CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,804
COMMITMENTS
325 125 0 6,454 6,673 6,779 6,798 25 6
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1)
0 0 0 0 1 0 1 1 0
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,146
COMMITMENTS
14,560 8,974 250 10,336 15,922 25,146 25,146 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -279)
-50 800 0 -229 -1,079 -279 -279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 35.7 1.0 41.1 63.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 8 2 6 6 11 14
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,036
COMMITMENTS
16,246 21,733 20 29,770 24,283 46,036 46,036 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 650)
300 550 0 350 100 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 47.2 0.0 64.7 52.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 9 2 9 8 17 17
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 62,332
COMMITMENTS
2,692 7,509 5,801 53,834 48,967 62,327 62,277 5 55
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,489)
150 605 -6 1,345 900 1,489 1,499 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.0 9.3 86.4 78.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 10 8 15 15 29 26
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| 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 07/11/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,742
COMMITMENTS
6,625 14,223 637 26,480 18,882 33,742 33,742 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 200)
300 0 0 -100 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 42.2 1.9 78.5 56.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 2 8 6 14 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,522
COMMITMENTS
4,307 5,685 0 19,215 17,837 23,522 23,522 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -43)
-43 0 0 0 -43 -43 -43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 24.2 0.0 81.7 75.8 100.0 100.0 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 07/18/17 |
--------------------------------------------------------------| 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
7,400 5,370 0 8,207 10,237 15,607 15,607 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 0)
120 -50 0 -120 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 34.4 0.0 52.6 65.6 100.0 100.0 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,066
COMMITMENTS
14,201 14,145 700 14,165 14,221 29,066 29,066 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -91)
249 -100 0 -340 9 -91 -91 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 48.7 2.4 48.7 48.9 100.0 100.0 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,945
COMMITMENTS
9,495 6,407 100 9,350 12,438 18,945 18,945 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 400)
850 0 0 -450 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 33.8 0.5 49.4 65.7 100.0 100.0 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,573
COMMITMENTS
1,375 2,300 270 18,908 18,003 20,553 20,573 20 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 115)
0 108 -8 123 15 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.2 1.3 91.9 87.5 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,472,839
COMMITMENTS
1018169 82,853 760,433 3654197 4616665 5432799 5459951 40,040 12,888
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 52,366)
11,083 -4,484 -10,509 48,841 65,572 49,415 50,579 2,951 1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 1.5 13.9 66.8 84.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
64 15 56 135 126 213 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,675,585
COMMITMENTS
106,492 15,432 802,508 763,101 856,804 1672102 1674744 3,483 841
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,627)
-8,065 -3,884 7,464 2,962 -965 2,361 2,614 265 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.9 47.9 45.5 51.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 15 29 59 57 91 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,870
COMMITMENTS
7,772 2,677 3,237 167,339 186,635 178,348 192,549 16,522 2,321
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,497)
200 311 612 -196 1,833 616 2,756 1,881 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.4 1.7 85.9 95.8 91.5 98.8 8.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 4 33 32 40 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,931
COMMITMENTS
1,607 0 60 92,358 93,674 94,025 93,734 3,906 4,197
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,474)
1,537 0 -180 1,222 2,582 2,579 2,402 -105 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.1 94.3 95.7 96.0 95.7 4.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 27 31 29 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,435
COMMITMENTS
1,344 367 1,826 216,023 222,303 219,193 224,496 13,242 7,939
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 8,729)
1,344 128 -327 7,987 8,257 9,004 8,058 -275 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.8 92.9 95.6 94.3 96.6 5.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 26 27 28 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 978,551
COMMITMENTS
584 18,594 9,804 956,174 944,434 966,562 972,832 11,989 5,719
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 6,531)
-305 187 2 7,019 7,407 6,716 7,596 -185 -1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 1.0 97.7 96.5 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 3 52 33 56 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 436,671
COMMITMENTS
6,152 1,075 1,027 411,236 428,500 418,415 430,602 18,256 6,069
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -3,407)
-376 1,075 25 -6,911 -4,420 -7,262 -3,320 3,855 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.2 94.2 98.1 95.8 98.6 4.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 1 36 46 39 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 428,035
COMMITMENTS
2,023 0 1,444 409,592 421,058 413,059 422,502 14,976 5,533
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 17,059)
