CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,247
COMMITMENTS
14,510 9,073 251 10,486 15,923 25,247 25,247 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 101)
-50 99 1 150 1 101 101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 35.9 1.0 41.5 63.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 8 3 6 6 12 14
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,196
COMMITMENTS
16,406 21,733 20 29,770 24,443 46,196 46,196 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 160)
160 0 0 0 160 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 47.0 0.0 64.4 52.9 100.0 100.0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 62,390
COMMITMENTS
2,345 7,406 5,834 54,205 49,095 62,385 62,335 5 55
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 58)
-346 -104 33 371 128 58 58 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 11.9 9.4 86.9 78.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 10 9 15 15 30 26
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,943
COMMITMENTS
7,739 896 0 31,204 38,047 38,943 38,943 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -149)
0 0 0 -149 -149 -149 -149 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 2.3 0.0 80.1 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 0 9 10 12 14
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 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 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,217
COMMITMENTS
7,375 5,370 0 8,842 10,847 16,217 16,217 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 610)
-25 0 0 635 610 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 33.1 0.0 54.5 66.9 100.0 100.0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,043
COMMITMENTS
14,200 14,145 700 14,143 14,198 29,043 29,043 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -23)
0 0 0 -23 -23 -23 -23 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 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,388
COMMITMENTS
1,375 2,308 262 18,732 17,818 20,368 20,388 20 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -185)
0 8 -8 -177 -185 -185 -185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.3 1.3 91.9 87.4 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,572,009
COMMITMENTS
974,420 75,712 817,153 3741703 4666823 5533276 5559688 38,733 12,321
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 99,170)
-43,749 -7,141 56,720 87,506 50,158 100,477 99,737 -1,307 -567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.4 14.7 67.2 83.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
61 22 59 136 123 214 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,750,868
COMMITMENTS
112,538 27,093 849,020 786,157 873,421 1747714 1749534 3,154 1,334
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 75,283)
6,045 11,661 46,511 23,055 16,617 75,612 74,790 -329 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.5 48.5 44.9 49.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
21 15 28 58 56 92 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,775
COMMITMENTS
7,352 1,390 3,611 170,848 191,545 181,811 196,546 16,964 2,229
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 3,905)
-420 -1,287 374 3,509 4,910 3,463 3,997 442 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.7 1.8 86.0 96.4 91.5 98.9 8.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 4 34 33 40 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,162
COMMITMENTS
3,387 0 0 88,776 91,964 92,163 91,964 3,999 4,198
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,769)
1,780 0 -60 -3,582 -1,710 -1,862 -1,770 93 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 92.3 95.6 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 28 31 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,550
COMMITMENTS
2,356 1,286 1,429 224,939 230,054 228,724 232,769 11,826 7,781
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 8,115)
1,012 919 -397 8,916 7,751 9,531 8,273 -1,416 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.5 0.6 93.5 95.6 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 30 28 32 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 981,672
COMMITMENTS
784 18,668 9,800 959,648 947,515 970,232 975,983 11,440 5,689
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 3,121)
200 74 -4 3,474 3,081 3,670 3,151 -549 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 1.0 97.8 96.5 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 3 52 33 56 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 435,184
COMMITMENTS
7,049 0 0 407,922 428,117 414,971 428,117 20,213 7,067
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,487)
897 -1,075 -1,027 -3,314 -383 -3,444 -2,485 1,957 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 93.7 98.4 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 0 0 36 47 38 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 427,687
COMMITMENTS
1,942 0 546 409,381 420,645 411,869 421,191 15,818 6,496
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -348)
-81 0 -898 -211 -413 -1,190 -1,311 842 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 95.7 98.4 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 0 2 42 42 45 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,496
COMMITMENTS
505 2,139 1,722 192,435 189,470 194,662 193,331 6,834 8,165
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 9,540)
-2,191 2,139 1,090 12,579 4,761 11,478 7,990 -1,938 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 0.9 95.5 94.0 96.6 95.9 3.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 2 35 32 37 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,268
COMMITMENTS
5,452 3,407 1,501 77,640 76,347 84,593 81,255 4,675 8,013
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,924)
69 -386 559 -4,689 -3,227 -4,061 -3,054 2,137 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.8 1.7 87.0 85.5 94.8 91.0 5.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 3 23 23 28 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,833
