 55 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 404,314
COMMITMENTS
5,486 0 0 381,392 396,414 386,878 396,414 17,436 7,900
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -3,054)
-449 0 -1,010 -3,580 -1,604 -5,039 -2,614 1,985 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 94.3 98.0 95.7 98.0 4.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 0 0 37 46 39 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 407,456
COMMITMENTS
689 525 1,523 389,924 399,773 392,136 401,821 15,320 5,635
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -2,153)
195 525 789 -1,606 -3,132 -622 -1,818 -1,531 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.4 95.7 98.1 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 3 43 43 46 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,818
COMMITMENTS
1,863 4,070 883 206,515 202,466 209,261 207,419 6,557 8,399
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 8,461)
533 2,922 -294 8,193 5,739 8,432 8,367 29 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 0.4 95.7 93.8 97.0 96.1 3.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 1 35 32 36 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,755
COMMITMENTS
379 1,804 2,267 73,160 70,909 75,806 74,980 4,949 5,775
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 805)
-120 -49 -57 1,285 869 1,108 763 -303 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.2 2.8 90.6 87.8 93.9 92.8 6.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 25 23 27 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,403
COMMITMENTS
1,013 0 0 23,564 24,515 24,577 24,515 826 888
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,220)
0 0 0 2,135 1,890 2,135 1,890 85 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 92.8 96.5 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 15 15 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,408
COMMITMENTS
1,555 884 921 112,897 116,261 115,373 118,066 7,035 4,342
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 8,298)
-357 552 152 9,001 7,735 8,796 8,439 -498 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 0.8 92.2 95.0 94.3 96.5 5.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 17 20 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,812
COMMITMENTS
885 0 0 156,071 161,256 156,956 161,256 6,856 2,556
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,903)
0 0 0 2,090 2,721 2,090 2,721 813 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.3 98.4 95.8 98.4 4.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 27 28 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,721
COMMITMENTS
0 0 0 80,718 80,128 80,718 80,128 3,003 3,593
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 -449 1,530 -449 0 1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.7 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 16 19 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,129
COMMITMENTS
3,044 0 30 16,382 19,673 19,456 19,703 673 426
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 3,420)
750 0 30 2,583 3,332 3,363 3,362 57 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 0.1 81.4 97.7 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 1 18 20 22 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 576,117
COMMITMENTS
50,269 8,582 2,492 513,511 556,255 566,272 567,329 9,845 8,788
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 3,834)
553 47 -2 3,406 4,827 3,957 4,872 -123 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.5 0.4 89.1 96.6 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
4 5 7 51 54 60 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,299
COMMITMENTS
4,047 3,479 2,787 114,817 109,443 121,651 115,709 2,648 8,590
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 4,088)
0 1,743 634 3,670 185 4,304 2,562 -216 1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.8 2.2 92.4 88.0 97.9 93.1 2.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 3 28 21 32 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,648
COMMITMENTS
0 540 0 17,091 17,194 17,091 17,734 1,557 914
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,080)
0 540 0 630 451 630 991 450 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 91.7 92.2 91.7 95.1 8.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 14 14 15
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,032
COMMITMENTS
0 2,114 0 72,882 69,974 72,882 72,088 2,150 2,944
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,548)
0 1,472 0 1,488 1,268 1,488 2,740 60 -1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 97.1 93.3 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 20 18 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,640
COMMITMENTS
32,250 1,380 0 113,634 143,148 145,884 144,528 756 2,112
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 52,746)
30,570 540 0 22,364 53,017 52,934 53,557 -188 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.9 0.0 77.5 97.6 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 3 0 23 44 29 47
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,298
COMMITMENTS
48,260 4,728 3,410 115,677 158,945 167,347 167,083 951 1,215
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 53,166)
28,180 -1,847 2,480 22,392 52,124 53,052 52,757 114 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 2.8 2.0 68.7 94.4 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 6 2 29 51 38 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,244
COMMITMENTS
0 0 0 153,296 151,414 153,296 151,414 948 2,830
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,800)
0 0 0 2,016 1,412 2,016 1,412 -216 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.2 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 28 25 28
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,704
COMMITMENTS
0 190 1,331 244,425 242,023 245,756 243,544 6,948 9,160
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 292)
-118 190 49 329 1,031 260 1,270 32 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 96.7 95.8 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 36 37 37 38
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,755
COMMITMENTS
341 1,503 0 13,001 12,140 13,342 13,643 2,413 2,112
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 356)
0 93 0 236 455 236 548 120 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.5 0.0 82.5 77.1 84.7 86.6 15.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 13 15 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,322
