CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,672
COMMITMENTS
2,005 581 175 4,482 5,915 6,662 6,671 10 1
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 159)
0 0 0 159 175 159 175 0 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 8.7 2.6 67.2 88.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 2 8 7 17 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 37,598
COMMITMENTS
15,568 3,423 9,605 12,231 24,458 37,405 37,486 193 111
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 131)
-32 -4 47 75 87 91 130 40 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 9.1 25.5 32.5 65.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 8 9 12 11 29 23
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,425
COMMITMENTS
17,400 26,945 650 15,375 5,830 33,425 33,425 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 450)
450 200 0 0 250 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 80.6 1.9 46.0 17.4 100.0 100.0 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 20,520
COMMITMENTS
4,760 15,685 1,795 13,965 3,000 20,520 20,480 0 40
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 300)
200 200 0 100 100 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 76.4 8.7 68.1 14.6 100.0 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,821
COMMITMENTS
3,961 363 3,765 22,095 25,693 29,821 29,821 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 14)
1 0 6 7 8 14 14 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,373
COMMITMENTS
7,059 3,123 5,823 48,471 52,387 61,353 61,333 20 40
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 280)
64 119 -17 233 178 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.1 9.5 79.0 85.4 100.0 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 15,210
COMMITMENTS
7,025 8,610 650 7,525 5,950 15,200 15,210 10 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 56.6 4.3 49.5 39.1 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,150
COMMITMENTS
5,575 6,220 320 8,235 7,610 14,130 14,150 20 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 100)
250 -150 0 -150 250 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 44.0 2.3 58.2 53.8 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 08/09/16 |
--------------------------------------------------------------| 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 7,420 600 10,900 9,565 17,585 17,585 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 0)
0 -100 0 0 100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 42.2 3.4 62.0 54.4 100.0 100.0 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,660,075
COMMITMENTS
816,577 106,723 744,318 3034319 3778955 4595214 4629996 64,861 30,079
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 148,764)
-29,253 12,937 71,023 100,945 59,437 142,715 143,397 6,049 5,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 2.3 16.0 65.1 81.1 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
51 22 56 142 124 209 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,648,781
COMMITMENTS
59,569 42,169 677,630 907,638 927,487 1644837 1647286 3,944 1,495
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 34,044)
1,382 -11,743 13,183 18,704 31,854 33,270 33,294 774 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.6 41.1 55.0 56.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 15 37 54 55 96 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,055
COMMITMENTS
26,254 2,923 763 185,909 222,007 212,926 225,693 18,129 5,362
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -15,088)
2,809 815 -372 -16,739 -15,850 -14,302 -15,407 -786 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.3 0.3 80.5 96.1 92.2 97.7 7.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 1 3 37 31 48 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,070
COMMITMENTS
1,253 5,650 2,254 115,115 111,836 118,622 119,740 6,448 5,330
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -11,780)
-864 -3 -138 -11,330 -10,903 -12,332 -11,044 552 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.5 1.8 92.0 89.4 94.8 95.7 5.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 5 23 29 28 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,597
COMMITMENTS
1,820 1,659 1,753 174,432 182,026 178,005 185,438 15,592 8,159
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -20,453)
-212 271 -392 -19,080 -20,562 -19,684 -20,683 -769 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.9 90.1 94.0 91.9 95.8 8.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 27 32 30 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 769,063
COMMITMENTS
649 1,408 4,839 752,328 755,332 757,816 761,579 11,247 7,484
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -51,140)
-297 445 -482 -46,164 -44,659 -46,943 -44,696 -4,197 -6,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.6 97.8 98.2 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 3 4 54 35 59 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,163
COMMITMENTS
200 3,653 1,610 315,830 312,181 317,640 317,444 5,523 5,719
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -13,875)
-360 1,567 -157 -13,147 -14,514 -13,664 -13,104 -211 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 0.5 97.7 96.6 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 3 37 45 40 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,709
COMMITMENTS
497 2,066 1,134 249,985 254,482 251,616 257,682 7,093 1,027
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -22,659)
-644 722 -89 -17,676 -22,760 -18,409 -22,127 -4,250 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.4 96.6 98.4 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 4 43 46 47 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,063
COMMITMENTS
2,100 0 939 79,668 72,323 82,707 73,262 3,356 12,801
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -9,593)
