CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,749
COMMITMENTS
2,396 531 225 4,118 5,992 6,739 6,748 10 1
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 0)
-50 -50 50 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 7.9 3.3 61.0 88.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 2 7 7 15 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 26,609
COMMITMENTS
16,804 7,079 2,039 7,711 17,491 26,554 26,609 55 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 671)
163 124 471 37 76 671 671 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.2 26.6 7.7 29.0 65.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 7 8 8 11 28 23
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,907
COMMITMENTS
2,209 7,086 0 6,698 1,821 8,907 8,907 0 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 173)
-175 -27 0 348 200 173 173 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 79.6 0.0 75.2 20.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 6 0 6 4 11 10
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,325
COMMITMENTS
16,950 25,945 650 14,725 5,730 32,325 32,325 0 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 400)
-600 400 0 1,000 0 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 80.3 2.0 45.6 17.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 3 9 4 17 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,620
COMMITMENTS
4,310 14,785 1,445 12,865 2,350 18,620 18,580 0 40
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 700)
-1,850 200 400 2,150 100 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 79.4 7.8 69.1 12.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 9 4 9 4 20 14
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 42,402
COMMITMENTS
3,714 4,116 2,500 36,168 31,886 42,382 38,502 20 3,900
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -71)
-106 -4,196 0 35 265 -71 -3,931 0 3,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 9.7 5.9 85.3 75.2 100.0 90.8 0.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 1 10 12 17 20
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 13,960
COMMITMENTS
6,225 8,160 650 7,075 5,150 13,950 13,960 10 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 0)
-2,000 0 0 2,000 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 58.5 4.7 50.7 36.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 2 6 5 15 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,300
COMMITMENTS
4,725 4,770 320 6,035 6,210 11,080 11,300 220 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 700)
-400 600 0 900 100 500 700 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 42.2 2.8 53.4 55.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 1 7 7 15 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,820
COMMITMENTS
4,570 7,770 600 9,500 7,450 14,670 15,820 1,150 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,250)
-950 0 0 1,050 1,250 100 1,250 1,150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 49.1 3.8 60.1 47.1 92.7 100.0 7.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 2 7 5 14 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,570,142
COMMITMENTS
845,115 117,337 676,358 2982123 3747462 4503596 4541157 66,546 28,985
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 9,343)
15,303 19,992 -26,345 686 33 -10,356 -6,320 19,699 15,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 2.6 14.8 65.3 82.0 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
59 16 60 144 123 216 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,332
COMMITMENTS
42,676 47,463 33,535 127,797 125,179 204,008 206,177 2,324 155
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,890)
1,268 2,886 -1,074 1,696 78 1,890 1,890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 23.0 16.3 61.9 60.7 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 15 13 33 32 50 53
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,289
COMMITMENTS
24,016 0 4,840 195,291 232,746 224,147 237,586 18,142 4,703
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -23,867)
3,332 0 -2,392 -21,948 -21,763 -21,008 -24,155 -2,859 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.0 2.0 80.6 96.1 92.5 98.1 7.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 0 5 35 28 48 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,116
COMMITMENTS
1,089 7,623 1,061 121,793 115,153 123,943 123,837 6,173 6,279
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -18,865)
-163 1,182 -1,238 -17,150 -16,278 -18,551 -16,334 -314 -2,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 5.9 0.8 93.6 88.5 95.3 95.2 4.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 25 30 30 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,232
COMMITMENTS
1,150 1,045 2,118 189,473 197,663 192,741 200,826 15,491 7,406
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -19,183)
-153 -44 -1,033 -19,746 -18,043 -20,932 -19,120 1,749 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.5 1.0 91.0 94.9 92.6 96.4 7.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 32 33 35 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 789,268
COMMITMENTS
959 4,307 5,353 767,288 773,268 773,600 782,928 15,668 6,340
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 597)
-280 -1,906 649 -1,178 994 -809 -263 1,406 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.5 0.7 97.2 98.0 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 5 53 34 60 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,595
