CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (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 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,296
COMMITMENTS
16,306 21,823 20 29,970 24,453 46,296 46,296 0 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100)
-100 90 0 200 10 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 47.1 0.0 64.7 52.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 8 2 9 8 17 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 62,513
COMMITMENTS
1,722 7,527 5,680 55,106 49,251 62,508 62,458 5 55
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 123)
-624 121 -154 901 157 123 123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.0 9.1 88.2 78.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 9 14 15 28 26
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,842
COMMITMENTS
6,625 14,283 637 26,580 18,922 33,842 33,842 0 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100)
0 60 0 100 40 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 42.2 1.9 78.5 55.9 100.0 100.0 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 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (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 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,025
COMMITMENTS
14,200 13,695 700 14,125 14,630 29,025 29,025 0 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -18)
0 -450 0 -18 432 -18 -18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 47.2 2.4 48.7 50.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 3 9 7 17 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,398
COMMITMENTS
1,375 2,355 205 18,797 17,838 20,378 20,398 20 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 9)
0 46 -56 66 19 9 9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.5 1.0 92.2 87.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 6 2 13 12 18 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,360,641
COMMITMENTS
904,130 40,503 836,505 3582631 4470717 5323266 5347725 37,375 12,916
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -211,368)
-70,290 -35,209 19,352 -159,072 -196,106 -210,010 -211,963 -1,358 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.8 15.6 66.8 83.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
63 18 58 131 121 207 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,597,444
COMMITMENTS
103,058 23,268 786,706 704,408 786,065 1594172 1596039 3,272 1,405
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -153,424)
-9,480 -3,825 -62,314 -81,748 -87,356 -153,542 -153,495 118 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.5 49.2 44.1 49.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 15 29 50 51 83 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,931
COMMITMENTS
8,128 1,707 3,193 173,132 193,702 184,453 198,602 16,478 2,329
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,156)
776 317 -418 2,284 2,157 2,642 2,056 -486 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.8 1.6 86.2 96.4 91.8 98.8 8.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 6 34 35 41 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,645
COMMITMENTS
2,715 0 219 93,000 95,027 95,934 95,246 3,711 4,399
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,483)
-672 0 219 4,224 3,063 3,771 3,282 -288 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.2 93.3 95.4 96.3 95.6 3.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 2 29 31 31 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,073
COMMITMENTS
1,992 455 1,740 227,745 233,379 231,477 235,574 10,596 6,499
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,523)
-364 -831 311 2,806 3,325 2,753 2,805 -1,230 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.7 94.1 96.4 95.6 97.3 4.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 32 30 35 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 979,864
COMMITMENTS
270 20,081 9,968 957,297 937,120 967,535 967,169 12,329 12,695
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,808)
-514 1,413 168 -2,351 -10,395 -2,697 -8,814 889 7,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.0 97.7 95.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 3 3 52 33 56 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 429,864
COMMITMENTS
7,135 0 1,391 401,406 421,934 409,932 423,325 19,932 6,539
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -5,320)
86 0 1,391 -6,516 -6,183 -5,039 -4,792 -281 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.3 93.4 98.2 95.4 98.5 4.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 0 1 40 48 43 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 431,720
COMMITMENTS
1,855 0 901 412,586 424,209 415,342 425,110 16,378 6,610
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,033)
-87 0 355 3,205 3,564 3,473 3,919 560 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.2 95.6 98.3 96.2 98.5 3.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 0 2 42 44 45 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,956
COMMITMENTS
0 3,776 1,748 196,818 192,090 198,566 197,614 6,390 7,342
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,460)
-505 1,637 26 4,383 2,620 3,904 4,283 -444 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.9 96.0 93.7 96.9 96.4 3.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 5 2 36 32 38 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,529
COMMITMENTS
1,465 3,231 1,943 83,535 79,118 86,943 84,292 3,586 6,237
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,261)
-3,987 -176 442 5,895 2,771 2,350 3,037 -1,089 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.6 2.1 92.3 87.4 96.0 93.1 4.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 26 25 30 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,258
COMMITMENTS
1,416 0 0 28,191 29,266 29,607 29,266 651 992
