CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,513
COMMITMENTS
2,005 581 175 4,323 5,740 6,503 6,496 10 17
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -321)
-330 71 -71 80 -337 -321 -337 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 8.9 2.7 66.4 88.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 2 7 6 16 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 37,467
COMMITMENTS
15,600 3,428 9,559 12,156 24,370 37,314 37,356 153 111
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -1,257)
-957 -385 -343 -55 -539 -1,355 -1,267 98 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 9.1 25.5 32.4 65.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 8 9 11 11 28 23
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,975
COMMITMENTS
16,950 26,745 650 15,375 5,580 32,975 32,975 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 100)
100 100 0 0 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 81.1 2.0 46.6 16.9 100.0 100.0 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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 20,220
COMMITMENTS
4,560 15,485 1,795 13,865 2,900 20,220 20,180 0 40
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 350)
100 350 0 250 0 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 76.6 8.9 68.6 14.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 9 4 9 4 21 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,807
COMMITMENTS
3,961 362 3,759 22,087 25,686 29,807 29,807 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 647)
-85 9 145 587 493 647 647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.2 12.6 74.1 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 2 7 10 9 20 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,093
COMMITMENTS
6,995 3,004 5,840 48,238 52,209 61,073 61,053 20 40
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,173)
42 78 -49 -2,166 -2,202 -2,173 -2,173 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.9 9.6 79.0 85.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 7 7 18 16 28 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 15,110
COMMITMENTS
7,025 8,610 650 7,425 5,850 15,100 15,110 10 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 57.0 4.3 49.1 38.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 2 6 5 16 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,050
COMMITMENTS
5,325 6,370 320 8,385 7,360 14,030 14,050 20 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,600)
300 1,400 0 1,300 200 1,600 1,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 45.3 2.3 59.7 52.4 99.9 100.0 0.1 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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,585
COMMITMENTS
6,085 7,520 600 10,900 9,465 17,585 17,585 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,350)
1,150 -350 0 200 1,700 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 42.8 3.4 62.0 53.8 100.0 100.0 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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,511,311
COMMITMENTS
845,830 93,786 673,295 2933374 3719518 4452499 4486599 58,812 24,712
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -144,534)
61,760 -37,634 -45,865 -163,506 -64,246 -147,611 -147,745 3,077 3,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 2.1 14.9 65.0 82.4 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
55 17 53 144 124 210 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,614,737
COMMITMENTS
58,187 53,912 664,447 888,934 895,633 1611567 1613992 3,170 745
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -26,236)
-34,136 -10,715 8,850 3,229 -14,871 -22,057 -16,735 -4,180 -9,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.3 41.1 55.1 55.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 19 35 53 54 92 95
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,143
COMMITMENTS
23,445 2,108 1,135 202,648 237,857 227,228 241,100 18,915 5,043
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,166)
-1,075 1,002 -1,524 4,388 3,599 1,789 3,077 1,377 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.9 0.5 82.3 96.6 92.3 98.0 7.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 1 4 39 32 52 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,850
COMMITMENTS
2,117 5,653 2,392 126,445 122,739 130,954 130,784 5,896 6,066
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,783)
284 1,579 219 3,280 1,642 3,783 3,440 0 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.1 1.7 92.4 89.7 95.7 95.6 4.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 5 7 24 30 32 39
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,050
COMMITMENTS
2,032 1,388 2,145 193,512 202,588 197,689 206,121 16,361 7,929
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,014)
786 -27 41 971 2,095 1,798 2,109 216 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.6 1.0 90.4 94.6 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 3 31 32 34 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 820,203
COMMITMENTS
946 963 5,321 798,492 799,991 804,759 806,275 15,444 13,928
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 16,828)
78 140 667 16,113 9,166 16,858 9,973 -30 6,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.6 97.4 97.5 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 5 54 35 60 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,038
COMMITMENTS
560 2,086 1,767 328,977 326,695 331,304 330,548 5,734 6,490
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 5,222)
171 1,641 -618 5,109 4,679 4,662 5,702 560 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 0.5 97.6 96.9 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 1 3 41 46 44 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,368
COMMITMENTS
1,141 1,344 1,223 267,661 277,242 270,025 279,809 11,343 1,559
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,492)
1,011 -495 -106 -1,789 2,805 -884 2,204 3,376 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.4 95.1 98.5 96.0 99.4 4.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 3 44 49 48 52