COMMITMENTS
825 217 1,060 320,605 318,862 322,490 320,139 6,105 8,456
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -16,797)
-4,557 123 -117 -11,994 -15,770 -16,668 -15,764 -129 -1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.1 0.3 97.6 97.0 98.1 97.4 1.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 1 1 41 42 43 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,882
COMMITMENTS
227 1,741 2,186 264,198 269,577 266,611 273,504 8,271 1,378
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -27,783)
-4,895 -674 -44 -22,826 -11,299 -27,765 -12,017 -18 -15,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.6 0.8 96.1 98.1 97.0 99.5 3.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 4 42 45 46 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,922
COMMITMENTS
5,146 0 482 83,960 81,811 89,588 82,293 4,334 11,629
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -18,026)
2,738 -1,565 -2,151 -6,169 -11,940 -5,582 -15,656 -12,444 -2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 0.5 89.4 87.1 95.4 87.6 4.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 24 25 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,271
COMMITMENTS
66 11,901 2,887 109,615 99,869 112,568 114,657 6,703 4,614
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -13,523)
-93 -1,859 -861 -11,333 -11,210 -12,287 -13,930 -1,236 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 10.0 2.4 91.9 83.7 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 4 31 27 35 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,063
COMMITMENTS
0 0 0 17,288 17,877 17,288 17,877 775 186
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -9,504)
0 0 0 -9,422 -9,504 -9,422 -9,504 -82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.7 99.0 95.7 99.0 4.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 9 15 9
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,600
COMMITMENTS
868 0 1,444 89,833 92,868 92,145 94,312 9,455 7,288
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -9,790)
254 -1,129 -467 -9,793 -7,175 -10,006 -8,771 216 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 1.4 88.4 91.4 90.7 92.8 9.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 20 21 22 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 148,139
COMMITMENTS
0 0 0 142,322 139,941 142,322 139,941 5,817 8,198
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -13,394)
0 0 0 -12,363 -10,987 -12,363 -10,987 -1,031 -2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.1 94.5 96.1 94.5 3.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 25 27 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,950
COMMITMENTS
0 0 0 60,077 63,375 60,077 63,375 8,873 5,575
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -7,943)
0 0 0 -8,147 -6,672 -8,147 -6,672 204 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.1 91.9 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 15 18 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,559
COMMITMENTS
1,685 2,961 3,663 324,116 321,566 329,464 328,190 8,095 9,369
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -24,731)
-1,317 2,041 -458 -19,284 -23,619 -21,059 -22,036 -3,672 -2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.9 1.1 96.0 95.3 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 4 3 50 44 54 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,004
COMMITMENTS
0 1,253 913 68,573 64,509 69,486 66,675 4,518 7,329
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -12,604)
-930 -668 -8 -10,802 -9,505 -11,740 -10,181 -864 -2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 1.2 92.7 87.2 93.9 90.1 6.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 19 15 21 17
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,806
COMMITMENTS
3,810 3,688 823 60,207 61,049 64,840 65,560 5,966 5,246
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -7,668)
-760 -2,245 98 -6,711 -4,691 -7,373 -6,838 -295 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 5.2 1.2 85.0 86.2 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 18 15 21 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,331
COMMITMENTS
2,392 0 0 38,439 41,012 40,831 41,012 1,500 1,319
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -48,491)
-9,672 -2,604 0 -28,179 -44,562 -37,851 -47,166 -10,640 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 90.8 96.9 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 14 16 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,799
COMMITMENTS
20,434 3,441 0 56,672 74,407 77,106 77,848 2,693 1,951
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -66,450)
-23,825 -3,300 0 -30,150 -61,756 -53,975 -65,056 -12,475 -1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 4.3 0.0 71.0 93.2 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 0 21 27 27 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,810
COMMITMENTS
0 0 0 52,190 51,288 52,190 51,288 620 1,522
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -8,753)
0 0 0 -8,453 -8,513 -8,453 -8,513 -300 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 97.1 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 18 21 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,640
COMMITMENTS
447 0 875 193,231 193,776 194,553 194,651 9,087 8,989
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -12,668)
