CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,523
COMMITMENTS
1,781 606 225 4,497 5,691 6,503 6,522 20 1
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -87)
-83 25 150 -139 -262 -72 -87 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 9.3 3.4 68.9 87.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 1 9 6 16 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 36,898
COMMITMENTS
16,254 3,994 8,290 12,215 24,614 36,759 36,898 139 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -2,073)
-264 581 -575 -1,201 -1,969 -2,041 -1,964 -33 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 10.8 22.5 33.1 66.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 8 11 11 29 22
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,775
COMMITMENTS
17,500 27,345 650 15,625 5,780 33,775 33,775 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 150)
100 400 0 50 -250 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 81.0 1.9 46.3 17.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 3 9 4 17 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,420
COMMITMENTS
4,590 16,235 1,795 15,015 3,250 21,400 21,280 20 140
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 700)
-170 550 0 850 50 680 600 20 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 75.8 8.4 70.1 15.2 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 9 4 9 4 19 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,417
COMMITMENTS
3,342 1,159 3,807 23,268 25,451 30,417 30,417 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 314)
1 5 131 182 178 314 314 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.8 12.5 76.5 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 6 10 8 19 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 63,203
COMMITMENTS
7,278 2,844 6,117 49,788 54,202 63,183 63,163 20 40
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,016)
352 162 322 1,342 1,532 2,016 2,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.5 9.7 78.8 85.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 7 7 18 15 28 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 15,560
COMMITMENTS
7,075 8,660 650 7,825 6,250 15,550 15,560 10 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 150)
50 50 0 100 100 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 55.7 4.2 50.3 40.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 2 6 5 15 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,419
COMMITMENTS
6,444 5,370 320 8,635 9,729 15,399 15,419 20 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,369)
869 -50 0 500 1,419 1,369 1,369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 34.8 2.1 56.0 63.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 1 8 8 15 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,096
COMMITMENTS
6,596 7,820 600 10,900 9,676 18,096 18,096 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 311)
311 500 0 0 -189 311 311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 43.2 3.3 60.2 53.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 2 9 5 16 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,541,132
COMMITMENTS
983,826 105,513 594,777 2906806 3815480 4485409 4515770 55,723 25,362
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -221,718)
171,455 -14,235 -157,643 -226,498 -45,442 -212,686 -217,320 -9,032 -4,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.3 13.1 64.0 84.0 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
50 21 57 133 119 200 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,503,348
COMMITMENTS
57,067 18,699 622,351 820,836 861,474 1500255 1502525 3,093 823
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -199,577)
-954 -18,576 -92,148 -106,105 -88,706 -199,206 -199,429 -371 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.2 41.4 54.6 57.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
27 13 35 52 56 90 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,565
COMMITMENTS
22,994 441 3,045 192,741 229,752 218,780 233,238 19,785 5,327
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,298)
-3,161 46 842 924 -2,512 -1,395 -1,624 97 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.2 1.3 80.8 96.3 91.7 97.8 8.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 1 6 38 33 51 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,946
COMMITMENTS
2,510 4,949 2,664 118,980 116,973 124,154 124,586 5,792 5,360
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,679)
1,909 -478 182 1,877 3,522 3,968 3,226 -289 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.8 2.1 91.6 90.0 95.5 95.9 4.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 4 25 29 31 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,940
COMMITMENTS
2,086 1,642 2,299 172,587 182,467 176,972 186,408 16,968 7,532
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -3,079)
-431 -74 216 -3,745 -3,343 -3,960 -3,201 881 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 1.2 89.0 94.1 91.3 96.1 8.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 30 35 33 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 799,907
COMMITMENTS
210 1,551 4,161 784,175 789,053 788,546 794,765 11,361 5,142
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 12,745)
-59 -2,276 -928 15,052 17,614 14,065 14,410 -1,320 -1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 98.0 98.6 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 2 55 39 58 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,889
COMMITMENTS
802 5,174 556 335,720 329,168 337,078 334,898 5,811 7,991
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 9,134)
632 -757 -96 8,981 8,782 9,517 7,929 -383 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 0.2 97.9 96.0 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 3 38 46 41 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,662