COMMITMENTS
1,416 0 0 26,828 28,151 28,244 28,151 589 682
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,488)
403 0 0 899 1,240 1,302 1,240 186 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 93.0 97.6 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 13 15 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,998
COMMITMENTS
0 29 1,627 90,726 93,272 92,353 94,928 7,645 5,070
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,142)
-92 29 124 2,202 2,222 2,234 2,375 -92 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.6 90.7 93.3 92.4 94.9 7.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 19 21 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,289
COMMITMENTS
837 0 0 155,477 159,678 156,314 159,678 6,975 3,611
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,352)
248 0 0 1,049 58 1,297 58 55 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.2 97.8 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 28 28 29 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,429
COMMITMENTS
0 0 0 64,198 66,978 64,198 66,978 5,231 2,451
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 496)
0 0 0 678 620 678 620 -182 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 96.5 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 19 18 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,511
COMMITMENTS
2,077 0 62 17,766 20,798 19,905 20,860 1,606 651
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 4,076)
2,077 0 62 1,627 4,382 3,766 4,444 310 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.3 82.6 96.7 92.5 97.0 7.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 16 21 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 561,661
COMMITMENTS
47,441 5,515 1,793 503,747 546,453 552,981 553,761 8,680 7,900
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -4,280)
-634 659 694 -5,661 -5,697 -5,601 -4,344 1,321 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.0 0.3 89.7 97.3 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
7 4 6 54 55 64 62
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,385
COMMITMENTS
4,285 1,113 744 100,511 99,677 105,540 101,534 3,845 7,851
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -625)
479 -4,266 112 -1,431 2,199 -840 -1,955 215 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.0 0.7 91.9 91.1 96.5 92.8 3.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 1 27 22 29 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,782
COMMITMENTS
496 0 0 14,803 15,256 15,299 15,256 1,483 1,526
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,612)
0 0 0 1,364 1,209 1,364 1,209 248 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 88.2 90.9 91.2 90.9 8.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 14 17 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,040
COMMITMENTS
0 1,057 90 71,105 67,838 71,195 68,985 1,845 4,055
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,939)
0 667 -65 1,758 999 1,693 1,601 246 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 97.4 92.9 97.5 94.4 2.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 18 15 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,770
COMMITMENTS
3,309 4,092 0 99,795 97,964 103,104 102,056 1,666 2,714
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 13,216)
3,309 1,612 0 9,310 12,401 12,619 14,013 597 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.9 0.0 95.3 93.5 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 0 18 27 20 30
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,672
COMMITMENTS
31,310 9,517 0 95,865 119,256 127,175 128,773 2,497 899
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 13,347)
3,565 1,736 0 9,286 12,045 12,851 13,781 496 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 7.3 0.0 73.9 92.0 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 9 0 23 43 34 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,404
COMMITMENTS
0 1,259 0 146,509 142,259 146,509 143,518 895 3,886
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 4,491)
0 -496 0 4,739 5,848 4,739 5,352 -248 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.4 96.5 99.4 97.4 0.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 20 25 20 27
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,755
COMMITMENTS
1,111 0 1,132 250,470 249,496 252,713 250,628 7,042 9,127
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -2,409)
856 0 -215 -1,224 -1,404 -583 -1,619 -1,826 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 96.4 96.1 97.3 96.5 2.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 1 36 35 37 36
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,089
COMMITMENTS
620 2,108 0 16,401 15,583 17,021 17,691 3,068 2,398
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,201)
217 465 0 2,170 1,765 2,387 2,230 -186 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.5 0.0 81.6 77.6 84.7 88.1 15.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 10 12 11 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,981
COMMITMENTS
0 1,979 2,239 116,759 116,337 118,998 120,555 2,983 1,426
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 583)
0 1,143 -56 2,043 -598 1,987 489 -1,404 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.8 95.7 95.4 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 22 29 24 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,033
COMMITMENTS
5,149 0 690 124,934 130,643 130,773 131,333 8,260 7,700
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,435)
151 0 -59 2,309 2,491 2,401 2,432 34 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.5 89.9 94.0 94.1 94.5 5.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 21 15 23 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,662
COMMITMENTS
403 0 0 114,750 121,443 115,153 121,443 9,509 3,219
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,931)