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,425)
0 0 0 1,363 1,115 1,363 1,115 62 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 93.2 96.7 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 14 16 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,217
COMMITMENTS
824 778 1,501 94,136 97,038 96,461 99,317 7,756 4,900
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,219)
824 749 -126 3,410 3,766 4,108 4,389 111 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 1.4 90.3 93.1 92.6 95.3 7.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 19 21 21
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,627
COMMITMENTS
1,017 0 0 156,007 160,845 157,024 160,845 6,603 2,782
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 338)
180 0 0 530 1,167 710 1,167 -372 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.3 98.3 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 29 29 30 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,110
COMMITMENTS
0 0 0 63,000 65,690 63,000 65,690 5,110 2,420
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,319)
0 0 0 -1,198 -1,288 -1,198 -1,288 -121 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 96.4 92.5 96.4 7.5 3.6
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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,423
COMMITMENTS
2,387 0 62 18,864 21,772 21,313 21,834 1,110 589
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 912)
310 0 0 1,098 974 1,408 974 -496 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 0.3 84.1 97.1 95.0 97.4 5.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 18 24 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 571,862
COMMITMENTS
50,088 6,277 2,132 511,304 554,917 563,524 563,326 8,338 8,536
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 10,201)
2,647 762 339 7,557 8,464 10,543 9,565 -342 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.1 0.4 89.4 97.0 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 5 6 55 54 65 62
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,648
COMMITMENTS
3,806 2,234 369 101,567 99,287 105,742 101,890 3,906 7,758
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 263)
-479 1,121 -375 1,056 -390 202 356 61 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.0 0.3 92.6 90.6 96.4 92.9 3.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 27 21 29 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,537
COMMITMENTS
496 0 0 15,558 15,887 16,054 15,887 1,483 1,650
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 755)
0 0 0 755 631 755 631 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 88.7 90.6 91.5 90.6 8.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 13 17 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,096
COMMITMENTS
0 1,057 90 71,467 67,894 71,557 69,041 1,539 4,055
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 56)
0 0 0 362 56 362 56 -306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 97.8 92.9 97.9 94.5 2.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 18 16 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,785
COMMITMENTS
18,042 6,758 0 123,999 134,410 142,041 141,168 744 1,617
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 38,015)
14,733 2,666 0 24,204 36,446 38,937 39,112 -922 -1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 4.7 0.0 86.8 94.1 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 8 0 25 41 30 49
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,444
COMMITMENTS
47,571 12,152 248 119,315 153,556 167,134 165,956 310 1,488
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 37,772)
16,261 2,635 248 23,450 34,300 39,959 37,183 -2,187 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.3 0.1 71.3 91.7 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 11 1 26 47 38 58
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,643
COMMITMENTS
0 403 0 156,070 154,271 156,070 154,674 1,573 2,969
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 10,239)
0 -856 0 9,561 12,012 9,561 11,156 678 -917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.0 97.9 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 23 27 23 28
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,949
COMMITMENTS
1,467 0 801 251,951 252,192 254,219 252,993 8,730 9,956
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,194)
356 0 -331 1,481 2,696 1,506 2,365 1,688 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 95.8 95.9 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 36 34 37 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,554
COMMITMENTS
620 2,201 0 16,742 16,017 17,362 18,218 3,192 2,336
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 465)
0 93 0 341 434 341 527 124 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.7 0.0 81.5 77.9 84.5 88.6 15.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 11 14 12 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,279
COMMITMENTS
0 1,618 2,516 117,780 117,719 120,296 121,853 2,983 1,426
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,298)
0 -361 277 1,021 1,382 1,298 1,298 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 2.0 95.5 95.5 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,527
COMMITMENTS
6,149 303 754 125,794 131,952 132,697 133,009 7,830 7,518
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,494)
1,000 303 64 860 1,309 1,924 1,676 -430 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.2 0.5 89.5 93.9 94.4 94.7 5.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 21 17 23 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,752
COMMITMENTS
403 0 0 114,561 120,734 114,964 120,734 9,788 4,018
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 90)