715 -6 48 17,053 17,171 17,816 17,213 -757 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.3 95.7 98.4 96.5 98.7 3.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 0 3 41 43 45 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,956
COMMITMENTS
2,696 0 632 179,856 184,709 183,184 185,341 8,772 6,615
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 5,634)
1,758 0 -200 5,608 5,452 7,166 5,252 -1,532 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.3 93.7 96.2 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 2 35 31 37 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,192
COMMITMENTS
5,383 3,793 942 82,329 79,574 88,654 84,309 2,538 6,883
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,396)
334 -1,138 55 1,131 2,357 1,520 1,274 -124 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.2 1.0 90.3 87.3 97.2 92.5 2.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 24 22 28 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,345
COMMITMENTS
1,013 0 0 25,929 26,911 26,942 26,911 403 434
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,976)
0 0 0 2,945 2,976 2,945 2,976 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 94.8 98.4 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 12 13 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,856
COMMITMENTS
92 0 1,503 88,524 91,050 90,119 92,553 7,737 5,303
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 3,458)
-516 0 276 3,547 3,182 3,307 3,458 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.5 90.5 93.0 92.1 94.6 7.9 5.4
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 161,937
COMMITMENTS
589 0 0 154,428 159,620 155,017 159,620 6,920 2,317
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -1,289)
589 0 0 -1,951 -717 -1,362 -717 73 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 95.4 98.6 95.7 98.6 4.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 28 29 29 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,933
COMMITMENTS
0 0 0 63,520 66,358 63,520 66,358 5,413 2,575
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 4,912)
0 0 0 4,761 5,338 4,761 5,338 151 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 96.3 92.1 96.3 7.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 18 17 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,435
COMMITMENTS
0 0 0 16,139 16,416 16,139 16,416 1,296 1,019
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,317)
0 0 0 1,224 1,317 1,224 1,317 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 94.2 92.6 94.2 7.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 14 15 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 565,941
COMMITMENTS
48,075 4,856 1,099 509,408 552,150 558,582 558,105 7,359 7,836
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 9,941)
-1,997 126 -214 10,889 9,848 8,678 9,760 1,263 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.9 0.2 90.0 97.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
6 4 4 55 57 63 63
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,010
COMMITMENTS
3,806 5,379 632 101,942 97,478 106,380 103,489 3,630 6,521
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 569)
2,869 1,777 175 3,182 -2,088 6,226 -136 -5,657 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.9 0.6 92.7 88.6 96.7 94.1 3.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 2 27 22 30 26
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,170
COMMITMENTS
496 0 0 13,439 14,047 13,935 14,047 1,235 1,123
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 3,007)
0 0 0 3,007 3,007 3,007 3,007 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 88.6 92.6 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 10 13 10
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,101
COMMITMENTS
0 390 155 69,347 66,839 69,502 67,384 1,599 3,717
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 62)
0 0 0 62 0 62 0 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 97.5 94.0 97.8 94.8 2.2 5.2
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,554
COMMITMENTS
0 2,480 0 90,485 85,563 90,485 88,043 1,069 3,511
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,356)
0 2,480 0 2,356 -124 2,356 2,356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 98.8 93.5 98.8 96.2 1.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 13 17 13 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,325
COMMITMENTS
27,745 7,781 0 86,579 107,211 114,324 114,992 2,001 1,333
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,271)
0 2,480 0 1,271 -1,023 1,271 1,457 0 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 6.7 0.0 74.4 92.2 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 7 0 19 41 29 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,913
COMMITMENTS
0 1,755 0 141,770 136,411 141,770 138,166 1,143 4,747
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 217)
0 0 0 155 248 155 248 62 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.2 95.5 99.2 96.7 0.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 17 20 17 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,164
COMMITMENTS
255 0 1,347 251,694 250,900 253,296 252,247 8,868 9,917
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,460)
255 -261 139 611 1,066 1,005 944 455 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.5 96.0 95.7 96.6 96.2 3.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 34 33 35 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,888
COMMITMENTS
403 1,643 0 14,231 13,818 14,634 15,461 3,254 2,427
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.2 0.0 79.6 77.2 81.8 86.4 18.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 10 9 11 12
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,398
COMMITMENTS
0 836 2,295 114,716 116,935 117,011 120,066 4,387 1,332
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,159)
0 -186 186 973 1,252 1,159 1,252 0 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.9 94.5 96.3 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 21 27 22 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,598
