CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| 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 08/01/17 (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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,496
COMMITMENTS
16,506 21,923 20 29,970 24,553 46,496 46,496 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 200)
200 100 0 0 100 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 47.2 0.0 64.5 52.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 2 9 7 17 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 62,980
COMMITMENTS
2,780 7,064 5,743 54,448 50,119 62,970 62,925 10 55
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 467)
1,058 -463 63 -658 868 462 467 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.2 9.1 86.5 79.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 10 14 15 28 27
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| 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 08/01/17 (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
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,090
COMMITMENTS
2,380 0 50 26,660 29,040 29,090 29,090 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.2 91.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 0 1 7 8 15 9
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,142
COMMITMENTS
6,625 14,483 637 26,880 19,022 34,142 34,142 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 300)
0 200 0 300 100 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 42.4 1.9 78.7 55.7 100.0 100.0 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,342
COMMITMENTS
4,157 5,705 0 19,185 17,637 23,342 23,342 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -180)
-150 20 0 -30 -200 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 24.4 0.0 82.2 75.6 100.0 100.0 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,221
COMMITMENTS
14,200 13,295 700 14,321 15,226 29,221 29,221 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 196)
0 -400 0 196 596 196 196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 45.5 2.4 49.0 52.1 100.0 100.0 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,845
COMMITMENTS
9,595 6,407 100 10,150 13,338 19,845 19,845 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 900)
100 0 0 800 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 32.3 0.5 51.1 67.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,895
COMMITMENTS
1,375 2,524 166 19,335 18,205 20,875 20,895 20 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 497)
0 170 -40 537 367 497 497 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 12.1 0.8 92.5 87.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 6 2 14 12 19 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,401,993
COMMITMENTS
887,488 52,906 831,232 3641496 4502091 5360216 5386229 41,777 15,764
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 41,352)
-16,642 12,403 -5,273 58,865 31,374 36,950 38,504 4,402 2,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 1.0 15.4 67.4 83.3 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
59 23 60 134 121 210 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,624,531
COMMITMENTS
95,036 20,008 806,777 719,434 796,316 1621248 1623102 3,283 1,429
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 27,086)
-8,022 -3,260 20,071 15,026 10,251 27,076 27,063 11 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.2 49.7 44.3 49.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 15 30 52 51 85 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,849
COMMITMENTS
5,086 1,234 3,452 160,328 177,042 168,866 181,728 15,983 3,121
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -16,082)
-3,042 -473 259 -12,804 -16,660 -15,587 -16,874 -495 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 1.9 86.7 95.8 91.4 98.3 8.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 31 31 36 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,927
COMMITMENTS
852 0 126 87,248 87,036 88,226 87,162 2,701 3,765
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,718)
-1,863 0 -93 -5,752 -7,991 -7,708 -8,084 -1,010 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.1 96.0 95.7 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 31 32 33 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,612
COMMITMENTS
1,344 848 1,476 219,947 223,470 222,767 225,794 9,845 6,818
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,461)
-648 393 -264 -7,798 -9,909 -8,710 -9,780 -751 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.6 94.6 96.1 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 29 28 31 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 933,330
COMMITMENTS
1,543 17,005 7,328 913,537 903,683 922,408 928,016 10,922 5,314
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -46,534)
1,273 -3,076 -2,640 -43,760 -33,437 -45,127 -39,153 -1,407 -7,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 0.8 97.9 96.8 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 2 3 51 33 54 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 404,429
COMMITMENTS
4,976 644 1,393 379,281 396,477 385,650 398,514 18,779 5,915
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -25,435)
-2,159 644 2 -22,125 -25,457 -24,282 -24,811 -1,153 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.3 93.8 98.0 95.4 98.5 4.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 1 35 44 37 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 408,465
COMMITMENTS
325 0 1,109 390,912 401,252 392,346 402,361 16,119 6,104
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -23,255)
-1,530 0 208 -21,674 -22,957 -22,996 -22,749 -259 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 95.7 98.2 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 0 2 41 42 43 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,591
COMMITMENTS
4 905 1,528 183,775 182,773 185,307 185,206 6,284 6,385
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -13,365)
