CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,803
COMMITMENTS
325 125 0 6,454 6,672 6,779 6,797 24 6
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.8 0.0 94.9 98.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 7 8 11 10
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,425
COMMITMENTS
14,610 8,174 250 10,565 17,001 25,425 25,425 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -449)
-150 550 150 -449 -1,149 -449 -449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 32.1 1.0 41.6 66.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 8 2 8 6 14 14
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,386
COMMITMENTS
15,946 21,183 20 29,420 24,183 45,386 45,386 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 0)
-200 0 0 200 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 46.7 0.0 64.8 53.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 2 9 7 17 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 60,843
COMMITMENTS
2,542 6,905 5,807 52,489 48,067 60,838 60,778 5 65
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,988)
529 504 495 1,959 1,969 2,983 2,968 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.3 9.5 86.3 79.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 10 15 14 31 25
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,092
COMMITMENTS
7,739 896 0 31,353 38,196 39,092 39,092 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -250)
-250 0 0 0 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 2.3 0.0 80.2 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 9 11 12 15
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,542
COMMITMENTS
6,325 14,223 637 26,580 18,682 33,542 33,542 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -500)
0 -800 0 -500 300 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 42.4 1.9 79.2 55.7 100.0 100.0 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 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,565
COMMITMENTS
4,350 5,685 0 19,215 17,880 23,565 23,565 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 24.1 0.0 81.5 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 0 7 4 12 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,607
COMMITMENTS
7,280 5,420 0 8,327 10,187 15,607 15,607 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 150)
50 0 0 100 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 34.7 0.0 53.4 65.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 9 8 14 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,157
COMMITMENTS
13,951 14,245 700 14,506 14,212 29,157 29,157 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 65)
-301 0 0 366 65 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 48.9 2.4 49.8 48.7 100.0 100.0 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 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,545
COMMITMENTS
8,645 6,407 100 9,800 12,038 18,545 18,545 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 100)
0 -100 0 100 200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 34.5 0.5 52.8 64.9 100.0 100.0 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 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,459
COMMITMENTS
1,375 2,192 278 18,785 17,989 20,439 20,459 20 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,867)
425 -241 131 2,311 2,977 2,867 2,867 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 10.7 1.4 91.8 87.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 6 3 14 11 20 18
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,420,473
COMMITMENTS
1007086 87,337 770,942 3605356 4551093 5383384 5409372 37,089 11,101
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 56,364)
10,092 20,174 -2,019 48,686 39,031 56,759 57,186 -395 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 1.6 14.2 66.5 84.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
62 17 55 135 123 211 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,672,959
COMMITMENTS
114,557 19,316 795,045 760,139 857,769 1669741 1672129 3,218 829
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 64,575)
5,943 -196 41,171 17,397 23,506 64,512 64,481 63 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.2 47.5 45.4 51.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 18 28 58 56 89 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,373
COMMITMENTS
7,572 2,366 2,625 167,535 184,802 177,732 189,793 14,641 2,580
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -19,954)
-3,511 -1,394 -856 -15,257 -17,897 -19,624 -20,147 -330 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.2 1.4 87.1 96.1 92.4 98.7 7.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 4 35 31 42 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,457
COMMITMENTS
70 0 240 91,136 91,092 91,446 91,332 4,011 4,125
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -8,422)
-1,413 -615 -31 -6,915 -8,053 -8,359 -8,699 -63 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 95.5 95.4 95.8 95.7 4.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 27 30 28 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,706
COMMITMENTS
0 239 2,153 208,036 214,046 210,189 216,438 13,517 7,268
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -9,990)
-357 -110 24 -9,443 -9,398 -9,776 -9,484 -214 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.0 93.0 95.7 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 25 26 27 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 972,020
COMMITMENTS
889 18,407 9,802 949,155 937,027 959,846 965,236 12,174 6,784
