CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,780
COMMITMENTS
2,302 531 225 4,243 6,023 6,770 6,779 10 1
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -4)
-129 0 0 125 -4 -4 -4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 7.8 3.3 62.6 88.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 2 7 7 16 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 37,390
COMMITMENTS
16,564 4,013 9,378 11,266 23,899 37,208 37,290 182 100
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,548)
522 43 743 156 763 1,421 1,549 127 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 10.7 25.1 30.1 63.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 7 10 11 11 34 23
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,525
COMMITMENTS
17,050 26,145 650 14,825 5,730 32,525 32,525 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 200)
100 200 0 100 0 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 80.4 2.0 45.6 17.6 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 19,420
COMMITMENTS
4,260 15,035 1,795 13,365 2,550 19,420 19,380 0 40
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 800)
-50 250 350 500 200 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 77.4 9.2 68.8 13.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 10 4 9 4 20 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,108
COMMITMENTS
4,508 251 3,693 20,907 25,164 29,108 29,108 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 13)
4 0 4 5 8 13 13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.9 12.7 71.8 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 7 9 9 18 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 63,049
COMMITMENTS
6,959 3,286 5,868 49,778 53,843 62,605 62,997 444 52
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,334)
1,396 379 -13 1,091 5,829 2,473 6,195 -139 -3,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 5.2 9.3 79.0 85.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 8 7 16 16 27 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,160
COMMITMENTS
6,425 8,160 650 7,075 5,350 14,150 14,160 10 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 57.6 4.6 50.0 37.8 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 11,700
COMMITMENTS
4,825 4,770 320 6,535 6,610 11,680 11,700 20 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 400)
100 0 0 500 400 600 400 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 40.8 2.7 55.9 56.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 1 8 7 16 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,035
COMMITMENTS
4,735 7,870 600 10,700 7,565 16,035 16,035 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 215)
165 100 0 1,200 115 1,365 215 -1,150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 49.1 3.7 66.7 47.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 5 15 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,597,232
COMMITMENTS
805,028 119,170 705,730 3030298 3754219 4541056 4579119 56,176 18,113
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 27,090)
-40,087 1,833 29,372 48,175 6,757 37,460 37,962 -10,370 -10,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 2.6 15.4 65.9 81.7 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
60 17 61 144 123 218 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,829,603
COMMITMENTS
82,416 76,867 768,851 969,555 974,137 1820822 1819855 8,781 9,748
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 9,865)
5,586 5,298 -1,707 5,789 6,086 9,669 9,677 197 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.2 42.0 53.0 53.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 17 38 51 51 93 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,099
COMMITMENTS
23,508 0 4,620 196,437 232,805 224,565 237,425 17,534 4,674
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -190)
-508 0 -220 1,146 59 418 -161 -608 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 1.9 81.1 96.2 92.8 98.1 7.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 0 5 39 30 52 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,954
COMMITMENTS
740 5,294 1,255 120,536 115,372 122,531 121,921 6,423 7,033
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -1,162)
-349 -2,329 194 -1,257 219 -1,412 -1,916 250 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 1.0 93.5 89.5 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 5 24 29 29 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,969
COMMITMENTS
2,032 1,442 1,824 191,473 200,453 195,329 203,719 15,640 7,250
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,737)
882 397 -294 2,000 2,790 2,588 2,893 149 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 0.9 90.8 95.0 92.6 96.6 7.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 32 32 35 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 793,927
COMMITMENTS
1,339 2,019 6,973 771,080 778,797 779,392 787,789 14,535 6,138
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 4,659)
380 -2,288 1,620 3,792 5,529 5,792 4,861 -1,133 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.9 97.1 98.1 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 6 53 33 60 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,689
COMMITMENTS
273 371 1,386 322,138 320,242 323,797 321,999 5,892 7,690
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,094)
-552 154 326 1,533 1,380 1,307 1,860 -213 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.4 97.7 97.1 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 1 2 42 43 44 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,863
COMMITMENTS
0 2,868 1,326 267,496 271,188 268,822 275,382 8,041 1,481
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,981)
-227 1,127 -860 3,298 1,611 2,211 1,878 -230 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.5 96.6 98.0 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 3 3 43 46 46 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,366