61 0 -61 -12,270 -13,191 -12,270 -13,252 -398 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.4 94.9 95.2 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 33 32 34 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,043
COMMITMENTS
179 372 248 25,937 24,357 26,364 24,977 679 2,066
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,801)
179 -263 -396 -4,208 -4,427 -4,425 -5,086 -1,376 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 1.4 0.9 95.9 90.1 97.5 92.4 2.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 14 19 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,929
COMMITMENTS
805 2,095 737 40,171 40,055 41,713 42,887 6,216 5,042
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,895)
805 -881 -715 -6,359 -3,976 -6,269 -5,572 374 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 4.4 1.5 83.8 83.6 87.0 89.5 13.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 17 19 19 22
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,561
COMMITMENTS
0 4,663 926 89,075 85,022 90,001 90,611 7,560 6,950
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -8,144)
0 -6,374 0 -7,644 -1,976 -7,644 -8,350 -500 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.8 0.9 91.3 87.1 92.3 92.9 7.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 2 21 30 23 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,763
COMMITMENTS
7,175 0 1,582 98,344 106,834 107,101 108,416 8,662 7,347
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -7,113)
-515 0 0 -6,011 -6,668 -6,526 -6,668 -587 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 1.4 85.0 92.3 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 20 15 25 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,326
COMMITMENTS
0 0 0 95,201 95,626 95,201 95,626 3,125 2,700
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,848)
-682 0 0 -4,884 -6,760 -5,566 -6,760 -282 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.8 97.3 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 15 22 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,551
COMMITMENTS
1,114 248 55 94,108 97,734 95,277 98,037 5,274 2,514
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -10,474)
-414 0 -457 -9,060 -9,064 -9,931 -9,521 -543 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.2 0.1 93.6 97.2 94.8 97.5 5.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 19 23 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,956
COMMITMENTS
2,084 1,831 1,636 87,587 94,337 91,307 97,804 15,649 9,152
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -11,494)
701 -4,327 -723 -9,569 -5,606 -9,591 -10,656 -1,903 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.7 1.5 81.9 88.2 85.4 91.4 14.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 27 29 29 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,770
COMMITMENTS
3,193 434 0 35,888 39,968 39,081 40,402 1,689 368
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -12,618)
-960 -480 0 -10,346 -12,232 -11,306 -12,712 -1,312 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 1.1 0.0 88.0 98.0 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 17 15 19 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,505
COMMITMENTS
217 1,240 0 37,841 38,017 38,058 39,257 1,447 248
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -9,408)
0 -15 0 -8,246 -9,337 -8,246 -9,352 -1,162 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 3.1 0.0 95.8 96.2 96.3 99.4 3.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 15 19 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,451
COMMITMENTS
6,983 4,543 2,312 177,281 181,285 186,576 188,140 5,875 4,311
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -14,694)
-1,645 -1,243 -84 -10,319 -12,145 -12,048 -13,472 -2,646 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 2.4 1.2 92.1 94.2 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 6 6 42 38 49 48
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 103,427
COMMITMENTS
0 0 0 95,147 95,996 95,147 95,996 8,280 7,431
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,926)
0 0 0 -4,927 -6,516 -4,927 -6,516 -999 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.0 92.8 92.0 92.8 8.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 19 16 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,375
COMMITMENTS
0 0 0 71,103 71,420 71,103 71,420 7,272 6,955
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -6,095)
0 0 0 -3,057 -5,502 -3,057 -5,502 -3,038 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.7 91.1 90.7 91.1 9.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 19 19 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,781
COMMITMENTS
990 0 428 72,029 74,017 73,447 74,445 7,334 6,336
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -10,450)
364 -465 -62 -7,227 -9,823 -6,925 -10,350 -3,525 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.5 89.2 91.6 90.9 92.2 9.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 17 23 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 92,643
COMMITMENTS
2,294 0 0 79,891 88,235 82,185 88,235 10,458 4,408
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,850)
0 0 0 -4,038 -5,020 -4,038 -5,020 -1,812 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.0 86.2 95.2 88.7 95.2 11.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 13 19 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 138,247
COMMITMENTS
26,074 9,667 8,009 103,404 118,663 137,487 136,339 760 1,908
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,017)