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -42,496)
-586 -703 -33 -41,720 -41,209 -42,339 -41,945 -157 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 1.0 97.6 96.4 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 3 53 34 57 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 440,078
COMMITMENTS
6,528 0 1,002 418,147 432,920 425,677 433,922 14,401 6,156
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -18,918)
-1,019 0 -309 -16,756 -18,109 -18,084 -18,418 -834 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 95.0 98.4 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 0 2 35 46 38 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 410,976
COMMITMENTS
1,308 6 1,396 392,539 403,887 395,243 405,289 15,733 5,687
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -12,934)
-2,617 6 259 -9,928 -13,601 -12,286 -13,336 -648 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.3 95.5 98.3 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 2 39 43 42 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,322
COMMITMENTS
938 0 832 174,248 179,257 176,018 180,089 10,304 6,233
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -13,383)
-54 -2,193 -1,724 -17,941 -10,417 -19,719 -14,334 6,336 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.4 93.5 96.2 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 1 32 31 33 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,796
COMMITMENTS
5,049 4,931 887 81,198 77,217 87,134 83,035 2,662 6,761
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -13,421)
-496 -1,647 0 -13,207 -12,900 -13,703 -14,547 282 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.5 1.0 90.4 86.0 97.0 92.5 3.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 24 22 27 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,369
COMMITMENTS
1,013 0 0 22,984 23,935 23,997 23,935 372 434
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -10,521)
0 0 0 -10,163 -10,341 -10,163 -10,341 -358 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 94.3 98.2 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 11 13 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,398
COMMITMENTS
608 0 1,227 84,977 87,868 86,812 89,095 7,586 5,303
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -9,017)
178 -1,829 -214 -9,236 -6,992 -9,272 -9,035 255 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 1.3 90.0 93.1 92.0 94.4 8.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,226
COMMITMENTS
0 0 0 156,379 160,337 156,379 160,337 6,847 2,889
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -8,737)
0 0 0 -8,610 -8,903 -8,610 -8,903 -127 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 98.2 95.8 98.2 4.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 27 28 27 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,021
COMMITMENTS
0 0 0 58,759 61,020 58,759 61,020 5,262 3,001
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,656)
0 0 0 -5,680 -4,851 -5,680 -4,851 24 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 95.3 91.8 95.3 8.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 16 16 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,118
COMMITMENTS
0 0 0 14,915 15,099 14,915 15,099 1,203 1,019
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,424)
-1,410 -872 0 -6,124 -6,466 -7,534 -7,338 110 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 93.7 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 14 14 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 556,000
COMMITMENTS
50,072 4,730 1,313 498,519 542,302 549,904 548,345 6,096 7,655
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -29,846)
1,692 238 -1,314 -29,808 -28,320 -29,430 -29,396 -416 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.9 0.2 89.7 97.5 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 4 4 57 59 66 65
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,441
COMMITMENTS
937 3,602 457 98,760 99,566 100,154 103,625 9,287 5,816
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -9,674)
-826 1,141 -15 -10,092 -11,822 -10,933 -10,696 1,259 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 0.4 90.2 91.0 91.5 94.7 8.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 23 23 25 27
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,163
COMMITMENTS
496 0 0 10,432 11,040 10,928 11,040 1,235 1,123
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,778)
-660 0 0 -4,398 -5,358 -5,058 -5,358 -720 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 85.8 90.8 89.8 90.8 10.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 10 12 10
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,039
COMMITMENTS
0 390 155 69,285 66,839 69,440 67,384 1,599 3,655
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,846)
0 -558 0 -5,214 -5,131 -5,214 -5,689 -632 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 97.5 94.1 97.7 94.9 2.3 5.1
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 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,198
COMMITMENTS
0 0 0 88,129 85,687 88,129 85,687 1,069 3,511
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -64,566)
-27,745 -4,960 0 -37,642 -60,602 -65,387 -65,562 821 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 96.1 98.8 96.1 1.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 15 13 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,054
COMMITMENTS
27,745 5,301 0 85,308 108,234 113,053 113,535 2,001 1,519
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -71,068)