403 0 0 3,667 467 4,070 467 -2,139 1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 92.0 97.4 92.4 97.4 7.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 18 20 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,766
COMMITMENTS
0 0 0 75,812 76,179 75,812 76,179 954 587
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 10,106)
0 0 0 9,920 10,044 9,920 10,044 186 62
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 12 14 12 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,926
COMMITMENTS
403 836 216 108,767 112,868 109,386 113,920 7,540 3,006
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -497)
-214 836 -280 -666 -832 -1,160 -276 663 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.2 93.0 96.5 93.6 97.4 6.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 20 23 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,834
COMMITMENTS
717 4,396 8,443 140,468 139,144 149,628 151,983 10,206 7,851
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -222)
527 1,534 0 234 -790 761 744 -983 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 5.3 87.9 87.1 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 33 26 36 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,855
COMMITMENTS
3,937 899 62 23,103 27,274 27,102 28,235 1,753 620
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,883)
-744 -62 62 3,751 2,883 3,069 2,883 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 3.1 0.2 80.1 94.5 93.9 97.9 6.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 1 15 15 20 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,097
COMMITMENTS
930 279 0 33,241 33,520 34,171 33,799 926 1,298
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 11,110)
62 0 0 11,602 11,048 11,664 11,048 -554 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.8 0.0 94.7 95.5 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 13 15 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,735
COMMITMENTS
11,497 3,890 300 174,193 178,252 185,990 182,442 6,745 10,293
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 5,469)
-455 578 0 6,416 5,714 5,961 6,292 -492 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.0 0.2 90.4 92.5 96.5 94.7 3.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 36 32 38 35
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,675
COMMITMENTS
0 0 0 17,274 17,489 17,274 17,489 401 186
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 98.9 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 95,002
COMMITMENTS
2,697 0 93 83,785 86,497 86,575 86,590 8,427 8,412
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,290)
243 0 0 -1,647 -1,923 -1,404 -1,923 114 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.1 88.2 91.0 91.1 91.1 8.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 22 22 25 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,492
COMMITMENTS
0 0 0 85,031 88,310 85,031 88,310 7,461 4,182
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -454)
0 0 0 244 -268 244 -268 -698 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 95.5 91.9 95.5 8.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 27 19 27 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,931
COMMITMENTS
5,809 445 496 67,589 75,417 73,894 76,358 6,037 3,573
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,228)
428 367 -124 312 770 616 1,013 612 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 0.6 84.6 94.4 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 16 21 19 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,339
COMMITMENTS
3,906 0 0 29,984 34,688 33,890 34,688 1,449 651
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 4,247)
1,302 0 0 3,224 4,061 4,526 4,061 -279 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 84.8 98.2 95.9 98.2 4.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 16 15 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 117,594
COMMITMENTS
2,623 0 0 105,938 109,581 108,561 109,581 9,033 8,013
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,131)
0 0 0 1,260 97 1,260 97 -129 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 90.1 93.2 92.3 93.2 7.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 26 17 28 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,138
COMMITMENTS
0 0 0 65,261 70,596 65,261 70,596 9,877 4,542
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -854)
0 0 0 -978 -823 -978 -823 124 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 94.0 86.9 94.0 13.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 15 17 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 131,314
COMMITMENTS
20,657 8,461 14,233 95,954 108,168 130,844 130,862 470 452
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,843)
5 68 495 1,329 1,273 1,829 1,836 14 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.4 10.8 73.1 82.4 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,199
COMMITMENTS
2,150 450 300 32,749 34,449 35,199 35,199 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -762)
1,125 -25 -2,100 213 1,363 -762 -762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.3 0.9 93.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 3 4 28 22 36 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 25,479
COMMITMENTS
1,225 475 125 24,105 24,639 25,455 25,239 24 240
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -735)
-25 -100 -75 -635 -560 -735 -735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.9 0.5 94.6 96.7 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 20 28 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 186,025
COMMITMENTS
8,379 34,220 3,971 173,639 147,829 185,989 186,020 36 5
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,407)
645 210 5 767 1,192 1,417 1,407 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 18.4 2.1 93.3 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 7 4 39 40 48 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,497
COMMITMENTS