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,656
COMMITMENTS
1,944 248 1,129 82,852 80,871 85,925 82,248 9,731 13,408
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,225)
-1,201 -496 468 -1,350 1,842 -2,083 1,814 5,308 1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.3 1.2 86.6 84.5 89.8 86.0 10.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 25 25 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,292
COMMITMENTS
1,106 14,788 887 118,149 106,530 120,142 122,205 6,150 4,087
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,024)
295 2,484 -517 1,424 1,277 1,202 3,244 822 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.7 0.7 93.6 84.4 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 3 33 28 37 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,325
COMMITMENTS
0 0 0 23,457 24,077 23,457 24,077 868 248
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 0 124 0 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 99.0 96.4 99.0 3.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 10 18 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,050
COMMITMENTS
342 2,236 1,114 93,079 93,086 94,535 96,436 9,515 7,614
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -319)
0 763 -220 -255 -1,790 -475 -1,247 156 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 1.1 89.5 89.5 90.9 92.7 9.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 22 21 24 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,000
COMMITMENTS
0 0 0 145,027 143,441 145,027 143,441 6,973 8,559
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 249)
0 0 0 -319 -1,957 -319 -1,957 568 2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 94.4 95.4 94.4 4.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 27 27 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,689
COMMITMENTS
0 0 0 58,595 62,373 58,595 62,373 9,094 5,316
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -312 -467 -312 -467 372 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.6 92.1 86.6 92.1 13.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 17 22 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,942
COMMITMENTS
3,379 0 0 16,423 21,643 19,802 21,643 3,140 1,299
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -806 -31 -806 -31 806 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.0 71.6 94.3 86.3 94.3 13.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 9 15 11 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 368,048
COMMITMENTS
1,995 5,465 3,764 351,312 346,706 357,071 355,935 10,977 12,113
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 11,154)
-174 -396 303 9,769 9,904 9,898 9,811 1,256 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.5 1.0 95.5 94.2 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 5 3 52 43 56 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,480
COMMITMENTS
0 4,501 515 74,089 71,441 74,604 76,457 7,876 6,023
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 5,206)
0 1,060 -362 2,161 3,922 1,799 4,620 3,407 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.6 89.8 86.6 90.5 92.7 9.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 18 16 20 19
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,833
COMMITMENTS
930 0 0 13,645 12,988 14,575 12,988 1,258 2,845
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 86.2 82.0 92.1 82.0 7.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 11 12 11
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,030
COMMITMENTS
4,624 3,395 1,611 61,679 62,810 67,914 67,816 5,116 5,214
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 382)
-208 -727 686 -278 -5 200 -46 182 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.6 2.2 84.5 86.0 93.0 92.9 7.0 7.1
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,100
COMMITMENTS
10,266 3,949 0 72,962 67,715 83,228 71,664 2,872 14,436
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 18,497)
6,293 -3,398 0 9,915 7,895 16,208 4,497 2,289 14,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.6 0.0 84.7 78.6 96.7 83.2 3.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 3 0 30 30 36 33
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,601
COMMITMENTS
20,279 13,544 356 90,786 104,956 111,421 118,856 10,180 2,745
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 16,879)
3,596 8,057 -4,976 10,028 12,229 8,648 15,310 8,231 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 11.1 0.3 74.7 86.3 91.6 97.7 8.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 8 3 31 35 39 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,638
COMMITMENTS
0 0 0 58,677 57,806 58,677 57,806 961 1,832
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 166)
0 0 0 73 11 73 11 93 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 96.9 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 22 21 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,320
COMMITMENTS
0 183 1,320 205,231 203,976 206,551 205,479 7,769 8,841
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 11,895)
0 0 168 11,418 12,835 11,586 13,003 309 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 95.8 95.2 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 37 34 38 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 33,466
COMMITMENTS
0 718 367 30,903 29,564 31,270 30,649 2,196 2,817
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -31)
0 -279 0 -1,209 806 -1,209 527 1,178 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 1.1 92.3 88.3 93.4 91.6 6.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 19 18 20 20
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,252
COMMITMENTS
878 1,202 1,519 44,168 43,372 46,565 46,093 4,687 5,159
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,436)
62 -490 -89 3,290 2,623 3,263 2,044 -827 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 3.0 86.2 84.6 90.9 89.9 9.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 19 21 22 25
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,567
COMMITMENTS
0 4,264 965 95,705 90,263 96,670 95,492 5,897 7,075
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 531)