-34,698 -4,587 -4,058 -31,955 -62,533 -70,711 -71,178 -357 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.6 0.0 74.1 94.1 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 6 0 19 40 29 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,696
COMMITMENTS
0 1,755 0 141,615 136,163 141,615 137,918 1,081 4,778
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,395)
0 -592 0 3,027 2,726 3,027 2,134 -632 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.2 95.4 99.2 96.7 0.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 18 20 18 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 260,704
COMMITMENTS
0 261 1,208 251,083 249,834 252,291 251,303 8,413 9,401
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -13,825)
0 2 -2 -13,079 -14,498 -13,081 -14,498 -744 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 96.3 95.8 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 34 33 35 34
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,239
COMMITMENTS
0 1,022 2,109 113,743 115,683 115,852 118,814 4,387 1,425
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -8,153)
0 -170 -217 -7,533 -6,851 -7,750 -7,238 -403 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.8 94.6 96.2 96.4 98.8 3.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 21 26 22 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,477
COMMITMENTS
4,936 0 749 123,814 129,030 129,499 129,779 7,978 7,698
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,557)
-178 -682 -31 -7,548 -6,860 -7,757 -7,573 200 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.5 90.1 93.9 94.2 94.4 5.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 19 14 21 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,540
COMMITMENTS
0 0 0 110,892 120,723 110,892 120,723 11,648 1,817
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,439)
0 0 0 -4,817 -4,942 -4,817 -4,942 -622 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 98.5 90.5 98.5 9.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 19 17 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,319
COMMITMENTS
0 0 0 65,551 65,794 65,551 65,794 768 525
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,342)
-178 0 -62 -7,140 -7,162 -7,380 -7,224 38 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 14 11 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,397
COMMITMENTS
248 68 428 101,609 106,962 102,285 107,458 8,112 2,939
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -8,760)
-273 68 -254 -8,813 -8,446 -9,340 -8,632 580 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.4 92.0 96.9 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 19 21 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,130
COMMITMENTS
0 509 8,386 134,557 134,432 142,943 143,327 10,187 9,803
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -10,190)
0 -5,946 -91 -9,226 -2,545 -9,317 -8,582 -873 -1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 5.5 87.9 87.8 93.3 93.6 6.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 3 33 23 36 26
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,771
COMMITMENTS
2,821 961 0 19,011 22,283 21,832 23,244 1,939 527
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -4,422)
540 -420 -720 -4,497 -2,864 -4,677 -4,004 255 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.0 0.0 80.0 93.7 91.8 97.8 8.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 12 11 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,872
COMMITMENTS
868 279 0 17,524 18,357 18,392 18,636 1,480 1,236
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -9,126)
-2,580 -148 -62 -7,011 -8,743 -9,653 -8,953 527 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.4 0.0 88.2 92.4 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 10 13 12 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 184,231
COMMITMENTS
12,042 2,791 514 165,060 169,971 177,616 173,276 6,615 10,955
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -10,288)
-1,399 -337 -579 -7,614 -11,070 -9,592 -11,986 -696 1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.5 0.3 89.6 92.3 96.4 94.1 3.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 2 34 30 37 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 90,077
COMMITMENTS
1,777 0 0 80,505 82,858 82,282 82,858 7,795 7,219
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 580)
333 0 0 878 -19 1,211 -19 -631 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 89.4 92.0 91.3 92.0 8.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 25 23 27 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,202
COMMITMENTS
0 0 0 84,073 87,958 84,073 87,958 8,129 4,244
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -9,676)
0 0 0 -9,084 -9,335 -9,084 -9,335 -592 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 95.4 91.2 95.4 8.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 25 16 25 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,496
COMMITMENTS
4,639 0 270 60,728 65,952 65,637 66,222 6,859 6,274
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 3,257)
934 -617 0 1,361 3,834 2,295 3,217 962 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.4 83.8 91.0 90.5 91.3 9.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 14 16 17 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 29,635
COMMITMENTS
2,015 0 0 26,078 29,046 28,093 29,046 1,542 589
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -10,074)
-1,938 -86 -124 -8,944 -9,898 -11,006 -10,108 932 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 88.0 98.0 94.8 98.0 5.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 11 12 13 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 113,824