1,908 6,929 2,361 58,191 53,107 62,460 62,397 37 100
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -2,181)
195 561 -2,006 -370 -836 -2,181 -2,281 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 11.1 3.8 93.1 85.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 6 22 22 30 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 26,650
COMMITMENTS
0 75 450 26,195 26,125 26,645 26,650 5 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,249)
0 0 0 2,249 2,249 2,249 2,249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.7 98.3 98.0 100.0 100.0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 56,663
COMMITMENTS
540 4,150 450 55,636 52,003 56,626 56,603 37 60
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 170 170 170 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,671
COMMITMENTS
1,730 2,400 255 54,509 53,641 56,494 56,296 177 375
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 175)
0 0 0 135 160 135 160 40 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.2 0.4 96.2 94.7 99.7 99.3 0.3 0.7
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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,132
COMMITMENTS
410 17,400 0 63,360 46,560 63,770 63,960 362 172
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 570)
25 0 0 545 570 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 27.1 0.0 98.8 72.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 29 26 30 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,923
COMMITMENTS
735 18,824 0 80,882 62,854 81,617 81,678 306 245
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,325)
100 650 0 1,225 735 1,325 1,385 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 23.0 0.0 98.7 76.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 0 30 26 31 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 36,322
COMMITMENTS
1,975 0 100 34,187 35,910 36,262 36,010 60 312
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 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: 32)
3 0 1 23 25 26 26
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,949
COMMITMENTS
1,000 3,320 800 17,919 15,528 19,719 19,648 230 301
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 409)
100 -146 100 204 455 404 409 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.6 4.0 89.8 77.8 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 3 26 26 30 33
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,352
COMMITMENTS
600 1,032 900 6,702 6,120 8,202 8,052 150 300
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 12.4 10.8 80.2 73.3 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 12 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,875
COMMITMENTS
120 600 575 9,820 9,670 10,515 10,845 360 30
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 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: 23)
1 2 2 14 14 16 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,474
COMMITMENTS
800 325 600 42,074 42,459 43,474 43,384 0 90
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -50)
0 25 0 -50 -75 -50 -50 0 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: 32)
1 2 1 24 24 25 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,684
COMMITMENTS
1,650 1,600 150 47,564 47,824 49,364 49,574 320 110
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 665)
-50 50 -50 765 665 665 665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.2 0.3 95.7 96.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,494
COMMITMENTS
1,310 35 360 49,734 51,099 51,404 51,494 90 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 720)
0 -300 60 660 960 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.1 0.7 96.6 99.2 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,479
COMMITMENTS
2,145 2,400 175 58,984 58,904 61,304 61,479 175 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 445)
300 200 -240 385 485 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.9 0.3 95.9 95.8 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 73,194
COMMITMENTS
215 1,976 139 72,821 70,728 73,175 72,843 19 351
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 633)
0 295 -41 674 379 633 633 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.7 0.2 99.5 96.6 100.0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,345
COMMITMENTS
5,889 4,996 1,444 96,796 97,851 104,129 104,291 216 54
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,272)
-347 135 135 1,374 1,376 1,162 1,647 110 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.8 1.4 92.8 93.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 5 4 32 33 43 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,403
COMMITMENTS
250 0 50 30,103 30,353 30,403 30,403 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 280)
150 -25 0 130 305 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 99.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 16 12 20 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 44,393
COMMITMENTS
1,742 4,550 0 42,270 39,598 44,012 44,148 381 245
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 670)
0 0 0 670 670 670 670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.2 0.0 95.2 89.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 26 18 30 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,332
COMMITMENTS
4,525 1,550 1,920 42,707 45,562 49,152 49,032 180 300
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 381)
150 -200 0 251 591 401 391 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.1 3.9 86.6 92.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 3 24 19 31 23
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,965
COMMITMENTS
0 2,230 145 36,740 34,350 36,885 36,725 80 240
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 28)
0 -15 0 28 43 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,983
COMMITMENTS
0 1,590 150 32,641 31,213 32,791 32,953 192 30
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 37)
