CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,743
COMMITMENTS
460 125 0 7,279 7,612 7,739 7,737 4 6
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.6 0.0 94.0 98.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 0 8 9 14 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,808
COMMITMENTS
15,210 9,764 300 14,298 19,728 29,808 29,792 0 16
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 37)
-150 -150 0 187 187 37 37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 32.8 1.0 48.0 66.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 2 11 6 18 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,086
COMMITMENTS
15,846 20,833 20 29,220 24,233 45,086 45,086 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 46.2 0.0 64.8 53.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 2 9 6 17 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 72,385
COMMITMENTS
5,986 8,418 4,548 61,846 59,344 72,380 72,310 5 75
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 4,035)
-125 38 475 3,684 3,521 4,035 4,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 11.6 6.3 85.4 82.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 9 9 13 13 27 25
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,542
COMMITMENTS
7,989 896 0 31,553 38,646 39,542 39,542 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -18)
0 -10 0 -18 -8 -18 -18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 2.3 0.0 79.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 10 11 13 15
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,642
COMMITMENTS
6,575 15,673 387 27,680 18,582 34,642 34,642 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 45.2 1.1 79.9 53.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 2 8 5 14 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,565
COMMITMENTS
3,550 5,645 0 20,015 17,920 23,565 23,565 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -200)
-200 0 0 0 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 24.0 0.0 84.9 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 0 7 4 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,867
COMMITMENTS
8,330 7,070 0 9,537 10,797 17,867 17,867 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 39.6 0.0 53.4 60.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 0 8 8 13 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,201
COMMITMENTS
14,256 14,845 700 14,244 13,656 29,201 29,201 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -5 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 50.8 2.4 48.8 46.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 3 9 7 17 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,295
COMMITMENTS
9,495 6,607 100 9,700 12,588 19,295 19,295 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 34.2 0.5 50.3 65.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 21,081
COMMITMENTS
760 2,220 65 20,236 18,796 21,061 21,081 20 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -57)
0 -144 19 -87 68 -67 -57 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 10.5 0.3 96.0 89.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 1 12 11 16 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,488,532
COMMITMENTS
958,965 101,377 785,632 3706425 4592614 5451022 5479623 37,510 8,909
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 18,498)
-3,149 -34,723 -24,038 45,043 78,087 17,856 19,326 642 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.8 14.3 67.5 83.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
61 24 63 134 121 214 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,823,490
COMMITMENTS
117,040 23,670 852,967 850,646 945,975 1820653 1822612 2,837 878
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 66,147)
14,705 1,610 25,439 26,006 39,024 66,150 66,073 -3 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.3 46.8 46.6 51.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 16 28 57 54 88 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,249
COMMITMENTS
9,778 3,727 3,001 173,135 190,216 185,914 196,944 14,335 3,305
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,339)
610 1,164 384 -17 -423 977 1,125 362 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.9 1.5 86.5 95.0 92.8 98.3 7.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 3 6 34 30 44 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,660
COMMITMENTS
130 584 211 92,996 93,292 93,337 94,087 5,323 4,573
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,745)
130 0 180 2,078 2,267 2,388 2,447 357 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.2 94.3 94.6 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 25 28 27 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,955
COMMITMENTS
1,694 305 1,962 201,640 208,847 205,296 211,114 13,659 7,841
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,889)
466 305 76 2,348 2,665 2,890 3,046 -1 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.1 0.9 92.1 95.4 93.8 96.4 6.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 23 26 26 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,033,006
COMMITMENTS
1,434 17,984 9,644 1011680 999,764 1022758 1027392 10,248 5,614
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -9,508)
-151 1,330 146 -9,518 -9,486 -9,523 -8,010 15 -1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.7 0.9 97.9 96.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 3 4 53 35 59 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,317
COMMITMENTS
6,577 1,403 155 444,219 458,594 450,951 460,152 16,366 7,165
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,629)
239 1,403 155 8,870 8,444 9,264 10,002 365 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 0.0 95.1 98.1 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 1 37 45 40 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,038
COMMITMENTS
889 3 1,865 366,115 378,945 368,869 380,813 17,169 5,225
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 8,469)
-1,379 3 158 7,435 8,339 6,214 8,500 2,255 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 94.8 98.2 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 3 37 41 40 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,920
COMMITMENTS
1,577 0 1,349 179,821 180,319 182,747 181,668 4,173 5,252