COMMITMENTS
2,623 0 0 101,960 106,692 104,583 106,692 9,241 7,132
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -9,612)
-914 0 0 -7,735 -7,465 -8,649 -7,465 -963 -2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 89.6 93.7 91.9 93.7 8.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 25 17 27 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,322
COMMITMENTS
0 0 0 63,720 68,351 63,720 68,351 9,602 4,971
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -4,651)
0 0 0 -4,089 -3,597 -4,089 -3,597 -562 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 93.2 86.9 93.2 13.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 127,702
COMMITMENTS
20,417 8,304 13,227 93,600 105,724 127,244 127,256 458 446
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,577)
-992 -1,242 -1,086 -5,487 -5,166 -7,564 -7,494 -12 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.5 10.4 73.3 82.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 9 18 41 42 62 61
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,896
COMMITMENTS
1,025 550 2,075 31,796 32,271 34,896 34,896 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -73)
-125 -50 225 -173 -248 -73 -73 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.6 5.9 91.1 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 3 4 29 21 37 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 25,639
COMMITMENTS
1,175 575 225 24,215 24,599 25,615 25,399 24 240
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.2 0.9 94.4 95.9 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 23 20 27 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 183,316
COMMITMENTS
7,164 34,080 2,827 173,159 146,284 183,150 183,191 166 125
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -6,075)
50 -1,052 1,012 -7,137 -6,035 -6,075 -6,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 18.6 1.5 94.5 79.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 8 4 38 38 46 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,289
COMMITMENTS
983 6,042 3,982 59,287 54,265 64,252 64,289 37 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -4,113)
-142 -1,338 406 -4,371 -3,162 -4,107 -4,093 -6 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.4 6.2 92.2 84.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 6 21 22 29 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 23,736
COMMITMENTS
0 225 450 23,281 23,061 23,731 23,736 5 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,262)
-200 -225 0 -1,060 -1,037 -1,260 -1,262 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.9 98.1 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 12 16 13 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 56,188
COMMITMENTS
540 4,150 450 55,161 51,528 56,151 56,128 37 60
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,962)
27 75 -102 -1,885 -1,935 -1,960 -1,962 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.4 0.8 98.2 91.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 1 27 31 29 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,901
COMMITMENTS
1,480 2,300 250 53,994 52,976 55,724 55,526 177 375
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,834)
-138 0 -150 -3,534 -3,684 -3,822 -3,834 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.1 0.4 96.6 94.8 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 6 2 24 27 28 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,182
COMMITMENTS
385 17,400 0 62,435 45,610 62,820 63,010 362 172
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,220)
-40 0 0 -3,143 -3,220 -3,183 -3,220 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 27.5 0.0 98.8 72.2 99.4 99.7 0.6 0.3
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 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,628
COMMITMENTS
535 17,574 0 77,787 60,799 78,322 78,373 306 255
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,109)
-200 0 0 -4,908 -5,109 -5,108 -5,109 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 22.4 0.0 98.9 77.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 0 28 26 29 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,294
COMMITMENTS
450 900 0 32,712 32,274 33,162 33,174 132 120
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -915)
-100 50 -50 -743 -905 -893 -905 -22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 0.0 98.3 96.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 18 23 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,197
COMMITMENTS
1,975 0 100 34,062 35,785 36,137 35,885 60 312
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,455)
-200 0 0 -1,255 -1,563 -1,455 -1,563 0 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.3 94.1 98.9 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 22 22 25 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,840
COMMITMENTS
0 750 0 13,840 13,090 13,840 13,840 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,700)
0 -50 0 -1,700 -1,650 -1,700 -1,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 16 12 16 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,201
COMMITMENTS
900 3,235 800 17,276 14,866 18,976 18,901 225 300
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,564)
-200 -214 0 -2,359 -2,350 -2,559 -2,564 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 16.8 4.2 90.0 77.4 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 3 24 24 28 31
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,895