COMMITMENTS
0 1,673 958 57,040 61,116 57,998 63,747 10,324 4,575
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.4 83.5 89.5 84.9 93.3 15.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 12 16 14 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,308
COMMITMENTS
0 2,172 2,020 112,918 111,491 114,938 115,683 2,370 1,625
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 4,556)
0 870 146 4,224 3,663 4,370 4,679 186 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 1.7 96.3 95.0 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 24 26 25 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,355
COMMITMENTS
8,813 0 1,036 118,906 130,943 128,755 131,979 7,600 4,376
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 800)
604 0 0 648 2,645 1,252 2,645 -452 -1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.8 87.2 96.0 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 23 18 26 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,371
COMMITMENTS
0 0 0 117,291 122,761 117,291 122,761 8,080 2,610
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,482)
0 0 0 2,362 2,512 2,362 2,512 120 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 97.9 93.6 97.9 6.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,321
COMMITMENTS
848 0 0 68,468 69,831 69,316 69,831 1,005 490
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.4 99.3 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 13 13 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,934
COMMITMENTS
780 598 30 113,803 116,687 114,613 117,315 6,321 3,619
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 422)
0 291 -66 -18 -525 -84 -300 506 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.0 94.1 96.5 94.8 97.0 5.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 20 25 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,480
COMMITMENTS
0 4,855 8,485 144,426 142,479 152,911 155,819 7,569 4,661
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 7,298)
0 1,848 -116 7,736 6,202 7,620 7,934 -322 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 5.3 90.0 88.8 95.3 97.1 4.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 4 3 37 30 40 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,031
COMMITMENTS
1,866 0 0 18,400 21,049 20,266 21,049 1,765 982
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,430)
750 0 0 1,590 2,280 2,340 2,280 90 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 83.5 95.5 92.0 95.5 8.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 13 13 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,318
COMMITMENTS
0 310 0 39,129 39,512 39,129 39,822 2,189 1,496
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 3,990)
0 0 0 3,871 3,544 3,871 3,544 119 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 94.7 95.6 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,506
COMMITMENTS
10,626 5,762 709 176,172 179,078 187,507 185,549 5,999 7,957
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,346)
0 366 492 2,139 2,322 2,631 3,180 -285 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.0 0.4 91.0 92.5 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 2 35 31 38 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 107,855
COMMITMENTS
0 0 0 103,389 103,144 103,389 103,144 4,466 4,711
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 680)
0 0 0 439 2,806 439 2,806 241 -2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 95.6 95.9 95.6 4.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 23 26 23 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,030
COMMITMENTS
750 0 0 76,937 80,676 77,687 80,676 6,343 3,354
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,174)
0 0 0 1,174 1,476 1,174 1,476 0 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 91.6 96.0 92.5 96.0 7.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 26 19 27 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,219
COMMITMENTS
2,933 0 428 70,718 75,037 74,079 75,465 5,140 3,754
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 751)
328 0 -390 1,231 1,721 1,169 1,331 -418 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.5 89.3 94.7 93.5 95.3 6.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 18 24 20 25
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 28,546
COMMITMENTS
1,580 0 0 25,860 28,486 27,440 28,486 1,106 60
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,530)
-660 0 0 2,649 1,837 1,989 1,837 -459 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 90.6 99.8 96.1 99.8 3.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 14 20 16 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 127,669
COMMITMENTS
0 0 0 117,887 121,128 117,887 121,128 9,782 6,541
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,304)
0 0 0 1,275 845 1,275 845 29 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 94.9 92.3 94.9 7.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 18 28 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,915
COMMITMENTS
0 0 0 69,421 75,151 69,421 75,151 9,494 3,764
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,377)
0 0 0 773 1,377 773 1,377 604 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 95.2 88.0 95.2 12.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 16 17 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 120,881
COMMITMENTS
20,344 6,987 12,287 87,838 101,246 120,470 120,520 411 361
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 615)
175 6 220 221 399 616 624 -1 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.8 10.2 72.7 83.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 8 19 41 43 62 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,818
COMMITMENTS
875 750 300 32,628 32,768 33,803 33,818 15 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 337)
-25 100 25 362 237 362 362 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.2 0.9 96.5 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 3 26 20 31 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 23,594
COMMITMENTS
900 675 300 22,370 22,379 23,570 23,354 24 240
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 675)
350 -300 250 75 725 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.9 1.3 94.8 94.9 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 22 16 25 17
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 178,030
COMMITMENTS
8,932 34,113 4,123 164,939 139,784 177,994 178,020 36 10
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -1,514)