COMMITMENTS
4,998 0 749 122,625 128,152 128,372 128,901 8,226 7,697
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -879)
62 0 0 -1,189 -878 -1,127 -878 248 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.5 89.8 93.8 94.0 94.4 6.0 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,731
COMMITMENTS
0 0 0 111,083 120,976 111,083 120,976 11,648 1,755
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 191)
0 0 0 191 253 191 253 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 98.6 90.5 98.6 9.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 19 18 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,660
COMMITMENTS
0 0 0 65,892 66,135 65,892 66,135 768 525
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 341)
0 0 0 341 341 341 341 0 0
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,423
COMMITMENTS
617 0 496 109,433 113,700 110,546 114,196 6,877 3,227
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 7,026)
369 -68 68 7,824 6,738 8,261 6,738 -1,235 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.4 93.2 96.8 94.1 97.3 5.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 19 22 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,056
COMMITMENTS
190 2,862 8,443 140,234 139,934 148,867 151,239 11,189 8,817
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 6,926)
190 2,353 57 5,677 5,502 5,924 7,912 1,002 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 5.3 87.6 87.4 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 33 25 36 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,972
COMMITMENTS
4,681 961 0 19,352 24,391 24,033 25,352 1,939 620
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,201)
1,860 0 0 341 2,108 2,201 2,108 0 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.7 0.0 74.5 93.9 92.5 97.6 7.5 2.4
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,987
COMMITMENTS
868 279 0 21,639 22,472 22,507 22,751 1,480 1,236
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 4,115)
0 0 0 4,115 4,115 4,115 4,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 0.0 90.2 93.7 93.8 94.8 6.2 5.2
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 187,266
COMMITMENTS
11,952 3,312 300 167,777 172,538 180,029 176,150 7,237 11,116
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 3,035)
-90 521 -214 2,717 2,567 2,413 2,874 622 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.8 0.2 89.6 92.1 96.1 94.1 3.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 1 34 31 36 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 96,292
COMMITMENTS
2,454 0 93 85,432 88,420 87,979 88,513 8,313 7,779
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 6,215)
677 0 93 4,927 5,562 5,697 5,655 518 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.1 88.7 91.8 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 24 23 27 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,946
COMMITMENTS
0 0 0 84,787 88,578 84,787 88,578 8,159 4,368
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 744)
0 0 0 714 620 714 620 30 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 95.3 91.2 95.3 8.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 25 17 25 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,703
COMMITMENTS
5,381 78 620 67,277 74,647 73,278 75,345 5,425 3,358
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 6,207)
742 78 350 6,549 8,695 7,641 9,123 -1,434 -2,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.1 0.8 85.5 94.8 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 17 19 20 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,092
COMMITMENTS
2,604 0 0 26,760 30,627 29,364 30,627 1,728 465
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,457)
589 0 0 682 1,581 1,271 1,581 186 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 86.1 98.5 94.4 98.5 5.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 11 15 13 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 116,463
COMMITMENTS
2,623 0 0 104,678 109,484 107,301 109,484 9,162 6,979
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,639)
0 0 0 2,718 2,792 2,718 2,792 -79 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 89.9 94.0 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 26 18 28 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,992
COMMITMENTS
0 0 0 66,239 71,419 66,239 71,419 9,753 4,573
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,670)
0 0 0 2,519 3,068 2,519 3,068 151 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 94.0 87.2 94.0 12.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 15 16 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 129,471
COMMITMENTS
20,652 8,393 13,737 94,626 106,895 129,015 129,026 456 445
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,769)
235 90 510 1,026 1,171 1,771 1,771 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.5 10.6 73.1 82.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 10 19 41 43 63 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,961
COMMITMENTS
1,025 475 2,400 32,536 33,086 35,961 35,961 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,065)
0 -75 325 740 815 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 6.7 90.5 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 5 29 21 37 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 26,214
COMMITMENTS
1,250 575 200 24,740 25,199 26,190 25,974 24 240
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 575)
75 0 -25 525 600 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.2 0.8 94.4 96.1 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 184,618
COMMITMENTS
7,734 34,010 3,966 172,872 146,637 184,572 184,613 46 5
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,302)
570 -70 1,139 -287 353 1,422 1,422 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 18.4 2.1 93.6 79.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 8 4 38 38 47 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,679
COMMITMENTS
1,713 6,368 4,368 58,561 53,943 64,642 64,679 37 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 390)