4 -2,871 -220 -13,043 -9,317 -13,259 -12,408 -106 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.8 95.9 95.4 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 1 34 33 35 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,093
COMMITMENTS
982 1,285 2,347 71,891 68,937 75,220 72,569 2,873 5,524
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,436)
-483 -1,946 404 -11,644 -10,181 -11,723 -11,723 -713 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.6 3.0 92.1 88.3 96.3 92.9 3.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 25 23 28 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,083
COMMITMENTS
1,013 0 0 19,419 20,525 20,432 20,525 651 558
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,175)
-403 0 0 -8,772 -8,741 -9,175 -8,741 0 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 92.1 97.4 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 13 13 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,539
COMMITMENTS
2,957 0 552 92,666 98,382 96,175 98,934 7,364 4,605
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -678)
2,133 -778 -949 -1,470 1,344 -286 -383 -392 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.5 89.5 95.0 92.9 95.6 7.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 17 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,025
COMMITMENTS
885 0 0 149,500 152,598 150,385 152,598 5,640 3,427
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,602)
-132 0 0 -6,507 -8,247 -6,639 -8,247 -963 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.8 97.8 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 27 28 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,787
COMMITMENTS
0 0 0 67,595 67,895 67,595 67,895 3,192 2,892
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 2,677)
0 0 0 4,595 2,205 4,595 2,205 -1,918 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 95.9 95.5 95.9 4.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,479
COMMITMENTS
2,294 0 0 12,261 15,231 14,555 15,231 924 248
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -6,944)
-93 0 -62 -6,603 -6,541 -6,758 -6,603 -186 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.0 0.0 79.2 98.4 94.0 98.4 6.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 16 12 19 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 549,976
COMMITMENTS
49,393 5,940 1,515 489,526 534,039 540,434 541,494 9,542 8,482
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -21,886)
-695 -337 -617 -21,778 -20,878 -23,090 -21,832 1,204 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.1 0.3 89.0 97.1 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 3 6 53 55 60 62
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,970
COMMITMENTS
3,750 491 180 93,419 93,096 97,349 93,767 3,621 7,203
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,678)
-56 -1,743 -189 -8,148 -6,191 -8,393 -8,123 -285 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.5 0.2 92.5 92.2 96.4 92.9 3.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 25 21 27 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,018
COMMITMENTS
0 0 0 12,031 12,553 12,031 12,553 987 465
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,519)
-496 0 0 -3,527 -3,334 -4,023 -3,334 -496 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 96.4 92.4 96.4 7.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 10 12 10
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,614
COMMITMENTS
0 499 90 66,312 63,100 66,402 63,689 1,212 3,925
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,482)
0 -558 0 -5,155 -4,794 -5,155 -5,352 -327 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.1 98.1 93.3 98.2 94.2 1.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 18 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,713
COMMITMENTS
0 0 0 79,799 78,034 79,799 78,034 914 2,679
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -62,072)
-18,042 -6,758 0 -44,200 -56,376 -62,242 -63,134 170 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 96.7 98.9 96.7 1.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 16 15 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,621
COMMITMENTS
19,330 6,665 0 81,454 94,150 100,784 100,815 837 806
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -65,823)
-28,241 -5,487 -248 -37,861 -59,406 -66,350 -65,141 527 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.6 0.0 80.2 92.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 7 0 21 40 27 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,798
COMMITMENTS
0 0 0 146,391 146,356 146,391 146,356 2,407 2,442
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,845)
0 -403 0 -9,679 -7,915 -9,679 -8,318 834 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.4 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 20 26 20 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,067
COMMITMENTS
1,248 0 801 239,991 239,261 242,040 240,062 9,027 11,005
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -11,882)
-219 0 0 -11,960 -12,931 -12,179 -12,931 297 1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.3 95.6 95.3 96.4 95.6 3.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 34 34 35 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 14,199
COMMITMENTS
341 930 0 11,565 10,751 11,906 11,681 2,293 2,518
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -6,355)
-279 -1,271 0 -5,177 -5,266 -5,456 -6,537 -899 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.5 0.0 81.4 75.7 83.9 82.3 16.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 11 11 12 13
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,605
COMMITMENTS
0 1,142 1,874 109,485 108,891 111,359 111,907 2,246 1,698
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,674)
0 -476 -642 -8,295 -8,828 -8,937 -9,946 -737 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.6 96.4 95.9 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 22 25 23 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,265
COMMITMENTS