-1,020 -2,022 -116 306 755 -830 -1,383 -187 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 7.0 5.8 74.8 85.8 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 15 19 49 49 76 72
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,503
COMMITMENTS
1,805 714 259 39,133 39,354 41,197 40,327 306 1,176
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,575)
729 27 0 567 399 1,296 426 279 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.7 0.6 94.3 94.8 99.3 97.2 0.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 1 26 23 30 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 347,633
COMMITMENTS
1,248 8,424 1,288 338,944 328,745 341,480 338,457 6,153 9,176
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 31,083)
312 7,800 0 24,618 14,107 24,930 21,907 6,153 9,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.4 0.4 97.5 94.6 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 21 21 24 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,572,116
COMMITMENTS
36,973 75,677 68,636 1465739 1418443 1571348 1562756 768 9,360
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 34,431)
-6,077 -4,928 1,643 49,505 37,924 45,071 34,639 -10,640 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 4.8 4.4 93.2 90.2 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 8 5 37 39 44 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,131
COMMITMENTS
4,164 6,133 515 57,452 54,495 62,131 61,143 0 988
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,047)
-109 -1,096 25 -4,963 -4,964 -5,047 -6,035 0 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 9.9 0.8 92.5 87.7 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 4 22 24 29 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 354,693
COMMITMENTS
2,872 8 320 351,501 351,147 354,693 351,475 0 3,218
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -27,084)
0 -608 0 -27,084 -29,694 -27,084 -30,302 0 3,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.1 99.1 99.0 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 17 17 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 442,736
COMMITMENTS
4,768 728 8,632 429,336 431,039 442,736 440,399 0 2,337
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 26,360)
0 0 0 26,360 24,023 26,360 24,023 0 2,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.2 1.9 97.0 97.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 26 28 29 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,902
COMMITMENTS
1,587 469 469 35,382 36,438 37,438 37,376 464 526
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,326)
-133 0 -44 -1,039 -1,216 -1,216 -1,260 -110 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.2 1.2 93.4 96.1 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 2 2 30 27 37 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,597
COMMITMENTS
240 0 0 53,920 54,575 54,160 54,575 437 22
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,401)
-50 0 0 -799 -1,250 -849 -1,250 -552 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 98.8 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 32 29 33 29
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 7,275
COMMITMENTS
800 250 150 6,325 6,825 7,275 7,225 0 50
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 3.4 2.1 86.9 93.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 13 11 17 13
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,517
COMMITMENTS
1,822 0 0 78,485 80,481 80,307 80,481 210 36
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,181)
-61 -50 0 -3,994 -4,965 -4,055 -5,015 -1,126 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 97.5 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 0 0 34 29 40 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,314
COMMITMENTS
650 1,275 0 14,657 16,739 15,307 18,014 3,007 300
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -2,396)
-250 0 0 -4,591 -2,576 -4,841 -2,576 2,445 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 7.0 0.0 80.0 91.4 83.6 98.4 16.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 17 13 19 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 311,464
COMMITMENTS
8,064 0 384 284,280 309,504 292,728 309,888 18,736 1,576
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -7,800)
4,376 0 -368 -30,544 -9,008 -26,536 -9,376 18,736 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.1 91.3 99.4 94.0 99.5 6.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 16 23 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,733
COMMITMENTS
1,582 920 147 6,028 7,643 7,757 8,710 976 23
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -768)
-88 -64 -44 -1,503 -661 -1,635 -769 867 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 10.5 1.7 69.0 87.5 88.8 99.7 11.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 21 19 27 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,530
COMMITMENTS
4,600 0 0 6,270 10,635 10,870 10,635 660 895
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -3,175)
-2,550 0 0 -1,225 -3,950 -3,775 -3,950 600 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 0.0 0.0 54.4 92.2 94.3 92.2 5.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 11 15 15 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,650
COMMITMENTS
2,380 225 450 8,150 10,955 10,980 11,630 670 20
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -540)