COMMITMENTS
1,118 2,183 926 254,991 260,817 257,035 263,926 8,627 1,736
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,739)
120 750 -90 4,532 4,548 4,562 5,208 1,177 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.3 96.0 98.2 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 3 44 46 47 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,255
COMMITMENTS
673 3,067 2,721 90,464 82,445 93,858 88,233 4,397 10,022
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 9,467)
673 2,160 -272 8,898 10,665 9,299 12,553 168 -3,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 2.8 92.1 83.9 95.5 89.8 4.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 21 24 23 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,305
COMMITMENTS
211 14,929 2,310 108,944 95,128 111,465 112,367 4,840 3,938
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,778)
1 -410 -240 4,085 3,837 3,846 3,187 -68 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.8 2.0 93.7 81.8 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 4 32 28 36 33
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,706
COMMITMENTS
191 5,319 810 89,607 86,986 90,608 93,115 10,098 7,591
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 567)
-604 1,175 8 721 -635 125 548 442 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.3 0.8 89.0 86.4 90.0 92.5 10.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 147,769
COMMITMENTS
0 0 0 141,524 140,496 141,524 140,496 6,245 7,273
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,011)
0 0 0 861 769 861 769 150 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 95.1 95.8 95.1 4.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 25 27 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,250
COMMITMENTS
0 0 0 59,229 63,690 59,229 63,690 8,021 3,560
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 490)
0 0 0 554 676 554 676 -64 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 94.7 88.1 94.7 11.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 17 21 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,447
COMMITMENTS
4,129 0 0 14,526 19,191 18,655 19,191 1,792 1,256
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,530)
1,680 0 0 -82 1,500 1,598 1,500 -68 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.0 0.0 71.0 93.9 91.2 93.9 8.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 11 14 13 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 397,733
COMMITMENTS
2,817 9,175 3,263 384,131 373,867 390,211 386,305 7,522 11,428
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 35,069)
1,639 2,568 489 33,724 32,369 35,852 35,426 -783 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.3 0.8 96.6 94.0 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 4 2 50 44 54 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,978
COMMITMENTS
0 6,305 449 67,963 65,631 68,412 72,385 8,566 4,593
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,692)
0 1,411 0 3,092 1,860 3,092 3,271 -400 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.6 88.3 85.3 88.9 94.0 11.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 2 22 19 24 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,361
COMMITMENTS
4,297 3,050 1,423 57,270 58,950 62,990 63,423 5,371 4,938
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -809)
-1,220 840 11 -535 -1,722 -1,744 -871 935 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.5 2.1 83.8 86.2 92.1 92.8 7.9 7.2
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,932
COMMITMENTS
15,572 8,972 0 63,117 70,355 78,689 79,327 1,243 605
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 22,468)
1,710 6,420 0 20,337 17,644 22,047 24,064 421 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 11.2 0.0 79.0 88.0 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 7 0 32 29 37 36
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,899
COMMITMENTS
23,759 19,369 772 90,199 94,410 114,730 114,551 1,169 1,348
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 22,048)
969 5,738 772 20,678 15,788 22,419 22,298 -371 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 16.7 0.7 77.8 81.5 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 9 3 39 43 48 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,394
COMMITMENTS
0 687 93 47,993 45,673 48,086 46,453 308 1,941
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 6,120)
0 687 93 6,819 5,293 6,912 6,073 -792 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.2 99.2 94.4 99.4 96.0 0.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 18 28 19 29
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,760
COMMITMENTS
0 483 911 216,060 210,256 216,971 211,650 4,789 10,110
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,416)
-69 483 -368 5,791 3,470 5,354 3,585 62 1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 97.4 94.8 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 38 34 39 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 31,545
COMMITMENTS
0 492 217 30,081 25,769 30,298 26,478 1,247 5,067
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 721)
0 -660 0 481 1,111 481 451 240 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.7 95.4 81.7 96.0 83.9 4.0 16.1
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,111
COMMITMENTS
711 0 483 42,041 41,816 43,235 42,299 5,876 6,812
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 885)
-2 0 -59 788 540 727 481 158 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.0 85.6 85.1 88.0 86.1 12.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 19 19 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,756
COMMITMENTS
0 4,279 895 89,033 83,799 89,928 88,973 4,828 5,783