6,256 12 1,015 118,167 125,653 125,438 126,680 8,827 7,585
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -6,262)
107 -291 261 -7,627 -6,299 -7,259 -6,329 997 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.8 88.0 93.6 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 14 20 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,073
COMMITMENTS
0 0 0 109,417 115,649 109,417 115,649 9,656 3,424
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,679)
-403 0 0 -5,144 -5,085 -5,547 -5,085 -132 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 97.1 91.9 97.1 8.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 17 18 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,775
COMMITMENTS
0 271 0 105,069 109,392 105,069 109,663 7,706 3,112
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,885)
-651 -223 0 -3,170 -3,595 -3,821 -3,818 -64 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 93.2 97.0 93.2 97.2 6.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 19 21 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,914
COMMITMENTS
0 1,223 8,713 136,075 139,061 144,788 148,997 9,126 4,917
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,333)
-280 -2,940 636 -7,136 -3,603 -6,780 -5,907 -1,553 -2,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 5.7 88.4 90.3 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 3 35 26 38 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,661
COMMITMENTS
1,116 0 0 14,290 15,829 15,406 15,829 1,255 832
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,876)
-2,728 -992 -93 -9,805 -11,972 -12,626 -13,057 -250 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 85.8 95.0 92.5 95.0 7.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 12 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,997
COMMITMENTS
0 310 0 27,289 27,637 27,289 27,947 1,708 1,050
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,611)
-899 -279 -31 -6,975 -6,526 -7,905 -6,836 294 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 94.1 95.3 94.1 96.4 5.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 11 12 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 184,760
COMMITMENTS
10,991 4,808 220 168,253 172,135 179,464 177,163 5,296 7,597
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -11,178)
-475 488 -289 -9,357 -9,307 -10,121 -9,108 -1,057 -2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.6 0.1 91.1 93.2 97.1 95.9 2.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 1 35 31 37 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 99,912
COMMITMENTS
1,255 0 0 91,854 93,354 93,109 93,354 6,803 6,558
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 170)
-1,137 0 -93 381 -512 -849 -605 1,019 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 91.9 93.4 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 22 21 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,927
COMMITMENTS
750 0 0 74,223 78,573 74,973 78,573 6,954 3,354
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,125)
750 0 0 -12,186 -11,173 -11,436 -11,173 -689 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 90.6 95.9 91.5 95.9 8.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 17 24 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,976
COMMITMENTS
4,811 476 372 65,690 70,316 70,873 71,164 4,103 3,812
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,048)
-1,302 -93 0 -3,412 -6,397 -4,714 -6,490 -2,334 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.6 0.5 87.6 93.8 94.5 94.9 5.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 22 21 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 25,708
COMMITMENTS
1,302 0 0 22,808 25,398 24,110 25,398 1,598 310
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -11,199)
-1,643 0 0 -9,426 -11,044 -11,069 -11,044 -130 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 88.7 98.8 93.8 98.8 6.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 11 15 13 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 114,903
COMMITMENTS
0 0 0 105,271 107,088 105,271 107,088 9,632 7,815
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,536)
-2,623 0 0 -1,238 -4,372 -3,861 -4,372 325 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 93.2 91.6 93.2 8.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 27 16 27 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,143
COMMITMENTS
0 0 0 64,042 69,197 64,042 69,197 9,101 3,946
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,431)
0 0 0 -2,563 -2,896 -2,563 -2,896 -868 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 94.6 87.6 94.6 12.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 14 16 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 120,086
COMMITMENTS
19,999 6,978 12,305 87,367 100,430 119,672 119,714 414 372
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -6,203)
-625 -1,380 -615 -4,901 -4,129 -6,142 -6,123 -61 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.8 10.2 72.8 83.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 8 18 41 43 62 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 31,562
COMMITMENTS
800 525 100 30,662 30,937 31,562 31,562 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 416)
75 100 0 356 316 431 416 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.7 0.3 97.1 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 2 28 21 33 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,204
COMMITMENTS
175 375 50 21,955 21,539 22,180 21,964 24 240
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -113)
0 25 0 -113 -138 -113 -113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.2 98.9 97.0 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 16 24 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 178,536
COMMITMENTS
8,502 34,633 3,898 166,100 140,005 178,500 178,536 36 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,556)