0 0 0 37 37 37 37 0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,340
COMMITMENTS
1,220 70 592 29,102 30,618 30,914 31,280 426 60
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 945)
0 0 0 945 1,005 945 1,005 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 1.9 92.9 97.7 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 2 22 22 27 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,647
COMMITMENTS
1,277 0 1 21,234 22,381 22,512 22,382 135 265
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 275)
-25 0 0 300 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 93.8 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,119
COMMITMENTS
2,310 9,390 246 45,420 38,457 47,976 48,094 143 25
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 94)
-15 640 13 106 -568 104 84 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 19.5 0.5 94.4 79.9 99.7 99.9 0.3 0.1
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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,468
COMMITMENTS
1,500 4,370 0 32,938 30,092 34,438 34,462 30 6
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 570)
0 600 0 600 -30 600 570 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 12.7 0.0 95.6 87.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 28 24 29 26
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 6,750
COMMITMENTS
0 210 90 6,330 6,420 6,420 6,720 330 30
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.3 93.8 95.1 95.1 99.6 4.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 14 13 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,154
COMMITMENTS
0 4,000 950 20,204 16,204 21,154 21,154 0 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 215)
0 50 0 215 165 215 215 0 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: 30)
0 6 2 20 15 22 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (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 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,485
COMMITMENTS
570 0 60 16,870 18,405 17,500 18,465 985 20
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -240)
0 0 0 -240 -240 -240 -240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.3 91.3 99.6 94.7 99.9 5.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 17 11 19 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,930
COMMITMENTS
740 505 360 18,590 19,045 19,690 19,910 240 20
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -160)
-25 100 -45 -90 -215 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.5 1.8 93.3 95.6 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 20 12 24 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 644,297
COMMITMENTS
30,365 81,526 72,419 541,386 490,225 644,171 644,171 126 126
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 22,733)
5,944 5,129 -58 16,847 17,662 22,733 22,733 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.7 11.2 84.0 76.1 100.0 100.0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,480
COMMITMENTS
5 0 20 9,360 9,390 9,385 9,410 95 70
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 98.7 99.1 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 12 16 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,511
COMMITMENTS
1,150 150 0 26,773 28,325 27,923 28,475 588 36
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -92)
50 50 0 -144 -175 -94 -125 2 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 0.0 93.9 99.3 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 20 13 24 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,085
COMMITMENTS
1,200 150 0 24,520 25,910 25,720 26,060 365 25
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -50)
50 50 0 -118 -125 -68 -75 18 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.6 0.0 94.0 99.3 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 0 17 9 21 11
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| 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 07/18/17 (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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,012
COMMITMENTS
829 100 87 24,010 24,825 24,926 25,012 86 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.3 96.0 99.3 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,389
COMMITMENTS
951 100 12 26,316 27,277 27,279 27,389 110 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,804
COMMITMENTS
150 8,202 285 122,324 114,317 122,759 122,804 45 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 442)
-30 320 80 392 42 442 442 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.7 0.2 99.6 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 10 2 36 31 39 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 139,013
COMMITMENTS
0 13,832 1,035 137,948 124,146 138,983 139,013 30 0
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -37)
-145 -1,025 195 -87 793 -37 -37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 0.7 99.2 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 14 6 38 35 44 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 218,594
COMMITMENTS
25,633 33,919 16,719 176,202 167,804 218,553 218,442 41 152
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,162)
1,030 -1,537 1,282 -1,090 1,412 1,222 1,157 -60 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 15.5 7.6 80.6 76.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 16 20 48 47 70 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,230
COMMITMENTS
1,720 275 75 48,130 49,855 49,925 50,205 305 25
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 250)
35 0 0 210 250 245 250 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.1 95.8 99.3 99.4 100.0 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 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,010
COMMITMENTS
1,235 275 75 44,460 45,635 45,770 45,985 240 25
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 5)
0 0 0 0 5 0 5 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 14 25 16
Updated July 28, 2017