COMMITMENTS
4,501 256 780 81,751 78,457 87,032 79,493 4,334 11,873
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -2,556)
-645 256 298 -2,209 -3,354 -2,556 -2,800 0 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.3 0.9 89.5 85.9 95.3 87.0 4.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 23 23 26 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,852
COMMITMENTS
405 10,896 2,160 112,071 102,051 114,636 115,107 7,216 6,745
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,581)
339 -1,005 -727 2,456 2,182 2,068 450 513 2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.9 1.8 92.0 83.7 94.1 94.5 5.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 4 31 26 35 31
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,698
COMMITMENTS
0 0 0 19,799 20,512 19,799 20,512 899 186
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,635)
0 0 0 2,511 2,635 2,511 2,635 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 99.1 95.7 99.1 4.3 0.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,200
COMMITMENTS
984 817 905 91,521 94,130 93,410 95,852 9,790 7,348
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,600)
116 817 -539 1,688 1,262 1,265 1,540 335 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 0.9 88.7 91.2 90.5 92.9 9.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 19 20 21 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 149,242
COMMITMENTS
0 0 0 143,058 140,859 143,058 140,859 6,184 8,383
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,103)
0 0 0 736 918 736 918 367 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 94.4 95.9 94.4 4.1 5.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,977
COMMITMENTS
0 0 0 60,255 64,157 60,255 64,157 8,722 4,820
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 27)
0 0 0 178 782 178 782 -151 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 93.0 87.4 93.0 12.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 16 19 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,243
COMMITMENTS
1,921 4,620 3,244 324,526 319,411 329,691 327,275 7,552 9,968
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -316)
236 1,659 -419 410 -2,155 227 -915 -543 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 1.0 96.2 94.7 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 3 2 52 46 55 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,762
COMMITMENTS
0 1,993 793 69,482 65,505 70,275 68,291 4,487 6,471
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 758)
0 740 -120 909 996 789 1,616 -31 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.1 92.9 87.6 94.0 91.3 6.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 20 15 22 18
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,872
COMMITMENTS
930 0 0 12,560 11,934 13,490 11,934 1,382 2,938
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 84.5 80.2 90.7 80.2 9.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 10 11 10
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,643
COMMITMENTS
4,264 4,091 649 60,672 60,689 65,585 65,429 5,058 5,214
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -163)
454 403 -174 465 -360 745 -131 -908 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.8 0.9 85.9 85.9 92.8 92.6 7.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 19 15 22 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,803
COMMITMENTS
3,384 1,612 0 41,919 43,841 45,303 45,453 1,500 1,350
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 4,472)
992 1,612 0 3,480 2,829 4,472 4,441 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.4 0.0 89.6 93.7 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 19 16 21 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,581
COMMITMENTS
19,814 3,441 1,612 60,299 77,259 81,725 82,312 1,856 1,269
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,782)
-620 0 1,612 3,627 2,852 4,619 4,464 -837 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 4.1 1.9 72.1 92.4 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 4 1 23 27 29 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,865
COMMITMENTS
0 0 0 54,245 53,343 54,245 53,343 620 1,522
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,055)
0 0 0 2,055 2,055 2,055 2,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 97.2 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 22 19 22 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,933
COMMITMENTS
0 183 1,152 195,067 194,038 196,219 195,373 7,714 8,560
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 293)
-447 183 277 1,836 262 1,666 722 -1,373 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 95.7 95.1 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 35 33 36 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,198
COMMITMENTS
0 1,431 367 27,998 25,613 28,365 27,411 833 1,787
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,155)
-179 1,059 119 2,061 1,256 2,001 2,434 154 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.3 95.9 87.7 97.1 93.9 2.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 18 17 19 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,865
COMMITMENTS
1,312 1,971 864 40,723 39,875 42,899 42,710 4,966 5,155
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -64)
507 -124 127 552 -180 1,186 -177 -1,250 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.1 1.8 85.1 83.3 89.6 89.2 10.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 18 19 20 22
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,744
COMMITMENTS
0 2,469 926 90,837 89,517 91,763 92,912 7,981 6,832
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,183)
0 -2,194 0 1,762 4,495 1,762 2,301 421 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.9 91.1 89.7 92.0 93.2 8.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 22 30 24 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,731
COMMITMENTS