375 -75 -125 -760 -315 -510 -515 -30 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 1.9 3.9 70.0 94.0 94.2 99.8 5.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 12 16 14 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,332
COMMITMENTS
350 1,700 0 23,437 24,317 23,787 26,017 2,545 315
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -2,499)
0 -150 0 -5,044 -2,529 -5,044 -2,679 2,545 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 6.5 0.0 89.0 92.3 90.3 98.8 9.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 21 23 23 25
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,017
COMMITMENTS
110 75 600 21,937 21,637 22,647 22,312 370 705
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -991)
0 0 0 -1,176 -1,646 -1,176 -1,646 185 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.3 2.6 95.3 94.0 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 21 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,180
COMMITMENTS
668 524 43 19,907 20,764 20,618 21,331 1,562 849
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -823)
-177 170 -44 -1,863 -1,137 -2,084 -1,011 1,261 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.4 0.2 89.8 93.6 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 1 27 25 31 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,995
COMMITMENTS
1,706 4,445 655 53,419 48,795 55,780 53,895 215 2,100
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -2,625)
-299 343 -22 -2,499 -4,900 -2,820 -4,579 195 1,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 7.9 1.2 95.4 87.1 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 33 27 37 31
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,939
COMMITMENTS
1,651 7,473 2,664 67,333 58,247 71,648 68,384 291 3,555
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4,527)
-146 1,649 -1,205 -3,397 -8,521 -4,748 -8,077 221 3,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 10.4 3.7 93.6 81.0 99.6 95.1 0.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 9 9 36 36 46 48
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,925
COMMITMENTS
815 0 0 46,480 47,925 47,295 47,925 630 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4,400)
-85 0 0 -4,190 -4,400 -4,275 -4,400 -125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 97.0 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 13 27 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,670
COMMITMENTS
1,455 0 0 52,260 54,670 53,715 54,670 955 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,145)
-90 0 0 -5,410 -5,145 -5,500 -5,145 355 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.0 95.6 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 26 18 28 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 348,663
COMMITMENTS
44,708 19,057 3,103 288,289 326,503 336,100 348,663 12,563 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -20,808)
-1,816 -3,688 1,519 -33,074 -18,639 -33,371 -20,808 12,563 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 5.5 0.9 82.7 93.6 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 28 31 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,404
COMMITMENTS
1,896 1,980 2,142 20,814 21,943 24,852 26,065 1,552 339
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -2,333)
111 -177 -207 -3,663 -2,033 -3,759 -2,417 1,426 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 7.5 8.1 78.8 83.1 94.1 98.7 5.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 7 24 31 31 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,173
COMMITMENTS
587 777 127 32,407 32,269 33,121 33,173 52 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4,888)
-727 -881 25 -4,238 -4,032 -4,940 -4,888 52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 2.3 0.4 97.7 97.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 2 17 13 21 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 295,485
COMMITMENTS
0 19,184 0 291,555 266,933 291,555 286,117 3,930 9,368
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 5,756)
0 0 0 1,826 -3,612 1,826 -3,612 3,930 9,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.0 98.7 90.3 98.7 96.8 1.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 20 17 20 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,486
COMMITMENTS
611 1,147 0 21,728 19,616 22,339 20,763 147 1,723
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 12)
-44 0 0 79 -1,223 35 -1,223 -23 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.1 0.0 96.6 87.2 99.3 92.3 0.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 20 21 22 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,766
COMMITMENTS
1,666 215 680 9,560 10,665 11,906 11,560 860 1,206
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,231)
-199 0 -22 -1,466 -1,033 -1,687 -1,055 456 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 1.7 5.3 74.9 83.5 93.3 90.6 6.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 16 17 21 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 160,039
COMMITMENTS
6,369 3,274 1,520 148,261 145,469 156,150 150,263 3,889 9,776
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -18,768)
-2,944 -1,472 0 -19,329 -26,320 -22,273 -27,792 3,505 9,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 2.0 0.9 92.6 90.9 97.6 93.9 2.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 15 15 19 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,961
COMMITMENTS
215 2,543 299 16,940 13,759 17,454 16,601 507 1,360
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,339)