156 -248 -190 -3,184 -8,548 -3,218 -8,986 -6,375 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.1 92.6 84.0 96.1 85.1 3.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 21 23 23 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,869
COMMITMENTS
1,407 13,408 1,703 102,225 93,463 105,335 108,574 6,534 3,295
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -14,423)
301 -1,380 816 -15,924 -13,067 -14,807 -13,631 384 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.0 1.5 91.4 83.5 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 4 29 28 34 33
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,155
COMMITMENTS
705 1,285 1,090 83,857 86,052 85,652 88,427 8,503 5,728
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -9,895)
363 -951 -24 -9,222 -7,034 -8,883 -8,009 -1,012 -1,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 1.2 89.1 91.4 91.0 93.9 9.0 6.1
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 144,135
COMMITMENTS
0 0 0 138,022 137,174 138,022 137,174 6,113 6,961
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -7,865)
0 0 0 -7,005 -6,267 -7,005 -6,267 -860 -1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 95.2 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 26 25 26 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,891
COMMITMENTS
0 0 0 56,047 59,815 56,047 59,815 7,844 4,076
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,798)
0 0 0 -2,548 -2,558 -2,548 -2,558 -1,250 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 93.6 87.7 93.6 12.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 15 20 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,983
COMMITMENTS
2,449 0 0 13,978 17,211 16,427 17,211 1,556 772
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,959)
-930 0 0 -2,445 -4,432 -3,375 -4,432 -1,584 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 0.0 77.7 95.7 91.3 95.7 8.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 7 13 9 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 342,778
COMMITMENTS
2,419 5,269 2,897 329,789 321,762 335,105 329,928 7,673 12,850
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -25,270)
424 -196 -867 -21,523 -24,944 -21,966 -26,007 -3,304 737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.5 0.8 96.2 93.9 97.8 96.3 2.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 3 2 48 42 51 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,740
COMMITMENTS
0 3,838 663 63,541 62,825 64,204 67,326 8,536 5,414
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -9,740)
0 -663 148 -10,548 -8,616 -10,400 -9,131 660 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.9 87.4 86.4 88.3 92.6 11.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 18 16 20 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,222
COMMITMENTS
5,212 1,518 1,413 54,802 59,327 61,427 62,258 4,795 3,964
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -6,808)
588 -1,877 -198 -6,877 -3,483 -6,487 -5,558 -321 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.3 2.1 82.8 89.6 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 18 15 21 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,932
COMMITMENTS
1,916 0 0 40,950 41,791 42,866 41,791 1,066 2,141
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -42,168)
-8,350 -3,949 0 -32,012 -25,924 -40,362 -29,873 -1,806 -12,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 93.2 95.1 97.6 95.1 2.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 17 16 20 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,176
COMMITMENTS
10,844 11,079 0 64,912 64,282 75,756 75,361 1,420 1,815
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -44,425)
-9,435 -2,465 -356 -25,874 -40,674 -35,665 -43,495 -8,760 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 14.4 0.0 84.1 83.3 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 5 0 26 31 34 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,787
COMMITMENTS
0 0 0 38,567 37,893 38,567 37,893 1,220 1,894
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -19,851)
0 0 0 -20,110 -19,913 -20,110 -19,913 259 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 95.2 96.9 95.2 3.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 14 18 14 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,892
COMMITMENTS
0 210 1,198 200,270 199,449 201,468 200,857 7,424 8,035
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,428)
0 27 -122 -4,961 -4,527 -5,083 -4,622 -345 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 95.9 95.5 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 36 33 37 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,084
COMMITMENTS
0 222 367 28,040 23,668 28,407 24,257 677 4,827
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,382)
0 -496 0 -2,863 -5,896 -2,863 -6,392 -1,519 2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.3 96.4 81.4 97.7 83.4 2.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 15 16 16 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,083
COMMITMENTS
1,956 738 902 39,416 40,042 42,274 41,682 4,809 5,401
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,169)
1,078 -464 -617 -4,752 -3,330 -4,291 -4,411 122 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.6 1.9 83.7 85.0 89.8 88.5 10.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 17 18 20 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,740
COMMITMENTS
0 3,123 711 86,883 83,442 87,594 87,276 5,146 5,464
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -9,827)
0 -1,141 -254 -8,822 -6,821 -9,076 -8,216 -751 -1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.8 93.7 90.0 94.5 94.1 5.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 26 29 27 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,900
COMMITMENTS
5,295 330 1,627 102,133 107,606 109,055 109,563 6,845 6,337
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -7,431)
-1,321 110 204 -5,497 -7,407 -6,614 -7,093 -817 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.3 1.4 88.1 92.8 94.1 94.5 5.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 20 15 24 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,452