7,174 0 1,582 98,188 106,801 106,944 108,383 8,787 7,348
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -32)
-1 0 0 -156 -33 -157 -33 125 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 1.4 84.8 92.3 92.4 93.7 7.6 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,265
COMMITMENTS
0 0 0 95,190 96,170 95,190 96,170 3,075 2,095
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -61)
0 0 0 -11 544 -11 544 -50 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 97.9 96.9 97.9 3.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 15 23 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,328
COMMITMENTS
1,021 0 55 97,102 100,735 98,178 100,790 5,150 2,538
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,777)
-93 -248 0 2,994 3,001 2,901 2,753 -124 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 94.0 97.5 95.0 97.5 5.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 19 23 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,530
COMMITMENTS
1,286 1,831 1,820 91,659 97,824 94,765 101,475 15,765 9,055
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,574)
-798 0 184 4,072 3,487 3,458 3,671 116 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.7 1.6 82.9 88.5 85.7 91.8 14.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 27 29 29 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,885
COMMITMENTS
3,596 434 0 40,569 45,207 44,165 45,641 1,720 244
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 5,115)
403 0 0 4,681 5,239 5,084 5,239 31 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.9 0.0 88.4 98.5 96.3 99.5 3.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 18 16 21 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,629
COMMITMENTS
217 1,240 0 37,841 38,141 38,058 39,381 1,571 248
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 124)
0 0 0 0 124 0 124 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.1 0.0 95.5 96.2 96.0 99.4 4.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,822
COMMITMENTS
5,887 4,357 2,529 168,162 170,546 176,578 177,432 5,244 4,390
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -10,629)
-1,096 -186 217 -9,119 -10,739 -9,998 -10,708 -631 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.4 1.4 92.5 93.8 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 5 7 42 39 49 49
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 103,583
COMMITMENTS
0 0 0 95,185 96,121 95,185 96,121 8,398 7,462
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 156)
0 0 0 38 125 38 125 118 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 92.8 91.9 92.8 8.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,865
COMMITMENTS
0 0 0 72,419 71,910 72,419 71,910 6,446 6,955
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 490)
0 0 0 1,316 490 1,316 490 -826 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 91.2 91.8 91.2 8.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 21 19 21 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,820
COMMITMENTS
629 0 428 73,004 75,581 74,061 76,009 7,759 5,811
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,039)
-361 0 0 975 1,564 614 1,564 425 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 89.2 92.4 90.5 92.9 9.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 21 18 22 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 96,520
COMMITMENTS
2,294 0 0 82,032 92,481 84,326 92,481 12,194 4,039
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,877)
0 0 0 2,141 4,246 2,141 4,246 1,736 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 85.0 95.8 87.4 95.8 12.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 14 19 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,891
COMMITMENTS
27,840 9,293 15,540 117,031 135,427 160,411 160,260 480 631
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -3,969)
-658 -302 354 -3,384 -2,744 -3,689 -2,692 -280 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 5.8 9.7 72.7 84.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
16 15 22 50 52 79 77
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,743
COMMITMENTS
1,757 838 336 41,650 42,569 43,743 43,743 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,168)
-48 104 77 2,445 3,162 2,474 3,344 -306 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.9 0.8 95.2 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 3 27 24 32 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 357,513
COMMITMENTS
1,248 10,296 1,288 354,977 345,929 357,513 357,513 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 9,880)
0 1,872 0 16,033 17,184 16,033 19,056 -6,153 -9,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.9 0.4 99.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 21 25 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,597,257
COMMITMENTS
37,606 75,901 68,003 1491648 1453353 1597257 1597257 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 10,319)
633 224 -633 11,087 20,088 11,087 19,679 -768 -9,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.8 4.3 93.4 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 9 5 38 40 45 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,723
COMMITMENTS
5,170 6,079 726 59,827 58,918 65,723 65,723 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,374)
1,006 61 96 272 2,205 1,374 2,362 0 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.2 1.1 91.0 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 5 24 25 31 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 357,204
COMMITMENTS
2,872 8 320 354,012 356,876 357,204 357,204 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,511)
0 0 0 2,511 5,729 2,511 5,729 0 -3,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 99.1 99.9 100.0 100.0 0.0 0.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 443,812
COMMITMENTS
5,192 1,152 8,632 429,988 434,028 443,812 443,812 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,076)