0 0 0 -189 -709 -189 -709 279 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 91.8 96.8 92.2 96.8 7.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 17 19 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,890
COMMITMENTS
0 0 0 75,812 76,179 75,812 76,179 1,078 711
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 124)
0 0 0 0 0 0 0 124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.1 98.6 99.1 1.4 0.9
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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,660
COMMITMENTS
651 494 0 108,239 112,987 108,890 113,481 7,770 3,179
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -266)
248 -342 -216 -528 119 -496 -439 230 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.0 92.8 96.9 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 22 20 24 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,247
COMMITMENTS
280 4,163 8,077 143,211 142,664 151,568 154,904 10,679 7,343
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,413)
-437 -233 -366 2,743 3,520 1,940 2,921 473 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.6 5.0 88.3 87.9 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 2 33 26 35 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,537
COMMITMENTS
3,844 992 93 24,095 27,801 28,032 28,886 1,505 651
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 682)
-93 93 31 992 527 930 651 -248 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 3.4 0.3 81.6 94.1 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 1 15 15 19 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,608
COMMITMENTS
899 589 31 34,264 34,163 35,194 34,783 1,414 1,825
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,511)
-31 310 31 1,023 643 1,023 984 488 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 0.1 93.6 93.3 96.1 95.0 3.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 13 16 15 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,938
COMMITMENTS
11,466 4,320 509 177,610 181,442 189,585 186,271 6,353 9,667
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,203)
-31 430 209 3,417 3,190 3,595 3,829 -392 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.2 0.3 90.6 92.6 96.8 95.1 3.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 2 36 32 39 36
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,453
COMMITMENTS
0 0 0 17,990 17,957 17,990 17,957 463 496
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 778)
0 0 0 716 468 716 468 62 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 97.3 97.5 97.3 2.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 11 13 11
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 99,742
COMMITMENTS
2,392 0 93 91,473 93,866 93,958 93,959 5,784 5,783
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,740)
-305 0 0 7,688 7,369 7,383 7,369 -2,643 -2,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.1 91.7 94.1 94.2 94.2 5.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 24 25 27 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,052
COMMITMENTS
0 0 0 86,409 89,746 86,409 89,746 7,643 4,306
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,560)
0 0 0 1,378 1,436 1,378 1,436 182 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 95.4 91.9 95.4 8.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 27 18 27 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,024
COMMITMENTS
6,113 569 372 69,102 76,713 75,587 77,654 6,437 4,370
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,093)
304 124 -124 1,513 1,296 1,693 1,296 400 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.7 0.5 84.2 93.5 92.2 94.7 7.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 16 22 19 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,907
COMMITMENTS
2,945 0 0 32,234 36,442 35,179 36,442 1,728 465
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,568)
-961 0 0 2,250 1,754 1,289 1,754 279 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 87.3 98.7 95.3 98.7 4.7 1.3
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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 118,439
COMMITMENTS
2,623 0 0 106,509 111,460 109,132 111,460 9,307 6,979
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 845)
0 0 0 571 1,879 571 1,879 274 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 89.9 94.1 92.1 94.1 7.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 27 18 29 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,574
COMMITMENTS
0 0 0 66,605 72,093 66,605 72,093 9,969 4,481
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,436)
0 0 0 1,344 1,497 1,344 1,497 92 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 94.1 87.0 94.1 13.0 5.9
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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 126,288
COMMITMENTS
20,625 8,358 12,920 92,268 104,558 125,813 125,837 475 452
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -5,026)
-32 -103 -1,313 -3,686 -3,610 -5,031 -5,025 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.6 10.2 73.1 82.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 9 18 41 43 62 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 31,146
COMMITMENTS
725 425 100 30,306 30,621 31,131 31,146 15 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -4,053)
-1,425 -25 -200 -2,443 -3,828 -4,068 -4,053 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 0.3 97.3 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 2 26 21 31 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,317
COMMITMENTS
175 350 50 22,068 21,677 22,293 22,077 24 240
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -3,162)
-1,050 -125 -75 -2,037 -2,962 -3,162 -3,162 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.6 0.2 98.9 97.1 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 16 23 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 187,092
COMMITMENTS