0 34 70 1,336 -351 1,406 -247 -875 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.9 93.3 88.0 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 27 30 29 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,331
COMMITMENTS
6,616 220 1,423 107,630 115,013 115,669 116,656 7,662 6,675
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 4,463)
-489 87 -26 5,526 5,261 5,011 5,322 -548 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.2 1.2 87.3 93.3 93.8 94.6 6.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 21 15 25 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,443
COMMITMENTS
0 0 0 96,931 98,192 96,931 98,192 3,512 2,251
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -73)
0 0 0 -740 244 -740 244 667 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 97.8 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 14 23 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,315
COMMITMENTS
1,412 0 0 101,381 105,481 102,793 105,481 5,522 2,834
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,160)
120 0 0 1,916 2,160 2,036 2,160 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 93.6 97.4 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 21 19 23 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,422
COMMITMENTS
1,539 217 2,924 89,076 100,333 93,539 103,474 18,883 8,948
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,700)
1,505 -1,925 14 -7,225 -1,184 -5,706 -3,095 3,006 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 2.6 79.2 89.2 83.2 92.0 16.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 29 33 31 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,380
COMMITMENTS
3,534 434 0 42,801 49,299 46,335 49,733 4,045 647
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 434)
-1,860 0 0 310 279 -1,550 279 1,984 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.9 0.0 85.0 97.9 92.0 98.7 8.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 19 17 23 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,790
COMMITMENTS
217 1,209 0 45,347 46,209 45,564 47,418 2,226 372
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 5,154)
0 0 0 4,193 4,844 4,193 4,844 961 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 0.0 94.9 96.7 95.3 99.2 4.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 22 18 23 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,381
COMMITMENTS
8,766 4,228 2,385 169,782 179,847 180,933 186,460 10,448 4,921
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 5,442)
1,205 -369 406 -1,541 4,870 70 4,907 5,372 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.2 1.2 88.7 94.0 94.5 97.4 5.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 5 6 42 39 48 50
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 106,522
COMMITMENTS
0 0 0 95,967 97,020 95,967 97,020 10,555 9,502
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,228)
0 0 0 1,257 1,798 1,257 1,798 1,971 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 91.1 90.1 91.1 9.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 18 15 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,170
COMMITMENTS
0 0 0 70,706 73,494 70,706 73,494 8,464 5,676
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 305)
0 0 0 -1,713 0 -1,713 0 2,018 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 92.8 89.3 92.8 10.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 20 21 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,004
COMMITMENTS
717 0 428 71,876 75,953 73,021 76,381 9,983 6,623
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 487)
88 0 0 -1,804 -94 -1,716 -94 2,203 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.5 86.6 91.5 88.0 92.0 12.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 17 22 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 102,243
COMMITMENTS
1,891 0 0 89,640 97,563 91,531 97,563 10,712 4,680
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,978)
-403 0 0 3,608 2,613 3,205 2,613 -227 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 87.7 95.4 89.5 95.4 10.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 14 22 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 159,048
COMMITMENTS
26,741 9,088 14,780 116,522 132,179 158,042 156,046 1,006 3,002
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -6,446)
388 -1,221 -3,557 -3,733 -3,926 -6,901 -8,703 455 2,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.7 9.3 73.3 83.1 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 13 20 51 54 77 77
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,152
COMMITMENTS
1,175 1,189 326 38,651 38,637 40,152 40,152 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,762)
-282 -167 -86 -4,394 -4,509 -4,762 -4,762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.0 0.8 96.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 25 24 28 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 338,220
COMMITMENTS
624 8,096 976 336,620 329,148 338,220 338,220 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -36,592)
-624 -1,264 -312 -35,656 -35,016 -36,592 -36,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 0.3 99.5 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 21 24 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,623,812
COMMITMENTS
37,199 89,939 72,342 1499519 1448899 1609060 1611180 14,752 12,632
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 4,823)
3,127 4,654 -350 -11,946 -11,353 -9,169 -7,049 13,992 11,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.5 4.5 92.3 89.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 9 5 37 41 45 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,028
COMMITMENTS
4,309 6,312 2,393 63,326 61,323 70,028 70,028 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,312)
-174 124 595 891 593 1,312 1,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.0 3.4 90.4 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 5 24 25 32 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 354,616
COMMITMENTS
2,872 8 320 351,424 354,288 354,616 354,616 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,808)