COMMITMENTS
0 0 0 90,518 92,522 90,518 92,522 3,934 1,930
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,991)
0 0 0 -6,413 -5,670 -6,413 -5,670 422 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 98.0 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 15 22 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,421
COMMITMENTS
330 0 0 95,201 98,590 95,531 98,590 5,890 2,831
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -6,894)
-1,082 0 0 -6,180 -6,891 -7,262 -6,891 368 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.9 97.2 94.2 97.2 5.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 17 21 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,600
COMMITMENTS
2,943 0 1,688 83,897 90,835 88,528 92,523 15,072 11,077
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -8,822)
1,404 -217 -1,236 -5,179 -9,498 -5,011 -10,951 -3,811 2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 1.6 81.0 87.7 85.5 89.3 14.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 28 27 30 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,946
COMMITMENTS
2,410 0 0 35,797 39,392 38,207 39,392 1,739 554
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -10,434)
-1,124 -434 0 -7,004 -9,907 -8,128 -10,341 -2,306 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 89.6 98.6 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 19 16 23 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,275
COMMITMENTS
0 434 0 38,382 38,657 38,382 39,091 893 184
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -8,515)
-217 -775 0 -6,965 -7,552 -7,182 -8,327 -1,333 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.7 98.4 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 18 15 18 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,495
COMMITMENTS
7,039 4,273 1,924 162,867 166,799 171,830 172,996 6,665 5,499
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -12,886)
-1,727 45 -461 -6,915 -13,048 -9,103 -13,464 -3,783 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.4 1.1 91.2 93.4 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 6 6 40 36 46 46
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 101,129
COMMITMENTS
0 0 0 92,815 93,255 92,815 93,255 8,314 7,874
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,393)
0 0 0 -3,152 -3,765 -3,152 -3,765 -2,241 -1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 92.2 91.8 92.2 8.2 7.8
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,319
COMMITMENTS
0 0 0 66,764 66,803 66,764 66,803 6,555 6,516
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,851)
0 0 0 -3,942 -6,691 -3,942 -6,691 -1,909 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 91.1 91.1 91.1 8.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 19 19 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,794
COMMITMENTS
359 0 424 66,002 67,884 66,785 68,308 7,009 5,486
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -9,210)
-358 0 -4 -5,874 -8,069 -6,236 -8,073 -2,974 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.6 89.4 92.0 90.5 92.6 9.5 7.4
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 96,703
COMMITMENTS
1,891 0 0 84,046 95,246 85,937 95,246 10,766 1,457
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,540)
0 0 0 -5,594 -2,317 -5,594 -2,317 54 -3,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 86.9 98.5 88.9 98.5 11.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 151,403
COMMITMENTS
27,022 7,907 13,546 110,445 129,323 151,013 150,776 390 627
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -7,646)
281 -1,181 -1,234 -6,077 -2,856 -7,030 -5,270 -616 -2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 5.2 8.9 72.9 85.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 13 20 49 52 74 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,842
COMMITMENTS
1,150 826 814 39,878 40,202 41,842 41,842 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,690)
-25 -362 488 1,227 1,564 1,690 1,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.0 1.9 95.3 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 24 25 28 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 338,540
COMMITMENTS
624 8,096 976 336,940 329,468 338,540 338,540 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,533,491
COMMITMENTS
27,334 76,683 69,798 1436359 1387010 1533491 1533491 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -90,320)
-9,865 -13,256 -2,544 -63,159 -61,888 -75,568 -77,688 -14,752 -12,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.0 4.6 93.7 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 8 5 38 42 46 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,040
COMMITMENTS
4,971 4,937 2,446 58,623 58,657 66,040 66,040 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,988)
662 -1,375 53 -4,703 -2,666 -3,988 -3,988 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.5 3.7 88.8 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 5 6 24 26 32 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 334,231
COMMITMENTS
2,528 8 320 331,383 333,903 334,231 334,231 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -20,385)
-344 0 0 -20,041 -20,385 -20,385 -20,385 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 16 17 18 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 416,629
COMMITMENTS
2,648 728 8,632 405,349 407,269 416,629 416,629 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -18,469)
-2,544 -424 0 -15,925 -18,045 -18,469 -18,469 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 2.1 97.3 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 29 26 32 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,379
COMMITMENTS
1,018 207 804 31,130 31,923 32,952 32,934 427 445
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,153)