730 326 386 -726 -322 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.8 6.8 90.5 83.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 8 6 22 21 30 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 24,401
COMMITMENTS
0 75 450 23,946 23,876 24,396 24,401 5 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 665)
0 -150 0 665 815 665 665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.8 98.1 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 16 14 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 56,493
COMMITMENTS
540 4,150 450 55,466 51,833 56,456 56,433 37 60
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 305 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.3 0.8 98.2 91.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 1 28 31 30 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,496
COMMITMENTS
1,730 2,400 255 54,374 53,481 56,359 56,136 137 360
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 595)
250 100 5 380 505 635 610 -40 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.2 0.5 96.2 94.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 3 26 27 30 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,562
COMMITMENTS
385 17,400 0 62,815 45,990 63,200 63,390 362 172
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 27.4 0.0 98.8 72.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 28 26 29 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,598
COMMITMENTS
635 18,174 0 79,657 62,119 80,292 80,293 306 305
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,970)
100 600 0 1,870 1,320 1,970 1,920 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 22.5 0.0 98.8 77.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 0 29 26 30 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,384
COMMITMENTS
450 900 0 33,802 33,364 34,252 34,264 132 120
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,090)
0 0 0 1,090 1,090 1,090 1,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 0.0 98.3 97.0 99.6 99.7 0.4 0.3
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,302
COMMITMENTS
1,975 0 100 34,167 35,890 36,242 35,990 60 312
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.3 94.1 98.9 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 24 25 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| 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 07/11/17 (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 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,540
COMMITMENTS
900 3,466 700 17,715 15,072 19,315 19,239 225 301
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 338)
0 231 -100 438 206 338 337 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 17.7 3.6 90.7 77.1 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 2 25 26 28 33
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,845
COMMITMENTS
120 600 575 9,790 9,640 10,485 10,815 360 30
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -50)
0 -100 100 -150 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.5 5.3 90.3 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,524
COMMITMENTS
800 300 600 42,124 42,534 43,524 43,434 0 90
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,265)
500 0 0 1,963 2,265 2,463 2,265 -198 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.7 1.4 96.8 97.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 24 25 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,019
COMMITMENTS
1,700 1,550 200 46,799 47,159 48,699 48,909 320 110
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -264)
-75 0 0 -209 -264 -284 -264 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 0.4 95.5 96.2 99.3 99.8 0.7 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,774
COMMITMENTS
1,310 335 300 49,074 50,139 50,684 50,774 90 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,930)
0 0 0 2,930 3,000 2,930 3,000 0 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 0.6 96.7 98.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 21 13 24 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,034
COMMITMENTS
1,845 2,200 415 58,599 58,419 60,859 61,034 175 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,440)
150 0 -60 2,350 2,500 2,440 2,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.6 0.7 96.0 95.7 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 72,561
COMMITMENTS
215 1,681 180 72,147 70,349 72,542 72,210 19 351
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 4,127)
0 1,560 -230 4,417 2,797 4,187 4,127 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.3 0.2 99.4 97.0 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 29 30 31 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,073
COMMITMENTS
6,236 4,861 1,309 95,422 96,475 102,967 102,644 106 429
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 3,851)
-2,042 44 618 5,290 3,219 3,866 3,881 -15 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.7 1.3 92.6 93.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 5 4 31 32 43 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,123
COMMITMENTS
100 25 50 29,973 30,048 30,123 30,123 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 425)
-175 0 50 550 375 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.2 99.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 13 17 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,723
COMMITMENTS
1,742 4,550 0 41,600 38,928 43,342 43,478 381 245
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.4 0.0 95.1 89.0 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,951
COMMITMENTS
4,375 1,750 1,920 42,456 44,971 48,751 48,641 200 310
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 410)
-100 0 0 510 410 410 410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.6 3.9 86.7 91.9 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,937
COMMITMENTS
0 2,245 145 36,712 34,307 36,857 36,697 80 240
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,495)