COMMITMENTS
120 700 475 9,940 9,690 10,535 10,865 360 30
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,020)
-70 -75 -25 -905 -910 -1,000 -1,010 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.4 4.4 91.2 88.9 96.7 99.7 3.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 13 13 15 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,259
COMMITMENTS
300 300 600 40,161 40,269 41,061 41,169 198 90
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,429)
300 -50 50 -1,762 -1,419 -1,412 -1,419 -17 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 1.5 97.3 97.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 23 23 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,282
COMMITMENTS
1,775 1,550 200 47,007 47,422 48,982 49,172 300 110
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -220)
0 150 0 -520 -480 -520 -330 300 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.1 0.4 95.4 96.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 2 28 25 32 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,844
COMMITMENTS
1,310 335 300 46,144 47,139 47,754 47,774 90 70
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,900)
-105 40 -40 -2,740 -2,900 -2,885 -2,900 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.6 96.4 98.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 12 23 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,594
COMMITMENTS
1,695 2,200 475 56,249 55,919 58,419 58,594 175 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,749)
-165 0 0 -3,574 -3,749 -3,739 -3,749 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.8 0.8 96.0 95.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 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 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 68,434
COMMITMENTS
215 121 410 67,730 67,552 68,355 68,083 79 351
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,120)
-447 121 96 -2,741 -3,289 -3,092 -3,072 -28 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.6 99.0 98.7 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 29 30 31 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 99,222
COMMITMENTS
8,278 4,816 691 90,132 93,256 99,101 98,763 121 459
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,318)
-42 -181 -211 -7,078 -6,901 -7,331 -7,293 13 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.9 0.7 90.8 94.0 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 5 4 31 32 42 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 29,698
COMMITMENTS
275 25 0 29,423 29,673 29,698 29,698 0 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,386)
-675 0 0 -2,711 -3,386 -3,386 -3,386 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.0 99.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 15 13 17 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,248
COMMITMENTS
1,742 4,550 0 41,125 38,453 42,867 43,003 381 245
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,903)
73 0 -75 -3,005 -2,828 -3,007 -2,903 104 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.5 0.0 95.1 88.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 25 18 29 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,541
COMMITMENTS
4,475 1,750 1,920 41,946 44,561 48,341 48,231 200 310
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,944)
-100 0 0 -1,834 -1,944 -1,934 -1,944 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.6 4.0 86.4 91.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 3 23 19 30 23
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,442
COMMITMENTS
0 2,295 145 35,217 32,882 35,362 35,322 80 120
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,868)
0 -297 -20 -1,813 -1,551 -1,833 -1,868 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.4 99.4 92.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 20 17 22 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,521
COMMITMENTS
0 1,590 150 32,239 30,751 32,389 32,491 132 30
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -840)
0 -150 0 -808 -685 -808 -835 -32 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.5 99.1 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 15 17 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,962
COMMITMENTS
1,320 70 492 27,724 29,340 29,536 29,902 426 60
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -556)
-102 70 -65 -374 -556 -541 -551 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.2 1.6 92.5 97.9 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 2 21 21 26 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,712
COMMITMENTS
1,302 0 1 20,274 21,446 21,577 21,447 135 265
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,328)
-48 0 0 -1,265 -1,363 -1,313 -1,363 -15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 93.4 98.8 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 18 21 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 46,733
COMMITMENTS
2,015 8,329 207 44,115 38,159 46,337 46,695 396 38
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -4,066)
-175 -879 -22 -3,878 -3,188 -4,075 -4,089 9 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 17.8 0.4 94.4 81.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 31 26 34 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,661
COMMITMENTS
1,500 3,070 0 32,101 30,585 33,601 33,655 60 6
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,600)
-150 -50 0 -1,440 -1,549 -1,590 -1,599 -10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.1 0.0 95.4 90.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 26 23 27 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,514