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,702)
1,577 -665 -122 12,014 10,141 13,469 9,354 -3,767 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.7 96.2 96.5 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 29 34 31 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,961
COMMITMENTS
5,300 4,231 2,146 91,541 89,977 98,987 96,354 1,974 4,607
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,875)
-1,463 1,582 524 4,673 35 3,734 2,141 -859 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.2 2.1 90.7 89.1 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 2 25 26 29 30
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,457
COMMITMENTS
0 0 0 28,815 30,157 28,815 30,157 1,642 300
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 4,440)
0 0 0 4,440 4,440 4,440 4,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 99.0 94.6 99.0 5.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 12 10 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,145
COMMITMENTS
882 279 1,071 88,153 90,437 90,106 91,787 8,039 6,358
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 890)
518 0 -266 521 1,125 773 859 117 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 1.1 89.8 92.1 91.8 93.5 8.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 18 19 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 161,249
COMMITMENTS
0 0 0 153,738 159,356 153,738 159,356 7,511 1,893
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,241)
0 0 0 1,303 1,303 1,303 1,303 -62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 98.8 95.3 98.8 4.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 25 27 25 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,750
COMMITMENTS
0 0 0 62,174 63,613 62,174 63,613 5,576 4,137
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 366)
0 0 0 152 -62 152 -62 214 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 93.9 91.8 93.9 8.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,918
COMMITMENTS
1,410 810 0 14,428 15,406 15,838 16,216 1,080 702
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.8 0.0 85.3 91.1 93.6 95.9 6.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 13 15 15 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 593,422
COMMITMENTS
48,860 5,980 3,321 532,913 575,850 585,094 585,151 8,328 8,271
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,672)
-143 -1,226 -1,746 5,016 5,571 3,127 2,599 -455 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.0 0.6 89.8 97.0 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 3 4 56 57 63 63
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,803
COMMITMENTS
0 1,719 403 109,659 107,475 110,062 109,597 8,741 9,206
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -2,229)
-1,331 -342 -232 -1,874 -2,223 -3,437 -2,797 1,208 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.3 92.3 90.5 92.6 92.3 7.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 23 21 24 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,702
COMMITMENTS
0 204 372 73,351 71,866 73,723 72,442 1,979 3,260
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -62)
0 0 0 -62 -62 -62 -62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.5 96.9 94.9 97.4 95.7 2.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 19 16 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,406
COMMITMENTS
0 0 0 96,182 93,604 96,182 93,604 1,224 3,802
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,968)
0 0 0 -1,968 -1,968 -1,968 -1,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 96.1 98.7 96.1 1.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 14 12 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,692
COMMITMENTS
38,606 8,310 0 88,152 118,272 126,758 126,582 934 1,110
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,968)
0 0 0 -2,058 -1,968 -2,058 -1,968 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 6.5 0.0 69.0 92.6 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 10 0 18 43 26 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,040
COMMITMENTS
0 1,088 0 107,042 103,143 107,042 104,231 998 3,809
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 3,464)
0 248 0 3,464 3,336 3,464 3,584 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.1 95.5 99.1 96.5 0.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 16 22 16 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 264,313
COMMITMENTS
2,819 589 901 250,306 255,278 254,026 256,768 10,287 7,545
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 580)
-980 589 274 499 -221 -207 642 787 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.3 94.7 96.6 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 31 31 33 33
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,426
COMMITMENTS
422 0 1,687 116,865 119,551 118,974 121,238 4,452 2,188
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 3,421)
422 -431 493 2,537 3,870 3,452 3,932 -31 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.4 94.7 96.9 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 20 23 21 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,944
COMMITMENTS
4,067 419 798 129,427 134,975 134,292 136,192 7,652 5,752
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,918)
22 419 157 2,344 2,191 2,523 2,767 395 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.6 91.2 95.1 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 14 21 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,748
COMMITMENTS
0 0 0 113,321 122,326 113,321 122,326 11,427 2,422
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -630)
0 0 0 -599 -171 -599 -171 -31 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 98.1 90.8 98.1 9.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 18 19 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,236
COMMITMENTS
240 0 0 63,266 63,872 63,506 63,872 730 364
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.5 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,443
COMMITMENTS
802 0 310 103,923 109,544 105,035 109,854 8,408 3,589
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 3,430)
494 0 93 2,870 2,571 3,457 2,664 -27 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.3 91.6 96.6 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 19 19 21 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,406