285 25 30 -1,829 -1,579 -1,514 -1,524 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 19.2 2.3 92.6 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 9 6 40 41 50 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,713
COMMITMENTS
2,061 6,446 900 54,723 50,362 57,684 57,708 29 5
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -663)
168 513 24 -855 -1,190 -663 -653 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.2 1.6 94.8 87.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 9 3 18 23 27 32
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,108
COMMITMENTS
210 3,250 885 56,903 53,658 57,998 57,793 110 315
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 360)
150 0 -150 360 510 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.6 1.5 97.9 92.3 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 4 29 29 33 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,546
COMMITMENTS
1,085 1,425 245 59,001 58,526 60,331 60,196 215 350
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -311)
100 0 -100 -311 -211 -311 -311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.4 0.4 97.4 96.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 6 3 28 29 32 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,891
COMMITMENTS
840 17,400 0 65,599 49,332 66,439 66,732 452 159
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 890)
-50 0 0 940 885 890 885 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 26.0 0.0 98.1 73.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 29 27 30 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 89,325
COMMITMENTS
1,420 24,700 0 87,533 64,345 88,953 89,045 372 280
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 585)
-100 50 0 700 530 600 580 -15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 27.7 0.0 98.0 72.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 0 31 25 32 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,129
COMMITMENTS
425 850 0 32,594 32,169 33,019 33,019 110 110
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 0.0 98.4 97.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 23 19 24 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,441
COMMITMENTS
1,700 0 50 35,631 37,091 37,381 37,141 60 300
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,775)
-200 0 0 1,975 1,775 1,775 1,775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.1 95.2 99.1 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 24 24 27 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,865
COMMITMENTS
800 300 0 13,065 13,565 13,865 13,865 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.2 0.0 94.2 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 17 13 18 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,082
COMMITMENTS
2,150 3,088 350 18,367 17,339 20,867 20,777 215 305
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.6 1.7 87.1 82.2 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 2 25 24 29 30
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,047
COMMITMENTS
500 2,732 600 7,802 5,420 8,902 8,752 145 295
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 30.2 6.6 86.2 59.9 98.4 96.7 1.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 12 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,085
COMMITMENTS
175 150 375 10,195 10,535 10,745 11,060 340 25
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 3.4 92.0 95.0 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 14 14 16 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,062
COMMITMENTS
650 425 600 40,812 40,937 42,062 41,962 0 100
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 1.4 97.0 97.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 25 23 26 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,511
COMMITMENTS
1,375 1,475 175 46,641 46,771 48,191 48,421 320 90
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 545)
100 -25 0 445 570 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 0.4 96.1 96.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 7 2 28 26 30 34
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,148
COMMITMENTS
1,450 0 360 51,243 52,768 53,053 53,128 95 20
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 925)
70 0 0 855 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.7 96.4 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 15 24 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,173
COMMITMENTS
2,200 2,250 175 57,633 57,728 60,008 60,153 165 20
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 770)
120 -100 0 650 870 770 770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.7 0.3 95.8 95.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 13 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,001
COMMITMENTS
210 2,507 0 73,764 71,166 73,974 73,673 27 328
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 259)
0 -1,219 0 259 1,478 259 259 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.4 0.0 99.7 96.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 0 30 28 32 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 97,113
COMMITMENTS
5,236 4,280 1,313 90,484 91,474 97,033 97,067 80 46
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 431)
-320 572 223 528 -364 431 431 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.4 1.4 93.2 94.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 8 8 33 35 48 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,010
COMMITMENTS
150 0 0 31,816 32,010 31,966 32,010 44 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 75)
25 0 0 50 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 13 18 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,704
COMMITMENTS
1,150 4,675 134 42,045 38,650 43,329 43,459 375 245
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 505)
-40 0 10 535 495 505 505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.7 0.3 96.2 88.4 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 26 17 29 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,127
COMMITMENTS
3,920 1,400 1,805 39,232 41,622 44,957 44,827 170 300
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -295)
70 100 -115 -250 -280 -295 -295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.1 4.0 86.9 92.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 24 21 29 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,731
COMMITMENTS
0 2,045 185 37,421 35,211 37,606 37,441 125 290
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -80)