8,824 34,300 3,973 174,259 148,819 187,056 187,092 36 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,067)
445 80 2 620 990 1,067 1,072 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 18.3 2.1 93.1 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 8 4 40 40 49 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,242
COMMITMENTS
2,016 6,519 1,351 58,839 54,372 62,205 62,242 37 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -255)
108 -410 -1,011 648 1,266 -255 -155 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.5 2.2 94.5 87.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 6 22 22 30 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,625
COMMITMENTS
0 75 450 29,170 29,100 29,620 29,625 5 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,975)
0 0 0 2,975 2,975 2,975 2,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.5 98.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 16 15 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 60,723
COMMITMENTS
540 4,150 450 59,696 56,063 60,686 60,663 37 60
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,060)
0 0 0 4,060 4,060 4,060 4,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.8 0.7 98.3 92.3 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,796
COMMITMENTS
1,730 2,450 255 58,634 57,706 60,619 60,411 177 385
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,125)
0 50 0 4,125 4,065 4,125 4,115 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.0 0.4 96.4 94.9 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 7 3 26 28 30 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,102
COMMITMENTS
410 17,400 0 63,330 46,530 63,740 63,930 362 172
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,013
COMMITMENTS
735 20,274 0 81,972 62,494 82,707 82,768 306 245
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,090)
0 1,450 0 1,090 -360 1,090 1,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 24.4 0.0 98.7 75.3 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,374
COMMITMENTS
450 900 0 33,792 33,354 34,242 34,254 132 120
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 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 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 24 26 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,890
COMMITMENTS
0 750 0 13,890 13,140 13,890 13,890 0 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,416
COMMITMENTS
2,000 3,285 800 18,386 17,025 21,186 21,110 230 306
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,467)
1,000 -35 0 467 1,497 1,467 1,462 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 15.3 3.7 85.9 79.5 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 3 26 25 31 32
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,452
COMMITMENTS
700 1,032 900 6,702 6,225 8,302 8,157 150 295
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 105 100 105 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.2 10.6 79.3 73.7 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 11 12 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,429
COMMITMENTS
800 375 600 42,029 42,364 43,429 43,339 0 90
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -45)
0 50 0 -45 -95 -45 -45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.9 1.4 96.8 97.5 100.0 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 50,575
COMMITMENTS
1,425 1,575 375 48,455 48,515 50,255 50,465 320 110
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 891)
-225 -25 225 891 691 891 891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.1 0.7 95.8 95.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 6 4 27 25 31 34
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,664
COMMITMENTS
1,310 35 360 49,904 51,269 51,574 51,664 90 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 170 170 170 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: 29)
2 1 1 21 14 24 15
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,594
COMMITMENTS
2,145 2,400 175 59,099 59,019 61,419 61,594 175 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 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 13 29 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,634
COMMITMENTS
240 2,828 169 74,195 71,322 74,604 74,319 30 315
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,440)
25 852 30 1,374 594 1,429 1,476 11 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.8 0.2 99.4 95.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 1 29 30 32 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,754
COMMITMENTS
5,931 5,892 1,126 97,609 97,672 104,666 104,690 88 64
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 410)
42 896 -318 814 -178 538 400 -128 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.6 1.1 93.2 93.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 6 4 32 35 44 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,278
COMMITMENTS
225 0 50 29,957 30,228 30,232 30,278 46 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -125)
-25 0 0 -146 -125 -171 -125 46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 98.9 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 16 12 19 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 44,373
COMMITMENTS
1,802 4,550 0 42,190 39,578 43,992 44,128 381 245
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -20)
60 0 0 -80 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 10.3 0.0 95.1 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,302
COMMITMENTS
4,585 1,550 1,920 42,617 45,532 49,122 49,002 180 300
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -30)
60 0 0 -90 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.1 3.9 86.4 92.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 3 24 20 31 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,098
COMMITMENTS
0 2,230 145 36,868 34,483 37,013 36,858 85 240