215 -461 -154 -1,394 -1,378 -1,333 -1,993 -6 654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 14.2 1.7 94.3 76.6 97.2 92.4 2.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 3 22 25 26 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 196,295
COMMITMENTS
0 8,190 408 193,916 182,267 194,324 190,865 1,971 5,430
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -9,304)
0 -1,840 0 -10,171 -12,894 -10,171 -14,734 867 5,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.2 98.8 92.9 99.0 97.2 1.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 20 18 21 20
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,890
COMMITMENTS
100 675 0 9,655 8,935 9,755 9,610 135 280
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -820)
0 0 0 -880 -720 -880 -720 60 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 6.8 0.0 97.6 90.3 98.6 97.2 1.4 2.8
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
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,684
COMMITMENTS
304 790 0 23,380 22,894 23,684 23,684 0 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 72)
0 0 0 72 72 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 3.3 0.0 98.7 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 18 17 19 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 231,725
COMMITMENTS
0 0 0 231,725 227,861 231,725 227,861 0 3,864
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 22,382)
0 0 0 22,382 18,518 22,382 18,518 0 3,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 98.3 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 14 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,065
COMMITMENTS
425 3,240 175 12,240 9,180 12,840 12,595 225 470
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,230)
25 -90 -25 -915 -1,510 -915 -1,625 -315 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 24.8 1.3 93.7 70.3 98.3 96.4 1.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 17 12 19 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 8,636
COMMITMENTS
3,175 254 0 5,461 8,382 8,636 8,636 0 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,496)
0 0 0 0 0 0 0 -1,496 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 2.9 0.0 63.2 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 0 10 7 15 8
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,870
COMMITMENTS
0 0 0 18,610 18,775 18,610 18,775 260 95
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,040)
0 -45 0 -830 -1,030 -830 -1,075 -210 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.6 99.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 14 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,071
COMMITMENTS
950 100 0 21,001 21,971 21,951 22,071 120 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,660)
-225 -100 0 -980 -1,310 -1,205 -1,410 -455 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.5 0.0 95.2 99.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 19 18 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,495
COMMITMENTS
150 250 0 14,802 15,225 14,952 15,475 543 20
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -975)
-75 -75 0 -705 -620 -780 -695 -195 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.6 0.0 95.5 98.3 96.5 99.9 3.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 16 16 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,675
COMMITMENTS
0 900 0 22,575 21,725 22,575 22,625 100 50
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,125)
0 0 0 -850 -1,095 -850 -1,095 -275 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.0 0.0 99.6 95.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 17 15 17 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,995
COMMITMENTS
0 200 0 16,935 16,795 16,935 16,995 60 0
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -935)
0 0 0 -580 -895 -580 -895 -355 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 99.6 98.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 10 17 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,260
COMMITMENTS
340 0 60 19,215 20,140 19,615 20,200 645 60
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,420)
10 0 -10 -1,640 -1,125 -1,640 -1,135 220 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.3 94.8 99.4 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 11 16 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,027
COMMITMENTS
910 0 40 20,412 21,927 21,362 21,967 665 60
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,485)
10 0 -10 -1,705 -1,190 -1,705 -1,200 220 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.2 92.7 99.5 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 11 17 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,985
COMMITMENTS
4,135 2,020 255 106,440 107,545 110,830 109,820 155 1,165
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -6,453)
-460 -165 -10 -5,118 -6,678 -5,588 -6,853 -865 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 1.8 0.2 95.9 96.9 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 2 36 29 42 34
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,111
COMMITMENTS
2,883 5,045 1,452 119,766 116,500 124,101 122,997 10 1,114
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -10,626)
1,105 -1,150 -1,515 -9,106 -8,430 -9,516 -11,095 -1,110 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 4.1 1.2 96.5 93.9 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 6 3 40 35 45 42
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 174,448