0 0 0 -2,808 -2,808 -2,808 -2,808 0 0
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 435,098
COMMITMENTS
5,192 1,152 8,632 421,274 425,314 435,098 435,098 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -9,090)
0 0 0 -9,090 -9,090 -9,090 -9,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 2.0 96.8 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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,532
COMMITMENTS
1,334 387 846 32,848 33,814 35,028 35,047 504 485
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -765)
25 0 -2 -955 -763 -932 -765 167 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.1 2.4 92.4 95.2 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 1 5 29 27 37 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,947
COMMITMENTS
240 0 0 56,890 57,665 57,130 57,665 817 282
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,310)
0 0 0 930 1,050 930 1,050 380 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.2 99.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 32 31 33 31
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,050
COMMITMENTS
250 150 150 2,650 2,750 3,050 3,050 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.9 4.9 86.9 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 12 8 14 11
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,416
COMMITMENTS
1,533 0 0 81,707 83,890 83,240 83,890 1,176 526
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,705)
0 0 0 739 1,215 739 1,215 966 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 96.8 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 0 35 29 40 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,504
COMMITMENTS
750 1,275 0 22,196 22,109 22,946 23,384 558 120
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.4 0.0 94.4 94.1 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 17 16 19 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,816
COMMITMENTS
12,384 0 384 278,048 290,432 290,816 290,816 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.1 95.6 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 17 24 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,905
COMMITMENTS
1,624 1,758 173 8,068 7,974 9,865 9,905 40 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -443)
73 176 -31 -480 -565 -438 -420 -5 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 17.7 1.7 81.5 80.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 21 21 27 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,340
COMMITMENTS
4,350 0 0 6,870 11,160 11,220 11,160 120 180
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -190)
-250 0 0 0 -250 -250 -250 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 0.0 0.0 60.6 98.4 98.9 98.4 1.1 1.6
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,550
COMMITMENTS
2,110 225 450 8,405 10,810 10,965 11,485 585 65
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -75 -45 -75 -45 75 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 1.9 3.9 72.8 93.6 94.9 99.4 5.1 0.6
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,812
COMMITMENTS
350 1,700 0 33,462 31,977 33,812 33,677 0 135
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 770)
0 0 0 770 770 770 770 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.0 99.0 94.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 22 25 24 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,992
COMMITMENTS
710 75 0 24,037 24,812 24,747 24,887 245 105
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,650)
0 0 0 1,590 1,590 1,590 1,590 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 0.0 96.2 99.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 26 22 28 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,242
COMMITMENTS
215 837 315 22,392 21,477 22,922 22,629 320 613
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 152)
0 46 0 152 152 152 198 0 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 1.4 96.3 92.4 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 2 26 25 29 29
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,777
COMMITMENTS
1,681 4,752 945 55,151 51,960 57,777 57,657 0 120
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,063)
0 135 -3 1,071 931 1,068 1,063 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.2 1.6 95.5 89.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 32 26 36 30
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,453
COMMITMENTS
1,789 8,361 2,282 69,347 62,800 73,418 73,443 35 10
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 501)
5 -332 60 436 773 501 501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.4 3.1 94.4 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 8 10 36 35 46 48
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,045
COMMITMENTS
815 0 0 52,320 54,045 53,135 54,045 910 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 6,060)
0 0 0 5,180 6,060 5,180 6,060 880 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 96.8 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 12 27 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,080
COMMITMENTS
1,455 0 0 58,925 61,080 60,380 61,080 700 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 6,060)
0 0 0 5,390 6,060 5,390 6,060 670 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 96.5 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 26 17 28 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 366,653
COMMITMENTS
52,639 19,057 2,719 311,295 344,877 366,653 366,653 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,888)
2,304 0 0 1,584 3,888 3,888 3,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 5.2 0.7 84.9 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 28 31 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,302
COMMITMENTS
1,735 2,480 2,211 24,230 23,356 28,176 28,047 126 255
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,051)
-640 103 642 1,049 306 1,051 1,051 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.8 7.8 85.6 82.5 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 8 25 34 33 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,734