0 235 40 -120 -370 -80 -95 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.5 99.2 93.3 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 21 16 23 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,978
COMMITMENTS
350 2,300 190 32,328 30,448 32,868 32,938 110 40
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 100)
0 -65 65 35 85 100 85 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.0 0.6 98.0 92.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 19 15 22 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,603
COMMITMENTS
1,239 875 273 26,680 27,400 28,192 28,548 411 55
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -25 -20 -25 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 1.0 93.3 95.8 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 22 22 27 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,269
COMMITMENTS
949 0 301 20,899 21,788 22,149 22,089 120 180
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 160 180 160 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.4 93.8 97.8 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 17 19 19 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,306
COMMITMENTS
1,885 9,811 356 45,935 38,138 48,176 48,306 130 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,192)
25 419 3 1,149 785 1,177 1,207 15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 20.3 0.7 95.1 79.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 2 32 26 38 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,406
COMMITMENTS
1,385 3,490 0 31,921 29,911 33,306 33,401 100 5
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,573)
0 -725 0 1,558 2,318 1,558 1,593 15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 10.4 0.0 95.6 89.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 0 29 24 31 28
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,132
COMMITMENTS
0 4,200 775 20,357 16,157 21,132 21,132 0 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.9 3.7 96.3 76.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 19 14 20 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,000
COMMITMENTS
0 125 0 12,994 12,875 12,994 13,000 6 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,665
COMMITMENTS
625 0 5 15,840 17,640 16,470 17,645 1,195 20
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 89.7 99.9 93.2 99.9 6.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 11 20 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,575
COMMITMENTS
400 100 360 17,485 18,095 18,245 18,555 330 20
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 1.9 94.1 97.4 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 12 23 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 736,599
COMMITMENTS
13,818 84,919 93,453 629,222 558,120 736,493 736,493 106 106
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 15,033)
-1,749 34 3,030 13,752 11,968 15,033 15,033 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.5 12.7 85.4 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 6 18 18 25 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,760
COMMITMENTS
15 0 10 10,650 10,750 10,675 10,760 85 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,050)
0 0 0 2,050 2,050 2,050 2,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 99.0 99.9 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 13 18 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,909
COMMITMENTS
1,035 125 50 25,251 26,700 26,336 26,875 573 34
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -50)
25 -25 25 -100 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 0.2 93.8 99.2 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 20 15 25 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,660
COMMITMENTS
1,060 125 50 23,200 24,460 24,310 24,635 350 25
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -60)
25 -25 25 -110 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.5 0.2 94.1 99.2 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 2 17 12 22 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,065
COMMITMENTS
25 425 0 11,820 11,580 11,845 12,005 220 60
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 0.0 98.0 96.0 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 14 14 15 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,515
COMMITMENTS
732 100 62 23,596 24,353 24,390 24,515 125 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
25 0 0 -25 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.4 0.3 96.3 99.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 16 16 21 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,297
COMMITMENTS
731 100 37 25,517 26,160 26,285 26,297 12 0
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.1 97.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 17 18 21 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,716
COMMITMENTS
175 8,372 480 115,016 106,852 115,671 115,704 45 12
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -2,245)
-25 230 25 -2,245 -2,500 -2,245 -2,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.2 0.4 99.4 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 10 4 37 31 42 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,758
COMMITMENTS
325 9,117 770 128,603 119,859 129,698 129,746 60 12
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -1,539)
-25 205 25 -1,539 -1,769 -1,539 -1,539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.0 0.6 99.1 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 11 6 40 38 47 52
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 229,753
COMMITMENTS
34,446 34,151 17,868 177,434 177,641 229,748 229,660 5 93
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 3,615)
-104 2,087 844 2,908 711 3,648 3,642 -33 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.9 7.8 77.2 77.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 19 20 50 47 74 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,330
COMMITMENTS
2,425 300 115 45,530 47,890 48,070 48,305 260 25
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 75)
180 0 0 -105 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.6 0.2 94.2 99.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 2 26 14 31 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,765
COMMITMENTS
1,875 275 130 41,525 43,335 43,530 43,740 235 25
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 75)
180 0 0 -105 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.6 0.3 94.9 99.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 13 28 16
Updated September 1, 2017