-322 333 -75 -8,159 -8,814 -8,556 -8,556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 19.4 2.2 93.0 78.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 8 4 40 41 50 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,552
COMMITMENTS
1,848 4,490 1,051 54,624 52,011 57,523 57,552 29 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,691)
-168 -2,029 -300 -4,215 -2,362 -4,683 -4,691 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 7.8 1.8 94.9 90.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 5 19 22 26 30
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,976
COMMITMENTS
10 4,050 835 58,021 53,776 58,866 58,661 110 315
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,747)
-530 -100 385 -1,675 -2,287 -1,820 -2,002 73 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 1.4 98.4 91.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 28 29 31 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,800
COMMITMENTS
985 1,775 345 58,290 57,315 59,620 59,435 180 365
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -996)
-745 -675 90 -344 -391 -999 -976 3 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.0 0.6 97.5 95.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 6 3 26 29 30 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,167
COMMITMENTS
890 17,400 0 59,952 43,595 60,842 60,995 325 172
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,935)
480 0 0 -3,378 -2,935 -2,898 -2,935 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 28.4 0.0 98.0 71.3 99.5 99.7 0.5 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,984
COMMITMENTS
1,220 22,874 0 80,499 58,870 81,719 81,744 265 240
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,029)
485 2,600 0 -1,473 -3,624 -988 -1,024 -41 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 27.9 0.0 98.2 71.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 0 30 25 31 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,262
COMMITMENTS
425 850 0 31,727 31,302 32,152 32,152 110 110
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,112)
-25 -50 0 -2,065 -2,052 -2,090 -2,102 -22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 0.0 98.3 97.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 19 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 34,571
COMMITMENTS
1,900 0 50 32,561 34,221 34,511 34,271 60 300
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,751)
-75 0 -50 -1,626 -1,689 -1,751 -1,739 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.1 94.2 99.0 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,865
COMMITMENTS
0 700 0 12,865 12,165 12,865 12,865 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,025)
0 -50 0 -1,025 -975 -1,025 -1,025 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 2 0 17 13 17 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,227
COMMITMENTS
2,150 1,888 750 16,112 16,284 19,012 18,922 215 305
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,189)
150 -1,397 -50 -2,274 -741 -2,174 -2,188 -15 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.8 3.9 83.8 84.7 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 3 27 23 32 29
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,847
COMMITMENTS
500 2,732 600 7,602 5,220 8,702 8,552 145 295
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 395)
-200 1,700 -300 900 -1,005 400 395 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 30.9 6.8 85.9 59.0 98.4 96.7 1.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 12 13 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,065
COMMITMENTS
50 625 500 9,175 8,915 9,725 10,040 340 25
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -810)
-70 25 -75 -645 -755 -790 -805 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.2 5.0 91.2 88.6 96.6 99.8 3.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,982
COMMITMENTS
650 375 600 39,732 39,907 40,982 40,882 0 100
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,447)
-150 0 0 -2,297 -2,457 -2,447 -2,457 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 1.5 96.9 97.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 25 23 26 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,252
COMMITMENTS
1,300 1,450 200 46,432 46,512 47,932 48,162 320 90
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,323)
-125 -125 -175 -2,023 -2,003 -2,323 -2,303 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.0 0.4 96.2 96.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 3 27 25 30 33
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,413
COMMITMENTS
1,270 0 360 46,698 48,053 48,328 48,413 85 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,251)
-40 -35 0 -3,206 -3,216 -3,246 -3,251 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.7 96.5 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 15 24 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,333
COMMITMENTS
1,970 2,350 175 54,023 53,808 56,168 56,333 165 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,261)
-175 -50 0 -5,076 -5,211 -5,251 -5,261 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.2 0.3 95.9 95.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 13 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 70,524
COMMITMENTS
210 2,711 0 70,287 67,485 70,497 70,196 27 328
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,110)
-30 -117 -169 -3,908 -3,837 -4,107 -4,123 -3 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.8 0.0 99.7 95.7 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 0 29 29 31 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 95,052
COMMITMENTS
5,456 4,273 1,025 88,496 89,698 94,977 94,996 75 56
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,702)
-475 -1,619 -101 -9,113 -7,974 -9,689 -9,694 -13 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.5 1.1 93.1 94.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 6 4 32 35 45 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,385
COMMITMENTS
50 50 0 28,296 28,335 28,346 28,385 39 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,893)