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,484)
0 1,156 184 1,668 250 1,852 1,590 -368 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.9 94.0 88.4 94.9 93.9 5.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 25 31 27 34
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,257
COMMITMENTS
8,723 0 608 111,854 119,580 121,185 120,188 6,072 7,069
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 6,643)
62 0 30 6,079 6,059 6,171 6,089 472 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.5 87.9 94.0 95.2 94.4 4.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 20 17 23 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,165
COMMITMENTS
240 0 0 92,407 94,807 92,647 94,807 4,518 2,358
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -244)
240 0 0 -544 -244 -304 -244 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 95.1 97.6 95.4 97.6 4.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 17 22 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,964
COMMITMENTS
1,545 0 0 98,792 102,884 100,337 102,884 5,627 3,080
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,485)
217 0 0 2,260 1,934 2,477 1,934 8 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 93.2 97.1 94.7 97.1 5.3 2.9
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,751
COMMITMENTS
975 4,168 3,203 97,775 100,155 101,953 107,526 14,798 9,225
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 8,545)
-354 4,168 748 7,553 4,056 7,947 8,972 598 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.6 2.7 83.7 85.8 87.3 92.1 12.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 2 32 34 34 38
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,107
COMMITMENTS
0 3,193 0 14,924 10,989 14,924 14,182 183 925
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.1 0.0 98.8 72.7 98.8 93.9 1.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 11 10 11 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,586
COMMITMENTS
5,620 0 0 40,317 47,032 45,937 47,032 1,649 554
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,562)
792 0 0 1,950 2,562 2,742 2,562 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 0.0 84.7 98.8 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 0 0 21 20 27 20
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,877
COMMITMENTS
330 434 0 47,692 48,199 48,022 48,633 855 244
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 7,399)
330 0 0 7,253 7,339 7,583 7,339 -184 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.0 97.6 98.6 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 20 15 21 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,040
COMMITMENTS
8,687 5,212 2,294 177,467 182,596 188,448 190,102 6,592 4,938
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,305)
520 1,279 538 5,584 5,920 6,642 7,737 -1,337 -2,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.7 1.2 91.0 93.6 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 7 7 43 37 51 48
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 107,643
COMMITMENTS
2,321 0 60 96,431 102,626 98,812 102,686 8,831 4,957
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,815)
2,321 0 60 167 4,558 2,548 4,618 -733 -2,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.1 89.6 95.3 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 20 23 21 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,975
COMMITMENTS
0 0 0 73,125 73,311 73,125 73,311 5,850 5,664
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,699)
0 0 0 3,518 4,063 3,518 4,063 181 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 92.8 92.6 92.8 7.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 21 21 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,434
COMMITMENTS
299 0 454 67,020 68,280 67,773 68,734 6,661 5,700
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 240)
-30 0 0 300 181 270 181 -30 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 90.0 91.7 91.1 92.3 8.9 7.7
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 119,642
COMMITMENTS
4,487 0 0 103,352 117,885 107,839 117,885 11,803 1,757
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 7,473)
180 0 0 6,350 7,413 6,530 7,413 943 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 86.4 98.5 90.1 98.5 9.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 25 17 27 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 164,635
COMMITMENTS
31,074 9,343 13,824 119,263 140,714 164,161 163,882 474 753
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,483)
189 740 -460 1,711 1,094 1,441 1,375 42 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 5.7 8.4 72.4 85.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 13 21 50 52 75 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,458
COMMITMENTS
1,775 581 1,192 43,491 44,685 46,458 46,458 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,314)
724 -129 182 408 1,261 1,314 1,314 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 2.6 93.6 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 3 24 25 28 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 371,986
COMMITMENTS
2,240 12,560 320 369,426 359,106 371,986 371,986 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 10,951)
656 6,064 -2,256 12,551 7,143 10,951 10,951 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.4 0.1 99.3 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 22 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,592,739
COMMITMENTS
28,447 95,920 63,032 1500059 1432586 1591538 1591538 1,201 1,201
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 19,295)
704 -314 -1,974 20,565 21,583 19,295 19,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.0 4.0 94.2 89.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 8 7 38 42 47 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,435