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 133)
0 0 0 128 133 128 133 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.4 99.4 93.0 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,078
COMMITMENTS
0 1,590 150 31,796 30,308 31,946 32,048 132 30
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -905)
0 0 0 -845 -905 -845 -905 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.5 99.1 94.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 18 15 19 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,846
COMMITMENTS
1,220 70 592 30,608 32,124 32,420 32,786 426 60
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,506)
0 0 0 1,506 1,506 1,506 1,506 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 1.8 93.2 97.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 2 22 23 27 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,776
COMMITMENTS
1,277 0 1 21,363 22,550 22,641 22,551 135 225
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 129)
0 0 0 129 169 129 169 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 93.8 99.0 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,451
COMMITMENTS
2,310 9,524 252 44,731 37,660 47,293 47,436 158 15
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -668)
0 134 5 -688 -798 -683 -658 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 20.1 0.5 94.3 79.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 1 32 26 36 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,312
COMMITMENTS
1,500 4,720 0 31,782 28,586 33,282 33,306 30 6
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,156)
0 350 0 -1,156 -1,506 -1,156 -1,156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 14.2 0.0 95.4 85.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 6,710
COMMITMENTS
0 210 90 6,290 6,380 6,380 6,680 330 30
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.3 93.7 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,407
COMMITMENTS
0 3,900 775 18,632 14,732 19,407 19,407 0 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,747)
0 -100 -175 -1,572 -1,472 -1,747 -1,747 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.1 4.0 96.0 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 19 14 20 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,505
COMMITMENTS
570 0 60 16,890 18,425 17,520 18,485 985 20
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,970
COMMITMENTS
740 505 360 18,630 19,085 19,730 19,950 240 20
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 670,562
COMMITMENTS
31,915 83,246 71,509 567,012 515,681 670,436 670,436 126 126
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 26,265)
1,550 1,719 -910 25,626 25,456 26,265 26,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 12.4 10.7 84.6 76.9 100.0 100.0 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 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (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 99.1 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,611
COMMITMENTS
1,150 150 0 26,873 28,425 28,023 28,575 588 36
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,230
COMMITMENTS
1,200 150 0 24,665 26,055 25,865 26,205 365 25
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
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: 27)
4 2 0 17 10 21 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| 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 07/25/17 (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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,432
COMMITMENTS
829 100 87 24,418 25,245 25,334 25,432 98 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 420)
0 0 0 408 420 408 420 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.3 96.0 99.3 99.6 100.0 0.4 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,816
COMMITMENTS
951 100 12 26,731 27,704 27,694 27,816 122 0
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 427)
0 0 0 415 427 415 427 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 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 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,156
COMMITMENTS
150 8,082 450 124,511 116,612 125,111 125,144 45 12
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,352)
0 -120 165 2,187 2,295 2,352 2,340 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.5 0.4 99.5 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 10 3 37 31 41 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 142,475
COMMITMENTS
25 12,867 1,055 141,355 128,541 142,435 142,463 40 12
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,462)
25 -965 20 3,407 4,395 3,452 3,450 10 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.7 99.2 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 14 6 40 36 46 51
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 220,196
COMMITMENTS
24,823 33,672 17,638 177,693 168,685 220,155 219,995 41 201
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,602)
-809 -247 920 1,492 881 1,602 1,553 0 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 15.3 8.0 80.7 76.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
13 16 22 50 46 74 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,180
COMMITMENTS
1,795 300 75 49,035 50,780 50,905 51,155 275 25
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 950)
75 25 0 905 925 980 950 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 0.1 95.8 99.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 1 25 15 30 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,345
COMMITMENTS
1,285 275 75 44,745 45,970 46,105 46,320 240 25
CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 335)
50 0 0 285 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.6 0.2 96.5 99.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 22 14 27 16
Updated August 4, 2017