424 424 0 652 2,989 1,076 3,413 0 -2,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 1.9 96.9 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 27 26 30 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,521
COMMITMENTS
1,286 387 766 34,005 34,801 36,057 35,954 464 567
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -1,381)
-301 -82 297 -1,377 -1,637 -1,381 -1,422 0 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.1 2.1 93.1 95.3 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 1 3 30 27 37 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,657
COMMITMENTS
240 0 0 54,980 55,635 55,220 55,635 437 22
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,060)
0 0 0 1,060 1,060 1,060 1,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 7,800
COMMITMENTS
650 1,400 0 7,100 6,350 7,750 7,750 50 50
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 525)
-150 1,150 -150 775 -475 475 525 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 17.9 0.0 91.0 81.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 10 10 12 12
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,146
COMMITMENTS
1,872 0 0 80,064 82,110 81,936 82,110 210 36
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,629)
50 0 0 1,579 1,629 1,629 1,629 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,699
COMMITMENTS
650 1,275 0 17,491 17,304 18,141 18,579 558 120
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 385)
0 0 0 2,834 565 2,834 565 -2,449 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.8 0.0 93.5 92.5 97.0 99.4 3.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 17 15 19 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 309,112
COMMITMENTS
8,064 0 384 300,664 308,728 309,112 309,112 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -2,352)
0 0 0 16,384 -776 16,384 -776 -18,736 -1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.1 97.3 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 16 24 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,486
COMMITMENTS
1,575 1,090 165 7,689 8,186 9,428 9,440 58 46
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 334)
18 123 -31 1,274 219 1,261 311 -927 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.5 1.7 81.0 86.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 22 21 27 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| 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 6,870 11,410 11,470 11,410 60 120
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 600 775 600 775 -600 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 0.0 0.0 59.6 99.0 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 12 15 16 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,500
COMMITMENTS
2,110 225 450 8,430 10,805 10,990 11,480 510 20
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -150)
-270 0 0 280 -150 10 -150 -160 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 2.0 3.9 73.3 94.0 95.6 99.8 4.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 16 15 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,482
COMMITMENTS
350 1,700 0 26,132 24,647 26,482 26,347 0 135
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 2,695 330 2,695 330 -2,545 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.4 0.0 98.7 93.1 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 21 24 23 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,092
COMMITMENTS
710 75 0 22,197 22,972 22,907 23,047 185 45
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 75)
600 0 -600 260 1,335 260 735 -185 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 0.0 96.1 99.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 22 26 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,583
COMMITMENTS
450 709 80 21,733 21,158 22,263 21,947 320 636
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 403)
-218 185 37 1,826 394 1,645 616 -1,242 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.1 0.4 96.2 93.7 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 27 25 30 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,274
COMMITMENTS
1,681 4,727 858 53,730 50,544 56,269 56,129 5 145
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 279)
-25 282 203 311 1,749 489 2,234 -210 -1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.4 1.5 95.5 89.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 32 27 36 31
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,434
COMMITMENTS
1,716 8,402 2,255 68,428 61,767 72,399 72,424 35 10
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 495)
65 929 -409 1,095 3,520 751 4,040 -256 -3,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.6 3.1 94.5 85.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 9 10 36 36 46 49
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,895
COMMITMENTS
815 0 0 47,050 47,895 47,865 47,895 30 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -30)
0 0 0 570 -30 570 -30 -600 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.2 100.0 99.9 100.0 0.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,680
COMMITMENTS
1,455 0 0 53,195 54,680 54,650 54,680 30 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 10)
0 0 0 935 10 935 10 -925 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.3 100.0 99.9 100.0 0.1 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 352,877
COMMITMENTS
38,567 19,057 2,719 311,591 331,101 352,877 352,877 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 4,214)
-6,141 0 -384 23,302 4,598 16,777 4,214 -12,563 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.4 0.8 88.3 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 28 30 32 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,799
COMMITMENTS
2,121 2,208 1,799 22,753 22,516 26,673 26,523 126 276
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 395)