COMMITMENTS
4,488 5,199 3,147 63,800 63,089 71,435 71,435 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,923)
-267 534 304 2,885 2,084 2,923 2,923 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 7.3 4.4 89.3 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 5 6 26 26 36 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 315,576
COMMITMENTS
2,528 8 320 312,728 315,248 315,576 315,576 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,005)
0 0 0 -1,005 -1,005 -1,005 -1,005 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: 24)
1 1 1 17 17 19 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 445,837
COMMITMENTS
5,745 1,864 8,632 431,460 435,341 445,837 445,837 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 7,401)
0 760 0 7,401 6,641 7,401 7,401 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 1.9 96.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 1 31 28 35 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,650
COMMITMENTS
1,186 207 783 32,296 33,215 34,265 34,205 385 445
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 459)
168 0 -21 333 480 480 459 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 2.3 93.2 95.9 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 1 4 28 26 36 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,991
COMMITMENTS
190 0 0 55,391 55,970 55,581 55,970 410 21
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.9 100.0 99.3 100.0 0.7 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,325
COMMITMENTS
922 0 0 80,208 81,205 81,130 81,205 195 120
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,235)
0 0 0 1,235 1,175 1,235 1,175 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.6 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 0 35 30 40 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,878
COMMITMENTS
525 1,175 0 24,809 24,583 25,334 25,758 544 120
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.5 0.0 95.9 95.0 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 18 16 20 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 294,872
COMMITMENTS
11,944 0 384 282,544 294,488 294,872 294,872 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,832)
0 0 0 5,832 5,832 5,832 5,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.1 95.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 18 25 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,516
COMMITMENTS
1,540 1,856 240 7,691 7,336 9,471 9,432 45 84
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 10)
21 0 0 -56 -74 -35 -74 45 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 19.5 2.5 80.8 77.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 2 19 20 25 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,740
COMMITMENTS
3,750 0 0 5,870 9,560 9,620 9,560 120 180
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 375)
250 0 0 125 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 0.0 0.0 60.3 98.2 98.8 98.2 1.2 1.8
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,170
COMMITMENTS
1,790 375 480 8,405 10,295 10,675 11,150 495 20
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 540)
50 75 0 490 465 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 3.4 4.3 75.2 92.2 95.6 99.8 4.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 14 18 16 22
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,917
COMMITMENTS
450 1,625 0 35,467 34,172 35,917 35,797 0 120
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,395)
0 75 0 1,395 1,320 1,395 1,395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 0.0 98.7 95.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 0 24 26 27 29
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,029
COMMITMENTS
710 75 0 24,079 24,854 24,789 24,929 240 100
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 61)
25 0 0 36 61 61 61 0 0
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: 33)
3 1 0 25 23 28 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,252
COMMITMENTS
115 1,126 214 21,365 20,334 21,694 21,674 558 578
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 46)
0 84 0 67 -38 67 46 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.1 1.0 96.0 91.4 97.5 97.4 2.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 1 24 23 26 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,814
COMMITMENTS
1,331 1,960 1,757 51,726 50,967 54,814 54,684 0 130
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -116)
0 -65 -30 -86 -31 -116 -126 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.6 3.2 94.4 93.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 33 26 37 30
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,020
COMMITMENTS
1,784 10,910 1,248 67,938 58,837 70,970 70,995 50 25
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 560)
-20 891 -536 1,091 240 535 595 25 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 15.4 1.8 95.7 82.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 8 8 36 32 46 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,150
COMMITMENTS
760 0 0 51,365 52,150 52,125 52,150 25 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,310)
60 0 0 1,250 1,310 1,310 1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 27 12 28 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,015
COMMITMENTS
1,345 0 0 57,645 59,015 58,990 59,015 25 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,400)
60 0 0 1,340 1,400 1,400 1,400 0 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 340,048
COMMITMENTS
54,380 17,361 5,050 280,618 317,637 340,048 340,048 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,561)