COMMITMENTS
1,233 312 26 32,475 33,396 33,734 33,734 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -589)
646 -287 -101 -1,134 -201 -589 -589 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.9 0.1 96.3 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 1 16 13 20 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 283,957
COMMITMENTS
760 19,184 0 283,197 264,773 283,957 283,957 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -12,253)
0 0 0 -12,253 -12,253 -12,253 -12,253 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.8 0.0 99.7 93.2 100.0 100.0 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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 21,683
COMMITMENTS
611 1,173 20 20,925 20,023 21,556 21,216 127 467
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -1,058)
0 0 0 -1,058 -1,060 -1,058 -1,060 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.4 0.1 96.5 92.3 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 20 21 23 24
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 114,548
COMMITMENTS
0 2,385 0 114,124 110,467 114,124 112,852 424 1,696
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 99.6 96.4 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 10 10 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,720
COMMITMENTS
1,666 307 680 10,013 10,232 12,359 11,219 361 1,501
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -40 0 -40 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.4 5.3 78.7 80.4 97.2 88.2 2.8 11.8
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 165,703
COMMITMENTS
6,369 2,514 1,904 157,046 160,901 165,319 165,319 384 384
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 8)
0 -384 384 -376 8 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 1.1 94.8 97.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 15 18 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,372
COMMITMENTS
179 2,659 498 17,323 14,643 18,000 17,800 372 572
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -84)
3 -143 120 -367 -124 -244 -147 160 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 14.5 2.7 94.3 79.7 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 5 23 28 29 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 207,505
COMMITMENTS
1,152 10,159 408 205,097 196,514 206,657 207,081 848 424
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 6,250)
0 2,769 0 5,402 3,057 5,402 5,826 848 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.9 0.2 98.8 94.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 21 20 23 22
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,150
COMMITMENTS
100 675 0 9,975 8,950 10,075 9,625 75 525
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -15 -495 -15 -495 15 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.7 0.0 98.3 88.2 99.3 94.8 0.7 5.2
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,936
COMMITMENTS
304 1,064 0 23,632 22,872 23,936 23,936 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -1,002)
0 -150 0 -1,002 -852 -1,002 -1,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.4 0.0 98.7 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 18 17 19 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 242,157
COMMITMENTS
0 0 0 242,157 242,157 242,157 242,157 0 0
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -3,115)
0 0 0 -3,115 -3,115 -3,115 -3,115 0 0
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 17 15 17 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,935
COMMITMENTS
420 1,480 0 11,040 10,425 11,460 11,905 475 30
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -295 0 -295 0 295 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.4 0.0 92.5 87.3 96.0 99.7 4.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 13 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,185
COMMITMENTS
425 3,370 175 13,040 10,590 13,640 14,135 545 50
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -345 0 -345 0 345 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 23.8 1.2 91.9 74.7 96.2 99.6 3.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 17 14 19 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 733,580
COMMITMENTS
63,702 31,488 143,378 525,254 558,614 732,334 733,480 1,246 100
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,434)
2,984 750 -260 82 1,844 2,805 2,334 -371 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.3 19.5 71.6 76.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 6 19 18 27 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| 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 18,335 18,725 18,335 18,725 485 95
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -275 -75 -275 -75 275 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.5 97.4 99.5 2.6 0.5
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,146
COMMITMENTS
900 100 50 20,441 21,946 21,391 22,096 755 50
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -635 -50 -635 -50 635 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 0.2 92.3 99.1 96.6 99.8 3.4 0.2
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,320
COMMITMENTS
150 250 0 13,767 14,925 13,917 15,175 1,403 145
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -670 -100 -670 -100 670 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.6 0.0 89.9 97.4 90.8 99.1 9.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 14 15 15 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,595
COMMITMENTS
0 900 0 22,355 22,630 22,355 23,530 1,240 65
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -1,140 -15 -1,140 -15 1,140 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 94.7 95.9 94.7 99.7 5.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 18 15 18 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,820
COMMITMENTS
0 200 0 16,590 17,410 16,590 17,610 1,230 210
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -1,220 -80 -1,220 -80 1,170 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 93.1 97.7 93.1 98.8 6.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 10 18 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,230