-316 -180 -42 -1,718 -1,891 -2,076 -2,113 -77 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.6 2.4 93.3 95.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 1 4 28 26 35 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,651
COMMITMENTS
190 0 0 54,051 54,630 54,241 54,630 410 21
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,296)
-50 0 0 -2,839 -3,035 -2,889 -3,035 -407 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.9 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 32 31 33 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,075
COMMITMENTS
922 0 0 76,958 78,045 77,880 78,045 195 30
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -6,341)
-611 0 0 -4,749 -5,845 -5,360 -5,845 -981 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.6 100.0 99.8 100.0 0.2 0.0
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,625
COMMITMENTS
525 1,175 0 21,556 21,330 22,081 22,505 544 120
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -879)
-225 -100 0 -640 -779 -865 -879 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.2 0.0 95.3 94.3 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 16 16 18 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 278,904
COMMITMENTS
11,536 0 384 266,984 278,520 278,904 278,904 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -11,912)
-848 0 0 -11,064 -11,912 -11,912 -11,912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.1 95.7 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,326
COMMITMENTS
1,498 1,684 240 7,055 7,379 8,793 9,303 533 23
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -579)
-126 -74 67 -1,013 -595 -1,072 -602 493 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 18.1 2.6 75.6 79.1 94.3 99.8 5.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 20 19 26 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,365
COMMITMENTS
3,500 0 0 5,745 9,185 9,245 9,185 120 180
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,975)
-850 0 0 -1,125 -1,975 -1,975 -1,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 0.0 0.0 61.3 98.1 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 10 15 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,185
COMMITMENTS
1,770 175 450 7,470 9,540 9,690 10,165 495 20
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,365)
-340 -50 0 -935 -1,270 -1,275 -1,320 -90 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 1.7 4.4 73.3 93.7 95.1 99.8 4.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 15 15 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,011
COMMITMENTS
300 1,550 0 30,711 29,341 31,011 30,891 0 120
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,801)
-50 -150 0 -2,751 -2,636 -2,801 -2,786 0 -15
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,908
COMMITMENTS
685 75 0 22,983 23,733 23,668 23,808 240 100
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,084)
-25 0 0 -1,054 -1,079 -1,079 -1,079 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.0 96.1 99.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 26 21 28 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,186
COMMITMENTS
115 1,000 235 21,556 20,394 21,906 21,629 280 557
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,056)
-100 163 -80 -836 -1,083 -1,016 -1,000 -40 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.5 1.1 97.2 91.9 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 1 26 23 28 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,696
COMMITMENTS
1,386 3,337 1,030 51,275 49,209 53,691 53,576 5 120
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,081)
-295 -1,415 85 -3,876 -2,751 -4,086 -4,081 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.2 1.9 95.5 91.6 100.0 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,920
COMMITMENTS
1,855 8,682 1,852 65,193 58,366 68,900 68,900 20 20
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,533)
66 321 -430 -4,154 -4,434 -4,518 -4,543 -15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.6 2.7 94.6 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 6 9 36 33 46 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,940
COMMITMENTS
700 0 0 48,215 48,940 48,915 48,940 25 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,105)
-115 0 0 -4,105 -5,105 -4,220 -5,105 -885 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.5 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 11 27 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,965
COMMITMENTS
1,285 0 0 54,655 55,965 55,940 55,965 25 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,115)
-170 0 0 -4,270 -5,115 -4,440 -5,115 -675 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.7 100.0 100.0 100.0 0.0 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 329,789
COMMITMENTS
50,486 17,361 4,680 274,623 307,748 329,789 329,789 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -36,864)
-2,153 -1,696 1,961 -36,672 -37,129 -36,864 -36,864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.3 1.4 83.3 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 27 31 31 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,970
COMMITMENTS
1,451 1,909 2,178 22,235 21,668 25,864 25,755 106 215
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,332)
-284 -571 -33 -1,995 -1,688 -2,312 -2,292 -20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.4 8.4 85.6 83.4 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 7 25 32 32 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,240
COMMITMENTS
1,418 237 26 29,796 30,977 31,240 31,240 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,494)
185 -75 0 -2,679 -2,419 -2,494 -2,494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 0.1 95.4 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 1 15 12 19 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 268,693
COMMITMENTS
760 19,184 0 267,933 249,509 268,693 268,693 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -15,264)