COMMITMENTS
11,214 16,433 10,614 151,333 146,328 173,161 173,375 1,287 1,073
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4,546)
-149 -1,565 -100 -4,650 -1,587 -4,899 -3,252 353 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 9.4 6.1 86.7 83.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
8 14 13 48 45 65 64
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,412
COMMITMENTS
4,575 3,010 1,440 115,944 118,162 121,959 122,612 1,453 800
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4,766)
-5 135 -175 -5,129 -3,501 -5,309 -3,541 543 -1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.4 1.2 93.9 95.7 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 40 36 44 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,150
COMMITMENTS
1,440 900 510 35,300 36,665 37,250 38,075 900 75
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,610)
-85 0 -25 -1,755 -1,185 -1,865 -1,210 255 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 2.4 1.3 92.5 96.1 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 22 14 25 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,265
COMMITMENTS
1,110 200 255 31,980 33,710 33,345 34,165 920 100
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,055)
-75 0 0 -1,395 -950 -1,470 -950 415 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.6 0.7 93.3 98.4 97.3 99.7 2.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 22 12 24 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 33,423
COMMITMENTS
1,050 0 300 31,579 32,928 32,929 33,228 494 195
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -695)
0 0 0 -720 -625 -720 -625 25 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.9 94.5 98.5 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 29 28 31 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,033
COMMITMENTS
225 0 0 13,158 13,823 13,383 13,823 650 210
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -269)
0 0 0 -919 -329 -919 -329 650 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 93.8 98.5 95.4 98.5 4.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 19 14 20 14
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,906
COMMITMENTS
2,209 2,598 691 24,364 23,822 27,264 27,111 642 795
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -450)
450 111 85 -1,347 -1,090 -812 -894 362 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 9.3 2.5 87.3 85.4 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 5 26 24 32 32
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,835
COMMITMENTS
1,871 0 50 16,694 19,205 18,615 19,255 1,220 580
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,369)
5 0 0 -2,209 -1,566 -2,204 -1,566 835 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 0.3 84.2 96.8 93.8 97.1 6.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 24 26 26
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,022
COMMITMENTS
2,117 4,770 1,084 32,259 32,964 35,460 38,818 3,562 204
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -3,307)
-663 40 -157 -5,813 -2,724 -6,633 -2,841 3,326 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 12.2 2.8 82.7 84.5 90.9 99.5 9.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 4 28 27 34 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,130
COMMITMENTS
288 25 42 19,360 20,678 19,690 20,745 1,440 385
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -482)
-95 25 30 -1,121 -880 -1,186 -825 704 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.1 0.2 91.6 97.9 93.2 98.2 6.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 27 21 29 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,559
COMMITMENTS
0 1,483 526 22,901 20,304 23,427 22,313 132 1,246
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,029)
0 -15 -45 -907 -2,120 -952 -2,180 -77 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 2.2 97.2 86.2 99.4 94.7 0.6 5.3
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
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,571
COMMITMENTS
0 351 105 15,356 14,377 15,461 14,833 110 738
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -927)
0 -25 -25 -703 -1,447 -728 -1,497 -199 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 0.7 98.6 92.3 99.3 95.3 0.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 17 17 18 20
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,668
COMMITMENTS
460 200 300 37,564 37,953 38,324 38,453 344 215
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,615)
-240 -50 0 -1,130 -1,430 -1,370 -1,480 -245 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.5 0.8 97.1 98.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 29 26 32 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,104
COMMITMENTS
442 0 32 14,890 13,639 15,364 13,671 740 2,433
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -533)
-3 0 0 -630 -2,652 -633 -2,652 100 2,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.2 92.5 84.7 95.4 84.9 4.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 16 21 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
FUTURES ONLY POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,921
COMMITMENTS
1,069 0 18 12,804 13,303 13,891 13,321 30 600
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -825)
31 0 -31 -755 -1,286 -755 -1,317 -70 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 0.1 92.0 95.6 99.8 95.7 0.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 23 17 24 18
Updated July 15, 2016