COMMITMENTS
0 2,900 900 18,610 15,714 19,510 19,514 4 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 1,452)
0 1,500 0 1,452 -48 1,452 1,452 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 4.6 95.4 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 1 18 14 19 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,200
COMMITMENTS
0 150 0 13,193 13,050 13,193 13,200 7 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.9 98.9 99.9 100.0 0.1 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 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,700
COMMITMENTS
520 0 110 17,085 18,570 17,715 18,680 985 20
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -985)
-45 0 0 -870 -985 -915 -985 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.6 91.4 99.3 94.7 99.9 5.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 17 12 19 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,090
COMMITMENTS
765 405 405 18,680 19,260 19,850 20,070 240 20
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,380)
35 -80 -35 -1,355 -1,265 -1,355 -1,380 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.0 2.0 93.0 95.9 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 20 13 24 14
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 619,379
COMMITMENTS
20,079 75,450 75,068 524,106 468,735 619,253 619,253 126 126
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 25,678)
-394 -705 6,433 19,662 19,824 25,700 25,552 -22 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.2 12.1 84.6 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 19 19 24 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,355
COMMITMENTS
5 0 20 9,235 9,265 9,260 9,285 95 70
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -755)
-25 0 0 -720 -755 -745 -755 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 98.7 99.0 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 12 15 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,453
COMMITMENTS
1,025 100 0 26,842 28,350 27,867 28,450 586 3
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,907)
-25 50 0 -1,857 -1,955 -1,882 -1,905 -25 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 0.0 94.3 99.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 19 12 21 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,985
COMMITMENTS
1,075 100 0 24,563 25,885 25,638 25,985 347 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,551)
-25 50 0 -1,501 -1,600 -1,526 -1,550 -25 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.4 0.0 94.5 99.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 16 9 18 11
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,335
COMMITMENTS
50 525 0 13,255 12,750 13,305 13,275 30 60
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,175)
0 -50 0 -1,170 -1,005 -1,170 -1,055 -5 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.9 0.0 99.4 95.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 15 15 16 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,912
COMMITMENTS
829 100 87 23,910 24,725 24,826 24,912 86 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,517)
-47 -25 0 -1,556 -1,492 -1,603 -1,517 86 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.3 96.0 99.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 16 16 20 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,339
COMMITMENTS
951 100 12 26,266 27,227 27,229 27,339 110 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,819)
-22 0 -25 -1,762 -1,794 -1,809 -1,819 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 0.0 96.1 99.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 16 17 20 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,082
COMMITMENTS
180 7,757 205 120,652 113,120 121,037 121,082 45 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,663)
55 -55 -60 -5,658 -5,548 -5,663 -5,663 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.4 0.2 99.6 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 7 2 36 31 39 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 137,753
COMMITMENTS
145 14,977 840 136,743 121,936 137,728 137,753 25 0
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -6,505)
5 -1,465 -210 -6,300 -4,825 -6,505 -6,500 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.9 0.6 99.3 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 10 6 38 34 44 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 214,514
COMMITMENTS
24,944 34,766 14,683 174,630 164,884 214,257 214,332 258 182
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -11,448)
2,626 1,392 -3,151 -11,056 -9,713 -11,581 -11,472 133 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 16.2 6.8 81.4 76.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 15 18 46 46 66 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,655
COMMITMENTS
1,780 275 75 47,500 49,280 49,355 49,630 300 25
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,385)
-110 -50 0 -2,260 -2,335 -2,370 -2,385 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 0.2 95.7 99.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 23 14 27 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,680
COMMITMENTS
1,235 275 75 44,135 45,305 45,445 45,655 235 25
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,080)
-60 -50 0 -2,015 -2,030 -2,075 -2,080 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.2 96.6 99.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 21 13 25 15
Updated July 14, 2017