0 0 0 -15,264 -15,264 -15,264 -15,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.1 0.0 99.7 92.9 100.0 100.0 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 21,192
COMMITMENTS
411 1,133 0 20,612 19,652 21,023 20,785 169 407
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -491)
-200 -40 -20 -313 -371 -533 -431 42 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.3 0.0 97.3 92.7 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 18 20 20 23
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 107,340
COMMITMENTS
0 1,961 0 107,340 105,379 107,340 107,340 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -7,208)
0 -424 0 -6,784 -5,088 -6,784 -5,512 -424 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,743
COMMITMENTS
1,426 207 640 9,501 10,040 11,567 10,887 176 856
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -977)
-240 -100 -40 -512 -192 -792 -332 -185 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.8 5.5 80.9 85.5 98.5 92.7 1.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 2 18 17 23 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 151,207
COMMITMENTS
5,433 2,426 1,144 144,246 147,253 150,823 150,823 384 384
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -14,496)
-936 -88 -760 -12,800 -13,648 -14,496 -14,496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.6 0.8 95.4 97.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 15 18 20 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,110
COMMITMENTS
199 2,240 458 16,112 13,879 16,769 16,577 341 533
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,262)
20 -419 -40 -1,211 -764 -1,231 -1,223 -31 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 13.1 2.7 94.2 81.1 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 3 23 27 28 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 196,048
COMMITMENTS
1,152 9,686 408 194,488 185,954 196,048 196,048 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -11,457)
0 -473 0 -10,609 -10,560 -10,609 -11,033 -848 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.9 0.2 99.2 94.9 100.0 100.0 0.0 0.0
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,665
COMMITMENTS
50 575 0 9,555 9,065 9,605 9,640 60 25
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -485)
-50 -100 0 -420 115 -470 15 -15 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.9 0.0 98.9 93.8 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,723
COMMITMENTS
304 1,139 231 24,188 23,353 24,723 24,723 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 787)
0 75 231 556 481 787 787 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.6 0.9 97.8 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 19 17 21 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 241,913
COMMITMENTS
0 0 0 241,913 241,913 241,913 241,913 0 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -244)
0 0 0 -244 -244 -244 -244 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,970
COMMITMENTS
300 1,380 0 10,510 9,565 10,810 10,945 160 25
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -965)
-120 -100 0 -530 -860 -650 -960 -315 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.6 0.0 95.8 87.2 98.5 99.8 1.5 0.2
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,555
COMMITMENTS
280 2,295 180 12,035 10,035 12,495 12,510 60 45
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,630)
-145 -1,075 5 -1,005 -555 -1,145 -1,625 -485 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 18.3 1.4 95.9 79.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 18 15 20 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 754,334
COMMITMENTS
81,956 27,513 122,293 549,244 604,527 753,494 754,334 839 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 20,753)
18,254 -3,976 -21,085 23,990 45,914 21,160 20,853 -406 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.6 16.2 72.8 80.1 99.9 100.0 0.1 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,405
COMMITMENTS
0 0 0 17,215 17,385 17,215 17,385 190 20
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,415)
0 0 0 -1,120 -1,340 -1,120 -1,340 -295 -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: 24)
0 0 0 16 14 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,506
COMMITMENTS
475 0 50 19,861 20,456 20,386 20,506 120 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,640)
-425 -100 0 -580 -1,490 -1,005 -1,590 -635 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.2 96.9 99.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 17 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,362
COMMITMENTS
125 125 0 13,547 14,202 13,672 14,327 690 35
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -958)
-25 -125 0 -220 -723 -245 -848 -713 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.0 94.3 98.9 95.2 99.8 4.8 0.2
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,620
COMMITMENTS
0 650 0 21,530 20,800 21,530 21,450 90 170
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,975)
0 -250 0 -825 -1,830 -825 -2,080 -1,150 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 99.6 96.2 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 17 14 17 17
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,675
COMMITMENTS
0 100 0 15,625 15,395 15,625 15,495 50 180
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,145)
0 -100 0 -965 -2,015 -965 -2,115 -1,180 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.7 98.2 99.7 98.9 0.3 1.1
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,770
COMMITMENTS
300 0 50 18,110 18,670 18,460 18,720 310 50
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,460)
10 0 -10 -1,390 -1,140 -1,390 -1,150 -70 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.3 96.5 99.5 98.3 99.7 1.7 0.3
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,277
COMMITMENTS
735 0 40 19,177 20,187 19,952 20,227 325 50
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,630)
-125 0 0 -1,345 -1,320 -1,470 -1,320 -160 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.2 94.6 99.6 98.4 99.8 1.6 0.2