-1,221 0 -1,155 815 -406 -1,561 -1,561 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.1 1.5 82.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 27 30 31 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,066
COMMITMENTS
2,599 2,384 1,842 22,518 22,687 26,960 26,914 106 152
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 61)
-40 67 -47 147 40 61 61 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 8.8 6.8 83.2 83.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 5 7 26 33 33 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,171
COMMITMENTS
1,936 312 26 31,209 32,833 33,171 33,171 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 993)
312 0 0 681 993 993 993 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.9 0.1 94.1 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 1 15 13 19 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 284,967
COMMITMENTS
760 20,385 0 284,207 264,582 284,967 284,967 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -416)
0 0 0 -416 -416 -416 -416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.2 0.0 99.7 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 21 18 22 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,855
COMMITMENTS
390 1,133 0 20,338 19,315 20,728 20,448 127 407
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -317)
-21 0 0 -296 -317 -317 -317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.4 0.0 97.5 92.6 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 0 19 20 21 23
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 112,036
COMMITMENTS
0 1,961 0 112,036 110,075 112,036 112,036 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11 10 11 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,652
COMMITMENTS
1,510 207 640 9,284 9,522 11,434 10,369 218 1,283
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 84)
-21 0 0 105 125 84 125 0 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 1.8 5.5 79.7 81.7 98.1 89.0 1.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 2 19 18 24 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 148,071
COMMITMENTS
5,025 1,658 2,320 140,342 143,709 147,687 147,687 384 384
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 32)
-408 0 408 32 -376 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.1 1.6 94.8 97.1 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,044
COMMITMENTS
136 2,407 480 17,129 14,624 17,745 17,511 299 533
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 127)
0 41 -41 168 127 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.3 2.7 94.9 81.0 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 3 23 26 27 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 201,137
COMMITMENTS
1,536 9,686 408 199,193 191,043 201,137 201,137 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 768)
0 0 0 768 768 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.8 0.2 99.0 95.0 100.0 100.0 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,385
COMMITMENTS
50 575 50 11,225 10,735 11,325 11,360 60 25
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 425)
0 50 0 425 375 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.1 0.4 98.6 94.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 18 13 20 17
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 27,809
COMMITMENTS
1,226 859 259 26,324 26,691 27,809 27,809 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 715)
259 25 0 456 690 715 715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.1 0.9 94.7 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 19 17 21 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 243,842
COMMITMENTS
0 4,184 0 243,842 239,658 243,842 243,842 0 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -8)
0 320 0 -8 -328 -8 -8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 17 17 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,495
COMMITMENTS
400 1,680 0 10,935 9,790 11,335 11,470 160 25
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 260)
100 0 0 160 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 14.6 0.0 95.1 85.2 98.6 99.8 1.4 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,735
COMMITMENTS
305 2,595 155 12,215 9,940 12,675 12,690 60 45
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.4 1.2 95.9 78.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 17 15 19 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 742,549
COMMITMENTS
65,772 28,292 130,630 545,002 583,627 741,404 742,549 1,146 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 5,616)
10,149 -1,153 -4,236 -135 11,006 5,777 5,616 -161 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.8 17.6 73.4 78.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 6 20 19 28 26
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,610
COMMITMENTS
0 0 0 17,420 17,590 17,420 17,590 190 20
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -145)
-155 0 0 10 -165 -145 -165 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 13 17 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,956
COMMITMENTS
625 0 50 20,161 20,906 20,836 20,956 120 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.2 96.2 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,487
COMMITMENTS
175 175 0 14,022 14,312 14,197 14,487 290 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 125)
0 0 0 295 150 295 150 -170 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 0.0 96.8 98.8 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 16 17 18 19
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,955
COMMITMENTS
0 100 0 15,905 15,675 15,905 15,775 50 180
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,610
COMMITMENTS
0 150 75 18,225 18,335 18,300 18,560 310 50
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -125)