COMMITMENTS
0 2,213 7,968 139,745 136,800 147,713 146,981 9,693 10,425
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,438)
0 652 1,120 505 729 1,625 2,501 -3,063 -3,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 5.1 88.8 86.9 93.8 93.4 6.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 4 32 23 36 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,130
COMMITMENTS
0 1,140 0 16,390 16,510 16,390 17,650 1,740 480
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 744)
0 0 0 744 744 744 744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 90.4 91.1 90.4 97.4 9.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 11 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,441
COMMITMENTS
2,550 210 0 21,129 22,981 23,679 23,191 762 1,250
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.9 0.0 86.4 94.0 96.9 94.9 3.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 11 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 179,240
COMMITMENTS
14,388 4,386 814 157,845 164,287 173,047 169,487 6,193 9,753
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 6,512)
17 -1,353 214 5,915 6,691 6,146 5,552 366 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.4 0.5 88.1 91.7 96.5 94.6 3.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 2 35 31 39 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 85,304
COMMITMENTS
525 0 0 72,781 76,781 73,306 76,781 11,998 8,523
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 -918 539 -918 539 2,113 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 85.3 90.0 85.9 90.0 14.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 19 21 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,050
COMMITMENTS
0 0 0 90,268 94,558 90,268 94,558 8,782 4,492
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 479)
0 0 0 753 -8 753 -8 -274 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 95.5 91.1 95.5 8.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 16 23 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 62,268
COMMITMENTS
2,043 617 0 52,464 55,969 54,507 56,586 7,761 5,682
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 400)
0 617 0 183 95 183 712 217 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.0 0.0 84.3 89.9 87.5 90.9 12.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 14 12 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,460
COMMITMENTS
2,310 210 0 28,664 31,040 30,974 31,250 486 210
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 4,068)
0 0 0 4,068 4,068 4,068 4,068 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.7 0.0 91.1 98.7 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 13 11 16 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 115,120
COMMITMENTS
2,282 0 0 103,277 107,153 105,559 107,153 9,561 7,967
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,847)
248 0 0 607 2,241 855 2,241 992 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 89.7 93.1 91.7 93.1 8.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 27 16 28 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,476
COMMITMENTS
0 0 0 66,526 70,205 66,526 70,205 9,950 6,271
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 3,219)
0 0 0 3,005 3,219 3,005 3,219 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 91.8 87.0 91.8 13.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 13 16 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 137,457
COMMITMENTS
21,658 9,355 14,908 100,425 112,661 136,992 136,925 465 532
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,434)
-191 264 670 1,921 1,481 2,399 2,415 35 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 6.8 10.8 73.1 82.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 11 20 41 43 65 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,594
COMMITMENTS
2,475 825 1,250 34,869 36,519 38,594 38,594 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 315)
-250 -100 400 165 15 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.1 3.2 90.3 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 3 28 22 34 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,544
COMMITMENTS
2,175 550 300 26,069 27,694 28,544 28,544 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -340)
-575 150 -50 285 -440 -340 -340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.9 1.1 91.3 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 23 28 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 184,808
COMMITMENTS
6,304 34,742 1,705 176,645 148,236 184,654 184,683 154 125
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 384)
-640 2,080 100 924 -1,791 384 389 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 18.8 0.9 95.6 80.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 7 5 38 38 45 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,052
COMMITMENTS
509 6,770 3,029 63,472 57,233 67,010 67,032 42 20
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,335)
189 -225 466 681 1,094 1,335 1,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.1 4.5 94.7 85.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 7 6 23 23 33 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 24,954
COMMITMENTS
200 450 450 24,298 24,054 24,948 24,954 6 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,865)
0 225 0 1,865 1,640 1,865 1,865 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.8 1.8 97.4 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 13 16 16 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,875
COMMITMENTS
413 3,775 632 57,791 54,408 58,836 58,815 39 60
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.4 1.1 98.2 92.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 27 28 29 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,661
COMMITMENTS
1,618 2,000 400 58,454 58,126 60,472 60,526 189 135
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 115)
0 100 0 175 15 175 115 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.3 0.7 96.4 95.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 3 26 28 31 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,750
COMMITMENTS
425 17,400 0 63,926 47,230 64,351 64,630 399 120