COMMITMENTS
290 0 60 19,500 19,810 19,850 19,870 380 360
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -10)
-50 0 0 5 -310 -45 -310 35 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.3 96.4 97.9 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 12 17 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,907
COMMITMENTS
860 0 40 20,522 21,507 21,422 21,547 485 360
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -50)
-50 0 0 -120 -350 -170 -350 120 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.2 93.7 98.2 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 12 18 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,200
COMMITMENTS
4,255 1,740 450 109,595 110,810 114,300 113,000 900 2,200
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 110)
0 -50 0 -790 -1,865 -790 -1,915 900 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.5 0.4 95.1 96.2 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 5 2 36 33 42 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,265
COMMITMENTS
2,718 5,226 1,487 123,567 120,593 127,772 127,306 493 959
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 80)
-395 125 10 -13 -845 -398 -710 478 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.1 1.2 96.3 94.0 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 6 4 43 38 49 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 176,102
COMMITMENTS
8,425 18,166 9,849 156,609 145,562 174,884 173,577 1,218 2,525
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -460)
-228 -387 -546 -833 -1,994 -1,607 -2,927 1,147 2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.3 5.6 88.9 82.7 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 13 14 47 48 66 66
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,859
COMMITMENTS
4,750 3,282 1,460 115,821 116,157 122,031 120,899 828 1,960
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 361)
120 -5 0 -529 -1,594 -409 -1,599 770 1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.7 1.2 94.3 94.5 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 5 39 36 44 44
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,455
COMMITMENTS
1,410 900 520 35,755 36,385 37,685 37,805 770 650
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 305)
-10 0 10 -465 -355 -465 -345 770 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.3 1.4 93.0 94.6 98.0 98.3 2.0 1.7
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,275
COMMITMENTS
940 200 305 32,420 33,580 33,665 34,085 610 190
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -470 -70 -470 -70 590 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.9 94.6 98.0 98.2 99.4 1.8 0.6
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 35,653
COMMITMENTS
1,050 0 300 33,804 35,003 35,154 35,303 499 350
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 405)
0 0 0 175 250 175 250 230 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.8 94.8 98.2 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 28 29 30 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,043
COMMITMENTS
525 0 0 14,518 14,893 15,043 14,893 0 150
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 19 16 21 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,772
COMMITMENTS
2,486 2,572 702 26,142 26,290 29,330 29,564 442 208
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -143 -75 -143 0 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.6 2.4 87.8 88.3 98.5 99.3 1.5 0.7
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,655
COMMITMENTS
1,511 0 173 19,621 21,297 21,305 21,470 350 185
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 82)
0 0 0 97 -73 97 -73 -15 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.8 90.6 98.3 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 26 25 29 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,582
COMMITMENTS
1,523 4,222 1,152 35,550 32,644 38,225 38,018 357 564
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -309)
-135 -455 5 -200 -378 -330 -828 21 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.9 3.0 92.1 84.6 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 4 28 28 34 34
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,730
COMMITMENTS
741 0 57 21,182 22,616 21,980 22,673 750 57
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 765)
0 -25 25 565 708 590 708 175 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.3 93.2 99.5 96.7 99.7 3.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 3 26 22 29 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,637
COMMITMENTS
0 1,743 526 22,969 21,215 23,495 23,484 142 153
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 35)
0 300 0 25 -418 25 -118 10 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 2.2 97.2 89.8 99.4 99.4 0.6 0.6
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,060
COMMITMENTS
0 351 105 15,665 15,496 15,770 15,952 290 108
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -80)
0 0 0 -260 -80 -260 -80 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.7 97.5 96.5 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 19 18 20 21
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,763
COMMITMENTS
100 500 300 38,614 38,723 39,014 39,523 749 240
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 175)
0 0 0 -205 10 -205 10 380 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.8 97.1 97.4 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 29 27 31 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,709
COMMITMENTS
442 0 32 15,495 16,356 15,969 16,388 740 321
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 147 300 147 0 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.2 92.7 97.9 95.6 98.1 4.4 1.9
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 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,589
COMMITMENTS
1,069 0 18 13,427 14,503 14,514 14,521 75 68
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 -20 -43 -20 -43 45 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.1 92.0 99.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 18 23 19
Updated August 5, 2016