-300 75 25 150 -225 -125 -125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.4 97.9 98.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 12 17 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,227
COMMITMENTS
560 0 40 19,302 20,137 19,902 20,177 325 50
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -125)
-175 -75 0 50 -50 -125 -125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 95.4 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,287
COMMITMENTS
4,025 1,335 395 102,867 105,402 107,287 107,132 0 155
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -260)
-75 -250 0 -185 -10 -260 -260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.2 0.4 95.9 98.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 2 37 35 43 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,198
COMMITMENTS
3,525 4,061 1,505 118,153 117,482 123,183 123,048 15 150
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,705)
-75 -275 575 1,205 1,405 1,705 1,705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.3 1.2 95.9 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 6 5 45 40 52 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 180,925
COMMITMENTS
9,454 17,642 11,986 159,418 151,255 180,858 180,883 67 42
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,269)
70 -886 332 871 1,813 1,273 1,259 -4 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 9.8 6.6 88.1 83.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 14 12 47 48 64 66
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,976
COMMITMENTS
3,943 4,042 1,715 118,248 118,209 123,906 123,966 70 10
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 373)
-120 10 10 473 353 363 373 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.3 1.4 95.4 95.3 99.9 100.0 0.1 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,095
COMMITMENTS
1,610 950 300 35,175 35,845 37,085 37,095 10 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 485)
225 0 -90 350 575 485 485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.6 0.8 94.8 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 25 15 27 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,505
COMMITMENTS
1,065 200 200 31,230 32,105 32,495 32,505 10 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -555)
275 0 -80 -750 -475 -555 -555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.6 0.6 96.1 98.8 100.0 100.0 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 35,365
COMMITMENTS
1,200 0 250 33,721 34,935 35,171 35,185 194 180
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 275)
0 0 0 335 275 335 275 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.7 95.4 98.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 30 29 32 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,681
COMMITMENTS
525 0 0 14,156 14,551 14,681 14,551 0 130
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 96.4 99.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 20 17 22 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,080
COMMITMENTS
2,558 2,426 591 24,731 24,963 27,880 27,980 200 100
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 111)
115 0 0 188 91 303 91 -192 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 8.6 2.1 88.1 88.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 3 27 24 34 30
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,784
COMMITMENTS
1,566 0 63 18,810 20,706 20,439 20,769 345 15
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -33)
55 0 -1 -97 -32 -43 -33 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.3 90.5 99.6 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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,503
COMMITMENTS
1,272 3,472 1,686 34,189 32,308 37,147 37,466 356 37
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,116)
-89 0 84 1,081 1,020 1,076 1,104 40 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.3 4.5 91.2 86.1 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 5 29 30 36 37
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,055
COMMITMENTS
205 10 45 21,352 21,998 21,602 22,053 453 2
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 133)
0 10 -10 528 133 518 133 -385 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.2 96.8 99.7 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 29 22 31 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,224
COMMITMENTS
0 2,324 370 23,703 21,520 24,073 24,214 151 10
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 812)
0 -66 6 806 872 812 812 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 1.5 97.8 88.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 1 23 17 24 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,814
COMMITMENTS
164 250 0 15,144 15,458 15,308 15,708 506 106
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 275)
120 0 -120 275 395 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.6 0.0 95.8 97.7 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 16 19 18
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,443
COMMITMENTS
100 500 300 37,689 37,578 38,089 38,378 354 65
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 0
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 29 27 31 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,149
COMMITMENTS
449 150 25 14,945 15,819 15,419 15,994 730 155
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -80 -55 -80 -55 20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 0.2 92.5 98.0 95.5 99.0 4.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 20 17 21 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,710
COMMITMENTS
1,025 0 18 12,642 13,692 13,685 13,710 25 0
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.1 92.2 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 24 20 25 21
Updated September 2, 2016