225 228 -343 1,939 573 1,821 458 -1,426 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.2 6.7 84.9 84.0 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 7 25 33 32 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,171
COMMITMENTS
587 443 127 32,457 32,601 33,171 33,171 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -2)
0 -334 0 50 332 50 -2 -52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 0.4 97.8 98.3 100.0 100.0 0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 297,411
COMMITMENTS
760 19,184 0 296,651 278,227 297,411 297,411 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,926)
760 0 0 5,096 11,294 5,856 11,294 -3,930 -9,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.5 0.0 99.7 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 20 18 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,758
COMMITMENTS
611 1,147 0 22,000 21,123 22,611 22,270 147 488
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 272)
0 0 0 272 1,507 272 1,507 0 -1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.0 0.0 96.7 92.8 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 20 20 22 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,743
COMMITMENTS
1,666 307 680 10,036 10,550 12,382 11,537 361 1,206
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -23)
0 92 0 476 -115 476 -23 -499 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.4 5.3 78.8 82.8 97.2 90.5 2.8 9.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 155,359
COMMITMENTS
6,369 2,898 1,520 147,086 150,557 154,975 154,975 384 384
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -4,680)
0 -376 0 -1,175 5,088 -1,175 4,712 -3,505 -9,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.9 1.0 94.7 96.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 15 17 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,003
COMMITMENTS
129 2,593 339 17,154 14,498 17,622 17,430 381 573
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 42)
-86 50 40 214 739 168 829 -126 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 14.4 1.9 95.3 80.5 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 3 23 25 27 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 200,151
COMMITMENTS
384 7,390 408 199,359 192,353 200,151 200,151 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,856)
384 -800 0 5,443 10,086 5,827 9,286 -1,971 -5,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.7 0.2 99.6 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 21 19 23 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,900
COMMITMENTS
100 675 0 9,740 9,195 9,840 9,870 60 30
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 10)
0 0 0 85 260 85 260 -75 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.8 0.0 98.4 92.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 15 13 16 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,088
COMMITMENTS
304 844 0 23,784 23,244 24,088 24,088 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 404)
0 54 0 404 350 404 404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.5 0.0 98.7 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 18 20 20
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 243,302
COMMITMENTS
0 0 0 243,302 243,302 243,302 243,302 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 11,577)
0 0 0 11,577 15,441 11,577 15,441 0 -3,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,215
COMMITMENTS
420 1,300 0 10,615 9,885 11,035 11,185 180 30
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.6 0.0 94.7 88.1 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 12 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,405
COMMITMENTS
425 3,240 175 12,605 9,940 13,205 13,355 200 50
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 340)
0 0 0 365 760 365 760 -25 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 24.2 1.3 94.0 74.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 17 13 19 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 711,272
COMMITMENTS
37,922 46,917 149,909 521,502 514,446 709,333 711,272 1,939 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,735)
-2,461 -22,515 8,587 -2,946 16,663 3,180 2,735 -444 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.6 21.1 73.3 72.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 5 19 18 25 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,820
COMMITMENTS
0 0 0 18,610 18,800 18,610 18,800 210 20
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -50)
0 0 0 0 25 0 25 -50 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 14 17 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,191
COMMITMENTS
900 100 50 21,121 22,041 22,071 22,191 120 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 120)
-50 0 50 120 70 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 0.2 95.2 99.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 19 17 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| 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 07/12/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,865
COMMITMENTS
0 900 0 22,765 21,915 22,765 22,815 100 50
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 190)
0 0 0 190 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 99.6 95.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 18 16 18 19
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,090
COMMITMENTS
0 200 0 17,030 16,890 17,030 17,090 60 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 95 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| 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 19,515 20,140 19,915 20,200 345 60
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 300 0 300 0 -300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.3 96.3 99.4 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 11 17 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| 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 20,712 21,927 21,662 21,967 365 60