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,912
COMMITMENTS
3,725 1,385 420 103,767 105,952 107,912 107,757 0 155
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -7,288)
-530 -355 -30 -5,828 -4,858 -6,388 -5,243 -900 -2,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.3 0.4 96.2 98.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 2 36 33 42 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,278
COMMITMENTS
3,325 3,761 900 115,038 114,467 119,263 119,128 15 150
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -8,987)
607 -1,465 -587 -8,529 -6,126 -8,509 -8,178 -478 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.2 0.8 96.4 96.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 6 4 43 38 50 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 172,958
COMMITMENTS
8,511 18,862 8,464 155,918 145,600 172,893 172,926 65 32
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,144)
86 696 -1,385 -692 38 -1,991 -651 -1,153 -2,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.9 4.9 90.1 84.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 15 11 45 48 62 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,516
COMMITMENTS
4,350 3,357 1,550 115,566 116,599 121,466 121,506 50 10
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,343)
-400 75 90 -255 442 -565 607 -778 -1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.8 1.3 95.1 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 5 5 39 36 44 44
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,570
COMMITMENTS
1,360 900 410 34,790 35,260 36,560 36,570 10 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,885)
-50 0 -110 -965 -1,125 -1,125 -1,235 -760 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.5 1.1 95.1 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 24 13 26 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,915
COMMITMENTS
765 200 305 31,835 32,410 32,905 32,915 10 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,360)
-175 0 0 -585 -1,170 -760 -1,170 -600 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 0.9 96.7 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 12 26 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 33,998
COMMITMENTS
1,050 0 300 32,399 33,518 33,749 33,818 249 180
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,655)
0 0 0 -1,405 -1,485 -1,405 -1,485 -250 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.9 95.3 98.6 99.3 99.5 0.7 0.5
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,193
COMMITMENTS
525 0 0 13,668 14,063 14,193 14,063 0 130
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -850)
0 0 0 -850 -830 -850 -830 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.3 99.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 19 17 21 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,455
COMMITMENTS
2,310 2,460 637 25,111 25,228 28,058 28,325 397 130
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,317)
-176 -112 -65 -1,031 -1,062 -1,272 -1,239 -45 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.6 2.2 88.2 88.7 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 5 4 26 24 33 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,122
COMMITMENTS
1,361 0 168 18,258 19,939 19,787 20,107 335 15
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,533)
-150 0 -5 -1,363 -1,358 -1,518 -1,363 -15 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.8 90.7 99.1 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 25 25 28 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,325
COMMITMENTS
1,398 4,037 1,025 32,526 30,233 34,949 35,295 376 30
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,257)
-125 -185 -127 -3,024 -2,411 -3,276 -2,723 19 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.4 2.9 92.1 85.6 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 4 27 28 33 35
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,722
COMMITMENTS
205 0 55 20,564 21,665 20,824 21,720 898 2
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,008)
-536 0 -2 -618 -951 -1,156 -953 148 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.3 94.7 99.7 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 2 27 22 29 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,509
COMMITMENTS
0 1,695 359 22,039 20,415 22,398 22,469 111 40
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,128)
0 -48 -167 -930 -800 -1,097 -1,015 -31 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 1.6 97.9 90.7 99.5 99.8 0.5 0.2
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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,539
COMMITMENTS
44 250 120 14,869 15,063 15,033 15,433 506 106
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -521)
44 -101 15 -796 -433 -737 -519 216 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 0.8 95.7 96.9 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 18 17 19 20
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,673
COMMITMENTS
100 500 300 36,924 36,808 37,324 37,608 349 65
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,090)
0 0 0 -1,690 -1,915 -1,690 -1,915 -400 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.8 98.0 97.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 28 27 30 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,829
COMMITMENTS
449 0 25 14,645 15,644 15,119 15,669 710 160
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -880)
7 0 -7 -850 -712 -850 -719 -30 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 92.5 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 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,440
COMMITMENTS
1,025 0 18 12,372 13,422 13,415 13,440 25 0
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,149)
-44 0 0 -1,055 -1,081 -1,099 -1,081 -50 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.1 92.1 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 19 23 20
Updated August 12, 2016