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 520)
0 0 0 520 520 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 26.9 0.0 98.7 72.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 28 25 29 26
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,753
COMMITMENTS
605 17,400 0 80,841 64,098 81,446 81,498 307 255
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 280)
0 0 0 280 280 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 21.3 0.0 98.9 78.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 29 26 31 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,970
COMMITMENTS
700 850 50 32,966 32,940 33,716 33,840 254 130
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,180)
0 -50 0 -1,153 -1,120 -1,153 -1,170 -27 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.5 0.1 97.0 97.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 18 23 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,240
COMMITMENTS
2,125 0 150 34,905 36,886 37,180 37,036 60 204
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,155)
-300 0 0 -855 -1,143 -1,155 -1,143 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.4 93.7 99.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 24 23 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 15,440
COMMITMENTS
0 750 0 15,440 14,690 15,440 15,440 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -850)
0 -50 0 -850 -800 -850 -850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 17 13 17 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,278
COMMITMENTS
1,300 2,401 700 17,048 15,877 19,048 18,978 230 300
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,246)
-350 -272 150 -1,041 -1,124 -1,241 -1,246 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 12.5 3.6 88.4 82.4 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 2 24 24 28 29
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,402
COMMITMENTS
1,050 1,032 600 6,597 6,470 8,247 8,102 155 300
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -705)
150 0 -250 -600 -455 -700 -705 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.3 7.1 78.5 77.0 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 12 15 14
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,015
COMMITMENTS
190 775 500 10,945 10,700 11,635 11,975 380 40
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -50)
0 200 0 -50 -250 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.5 4.2 91.1 89.1 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 12 13 14 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,165
COMMITMENTS
0 1,050 150 41,670 40,895 41,820 42,095 345 70
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,969)
0 -50 0 -2,179 -1,909 -2,179 -1,959 210 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.4 98.8 97.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 22 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,021
COMMITMENTS
1,675 1,400 150 47,196 47,471 49,021 49,021 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -2,420)
-225 100 -200 -1,995 -2,320 -2,420 -2,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.9 0.3 96.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 2 30 27 33 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,359
COMMITMENTS
1,345 320 340 46,569 47,639 48,254 48,299 105 60
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 570)
0 0 0 570 570 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 0.7 96.3 98.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 20 10 23 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,859
COMMITMENTS
1,660 2,420 515 57,499 56,924 59,674 59,859 185 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 875)
0 100 0 875 775 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.0 0.9 96.1 95.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 26 14 29 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 69,546
COMMITMENTS
240 257 444 68,717 68,456 69,401 69,157 145 389
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -457)
0 119 -273 -228 -273 -501 -427 44 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.6 98.8 98.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 31 29 33 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,711
COMMITMENTS
4,986 4,696 1,070 95,549 95,461 101,605 101,227 106 484
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,763)
60 715 -137 2,813 2,155 2,736 2,733 27 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.6 1.1 93.9 93.9 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 7 3 30 32 41 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,589
COMMITMENTS
950 75 0 31,604 32,514 32,554 32,589 35 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,020)
50 0 0 970 1,020 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 0.0 97.0 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 16 15 19 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 44,746
COMMITMENTS
1,524 4,550 75 43,140 40,121 44,739 44,746 7 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 120)
-80 0 0 200 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.2 0.2 96.4 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 28 19 32 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,350
COMMITMENTS
3,635 1,550 1,910 40,535 42,580 46,080 46,040 270 310
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 910)
-380 -50 0 1,290 960 910 910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.3 4.1 87.5 91.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 3 22 22 29 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,119
COMMITMENTS
0 2,812 40 33,979 31,147 34,019 33,999 100 120
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 930)
0 140 0 925 790 925 930 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.1 99.6 91.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 1 20 18 21 22
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 30,486
COMMITMENTS
0 1,650 0 30,322 28,561 30,322 30,211 164 275
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,125)
0 0 0 1,125 885 1,125 885 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 99.5 93.7 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 15 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,860
COMMITMENTS