0 -50 0 1,495 1,425 1,495 1,375 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.4 99.4 92.9 99.8 99.4 0.2 0.6
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,946
COMMITMENTS
0 1,590 150 32,604 31,176 32,754 32,916 192 30
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 425)
0 0 0 365 425 365 425 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.5 99.0 94.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 14 18 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,395
COMMITMENTS
1,220 70 592 28,157 29,613 29,969 30,275 426 120
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 433)
-100 0 100 433 273 433 373 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 1.9 92.6 97.4 98.6 99.6 1.4 0.4
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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,372
COMMITMENTS
1,302 0 1 20,934 22,106 22,237 22,107 135 265
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 660)
0 0 0 660 660 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 93.6 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,025
COMMITMENTS
2,325 8,750 234 45,313 39,026 47,872 48,010 153 15
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,292)
310 421 27 1,198 867 1,535 1,315 -243 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 18.2 0.5 94.4 81.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 31 26 35 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,898
COMMITMENTS
1,500 3,770 0 32,338 30,122 33,838 33,892 60 6
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 237)
0 700 0 237 -463 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.1 0.0 95.4 88.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 26 23 27 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,939
COMMITMENTS
0 3,950 950 19,989 16,039 20,939 20,939 0 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,425)
0 1,050 50 1,379 325 1,429 1,425 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.9 4.5 95.5 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 2 19 16 21 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,275
COMMITMENTS
0 150 0 13,268 13,125 13,268 13,275 7 0
CHANGES FROM 07/11/17 (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 1.1 0.0 99.9 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,725
COMMITMENTS
570 0 60 17,110 18,645 17,740 18,705 985 20
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 25)
50 0 -50 25 75 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.3 91.4 99.6 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 07/18/17 |
--------------------------------------------------------------| 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 07/11/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 621,563
COMMITMENTS
24,421 76,397 72,477 524,539 472,563 621,437 621,437 126 126
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,184)
4,342 948 -2,591 433 3,827 2,184 2,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.3 11.7 84.4 76.0 100.0 100.0 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 07/18/17 |
--------------------------------------------------------------| 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 07/11/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,603
COMMITMENTS
1,100 100 0 26,917 28,500 28,017 28,600 586 3
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 150)
75 0 0 75 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.3 0.0 94.1 99.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 19 12 22 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,135
COMMITMENTS
1,150 100 0 24,638 26,035 25,788 26,135 347 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 150)
75 0 0 75 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 0.0 94.3 99.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 16 9 19 11
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| 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 07/11/17 (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 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 07/18/17 |
--------------------------------------------------------------| 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 07/11/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/18/17 |
--------------------------------------------------------------| 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 07/11/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 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 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,362
COMMITMENTS
180 7,882 205 121,932 114,275 122,317 122,362 45 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,280)
0 125 0 1,280 1,155 1,280 1,280 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: 53)
2 8 2 36 31 39 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 139,050
COMMITMENTS
145 14,857 840 138,035 123,353 139,020 139,050 30 0
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,297)
0 -120 0 1,292 1,417 1,292 1,297 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.7 0.6 99.3 88.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 11 6 38 35 44 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 217,432
COMMITMENTS
24,603 35,456 15,437 177,292 166,393 217,331 217,285 101 147
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,918)
-341 690 754 2,661 1,509 3,075 2,953 -157 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 16.3 7.1 81.5 76.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 16 18 46 47 67 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,980
COMMITMENTS
1,685 275 75 47,920 49,605 49,680 49,955 300 25
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 325)
-95 0 0 420 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.2 95.9 99.2 99.4 99.9 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 23 15 27 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,005
COMMITMENTS
1,235 275 75 44,460 45,630 45,770 45,980 235 25
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 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 14 25 16
Updated July 21, 2017