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 300 0 300 0 -300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.2 94.0 99.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 11 18 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,090
COMMITMENTS
4,135 1,895 365 109,590 111,655 114,090 113,915 0 175
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,105)
0 -125 110 3,150 4,110 3,260 4,095 -155 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.7 0.3 96.1 97.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 2 37 30 43 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,241
COMMITMENTS
2,933 4,925 1,452 121,846 119,665 126,231 126,042 10 199
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,130)
50 -120 0 2,080 3,165 2,130 3,045 0 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.9 1.2 96.5 94.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 6 3 41 36 46 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 173,004
COMMITMENTS
11,073 16,596 9,767 152,081 146,613 172,921 172,976 83 28
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -1,686)
-141 236 -920 579 43 -482 -641 -1,204 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.6 5.6 87.9 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 14 15 47 46 67 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,665
COMMITMENTS
4,630 3,167 1,460 117,517 119,038 123,607 123,665 58 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 253)
55 157 20 1,573 876 1,648 1,053 -1,395 -800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.6 1.2 95.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 5 39 37 44 45
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,050
COMMITMENTS
1,390 900 510 36,150 36,640 38,050 38,050 0 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -100)
-50 0 0 850 -25 800 -25 -900 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.4 1.3 95.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 23 14 26 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,180
COMMITMENTS
985 200 255 32,920 33,725 34,160 34,180 20 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -85)
-125 0 0 940 15 815 15 -900 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 0.7 96.3 98.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 23 12 25 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 34,323
COMMITMENTS
1,050 0 300 32,704 33,828 34,054 34,128 269 195
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 900)
0 0 0 1,125 900 1,125 900 -225 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.9 95.3 98.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 28 28 30 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,453
COMMITMENTS
225 0 0 14,228 14,303 14,453 14,303 0 150
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 420)
0 0 0 1,070 480 1,070 480 -650 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 19 16 20 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,662
COMMITMENTS
2,366 2,872 652 25,202 25,008 28,220 28,532 442 130
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 756)
157 274 -39 838 1,186 956 1,421 -200 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 10.0 2.3 87.9 87.3 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 5 27 24 33 32
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,827
COMMITMENTS
1,511 0 173 18,793 20,624 20,477 20,797 350 30
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 992)
-360 0 123 2,099 1,419 1,862 1,542 -870 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.8 90.2 99.0 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 24 25 27 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,744
COMMITMENTS
1,570 4,797 1,167 35,676 32,740 38,413 38,704 331 40
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -278)
-547 27 83 3,417 -224 2,953 -114 -3,231 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.4 3.0 92.1 84.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 4 28 27 34 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,455
COMMITMENTS
621 25 32 20,227 21,398 20,880 21,455 575 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 325)
333 0 -10 867 720 1,190 710 -865 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 0.1 94.3 99.7 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 27 22 29 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,567
COMMITMENTS
0 1,413 526 22,909 21,628 23,435 23,567 132 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 8)
0 -70 0 8 1,324 8 1,254 0 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 2.2 97.2 91.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 18 22 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,184
COMMITMENTS
0 351 105 15,969 15,620 16,074 16,076 110 108
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 613)
0 0 0 613 1,243 613 1,243 0 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.6 98.7 96.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 18 17 19 20
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,023
COMMITMENTS
100 500 300 38,254 38,148 38,654 38,948 369 75
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 355)
-360 300 0 690 195 330 495 25 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.8 98.0 97.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 29 26 31 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,409
COMMITMENTS
442 0 32 15,195 16,209 15,669 16,241 740 168
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 2,570 305 2,570 0 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.2 92.6 98.8 95.5 99.0 4.5 1.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,562
COMMITMENTS
1,069 0 18 13,445 14,544 14,532 14,562 30 0
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 641)
0 0 0 641 1,241 641 1,241 0 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.1 92.3 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 18 23 19
Updated July 22, 2016