1,432 0 547 28,440 30,248 30,419 30,795 441 65
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 609)
285 -115 -85 409 809 609 609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.8 92.2 98.0 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 2 21 21 27 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,029
COMMITMENTS
1,060 50 1 21,818 22,788 22,879 22,839 150 190
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 550)
0 50 0 550 500 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.2 0.0 94.7 99.0 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 20 17 22 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,825
COMMITMENTS
2,210 7,774 226 46,008 40,785 48,444 48,785 381 40
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -702)
0 -60 10 -712 -677 -702 -727 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 15.9 0.5 94.2 83.5 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 30 26 34 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,451
COMMITMENTS
1,650 2,350 0 32,731 32,094 34,381 34,444 70 7
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.8 0.0 95.0 93.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 26 21 27 22
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 6,220
COMMITMENTS
0 195 105 5,770 5,885 5,875 6,185 345 35
CHANGES FROM 06/06/17 (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 3.1 1.7 92.8 94.6 94.5 99.4 5.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 13 12 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,543
COMMITMENTS
0 1,375 1,075 17,468 16,093 18,543 18,543 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 5.8 94.2 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 19 15 20 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,250
COMMITMENTS
0 175 0 13,250 13,075 13,250 13,250 0 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,740
COMMITMENTS
815 0 0 17,890 19,720 18,705 19,720 1,035 20
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 90.6 99.9 94.8 99.9 5.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 15 12 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,400
COMMITMENTS
380 385 440 20,315 20,555 21,135 21,380 265 20
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.8 2.1 94.9 96.1 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 14 23 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 547,514
COMMITMENTS
16,945 75,227 61,922 468,499 410,365 547,366 547,514 148 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,592)
8,706 -838 -6,425 -100 10,469 2,181 3,206 -589 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.7 11.3 85.6 75.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 4 20 20 24 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,750
COMMITMENTS
80 0 0 9,255 9,680 9,335 9,680 415 70
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 230)
0 0 0 155 160 155 160 75 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 94.9 99.3 95.7 99.3 4.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 12 14 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,135
COMMITMENTS
1,100 0 0 27,424 29,130 28,524 29,130 611 5
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 94.1 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 16 12 18 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,036
COMMITMENTS
1,000 0 0 25,664 27,035 26,664 27,035 372 1
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 94.9 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 15 9 17 9
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,485
COMMITMENTS
50 475 0 14,400 13,730 14,450 14,205 35 280
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 640)
0 0 0 745 640 745 640 -105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.0 99.4 94.8 99.8 98.1 0.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 14 14 15 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,334
COMMITMENTS
776 175 87 24,431 25,072 25,294 25,334 40 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,200)
600 150 0 590 1,050 1,190 1,200 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.7 0.3 96.4 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 16 16 19 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,203
COMMITMENTS
873 150 37 26,133 26,946 27,043 27,133 160 70
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,150)
600 150 0 420 1,000 1,020 1,150 130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 0.1 96.1 99.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 15 14 18 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,410
COMMITMENTS
290 6,347 155 119,920 113,908 120,365 120,410 45 0
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 3,010)
150 750 0 2,860 2,260 3,010 3,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.3 0.1 99.6 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 6 2 36 31 40 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 136,728
COMMITMENTS
240 13,272 830 135,613 122,621 136,683 136,723 45 5
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 2,395)
-460 790 235 2,620 1,370 2,395 2,395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 9.7 0.6 99.2 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 7 4 39 33 44 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 218,128
COMMITMENTS
18,918 30,040 16,716 182,439 171,268 218,073 218,024 55 104
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 5,404)
1,180 538 1,156 3,068 3,715 5,404 5,409 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 13.8 7.7 83.6 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 14 16 47 46 65 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,645
COMMITMENTS
1,490 325 80 49,750 51,215 51,320 51,620 325 25
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,760)
50 -250 75 1,635 1,935 1,760 1,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 0.2 96.3 99.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 22 14 26 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,065
COMMITMENTS
1,070 325 75 46,680 47,640 47,825 48,040 240 25
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,305)
0 -150 75 1,230 1,380 1,305 1,305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.2 97.1 99.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 21 12 24 14
Updated June 16, 2017