-175 50 -50 -1,661 -1,893 -1,886 -1,893 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 99.7 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 15 13 17 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 42,450
COMMITMENTS
1,525 4,550 175 40,375 37,480 42,075 42,205 375 245
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,923)
-277 0 175 -1,815 -2,098 -1,917 -1,923 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 10.7 0.4 95.1 88.3 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 26 18 30 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,442
COMMITMENTS
4,145 1,300 1,920 40,207 42,922 46,272 46,142 170 300
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,860)
-440 -250 0 -2,410 -2,610 -2,850 -2,860 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.8 4.1 86.6 92.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 3 24 21 31 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,313
COMMITMENTS
0 1,810 145 35,043 33,118 35,188 35,073 125 240
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,785)
0 -420 0 -1,825 -1,365 -1,825 -1,785 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.4 99.2 93.8 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 20 16 22 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 30,368
COMMITMENTS
200 1,415 175 29,883 28,753 30,258 30,343 110 25
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,710)
200 -175 25 -1,913 -1,555 -1,688 -1,705 -22 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.7 0.6 98.4 94.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 18 15 20 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,795
COMMITMENTS
1,314 50 448 27,622 29,247 29,384 29,745 411 50
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,051)
94 -20 -144 -2,986 -2,877 -3,036 -3,041 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.2 1.5 92.7 98.2 98.6 99.8 1.4 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,421
COMMITMENTS
1,149 0 1 20,151 21,215 21,301 21,216 120 205
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,355)
-128 0 0 -1,212 -1,335 -1,340 -1,335 -15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 94.1 99.0 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 19 19 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,268
COMMITMENTS
1,625 9,138 253 42,040 34,877 43,918 44,268 350 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,183)
-685 -386 1 -2,691 -2,783 -3,375 -3,168 192 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 20.6 0.6 95.0 78.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 1 32 25 37 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,433
COMMITMENTS
1,350 4,935 0 30,058 26,473 31,408 31,408 25 25
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,879)
-150 215 0 -1,724 -2,113 -1,874 -1,898 -5 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.7 0.0 95.6 84.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 0 27 23 28 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,588
COMMITMENTS
0 3,900 775 18,813 14,913 19,588 19,588 0 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 181)
0 0 0 181 181 181 181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.9 4.0 96.0 76.1 100.0 100.0 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,630
COMMITMENTS
625 0 5 15,955 17,605 16,585 17,610 1,045 20
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -875)
55 0 -55 -935 -820 -935 -875 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 90.5 99.9 94.1 99.9 5.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 11 20 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,415
COMMITMENTS
400 100 360 17,325 17,935 18,085 18,395 330 20
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,555)
-340 -405 0 -1,305 -1,150 -1,645 -1,555 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 2.0 94.1 97.4 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 12 23 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 730,274
COMMITMENTS
25,571 98,216 83,237 621,360 548,715 730,168 730,168 106 106
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 59,712)
-6,344 14,970 11,728 54,348 33,034 59,732 59,732 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 13.4 11.4 85.1 75.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 6 19 19 26 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,530
COMMITMENTS
15 0 10 8,420 8,450 8,445 8,460 85 70
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -950)
10 0 -10 -940 -940 -940 -950 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 98.7 99.1 99.0 99.2 1.0 0.8
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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,839
COMMITMENTS
1,110 150 0 25,156 26,655 26,266 26,805 573 34
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,772)
-40 0 0 -1,717 -1,770 -1,757 -1,770 -15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.6 0.0 93.7 99.3 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 20 14 24 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,860
COMMITMENTS
1,135 150 0 23,375 24,685 24,510 24,835 350 25
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,370)
-65 0 0 -1,290 -1,370 -1,355 -1,370 -15 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 11 21 13
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,045
COMMITMENTS
25 425 0 11,920 11,560 11,945 11,985 100 60
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,290)
-25 -100 0 -1,335 -1,190 -1,360 -1,290 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 0.0 99.0 96.0 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 14 14 15 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,725
COMMITMENTS
657 100 62 22,918 23,563 23,637 23,725 88 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,707)
-172 0 -25 -1,500 -1,682 -1,697 -1,707 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.3 96.6 99.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 16 16 20 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,382
COMMITMENTS
756 100 12 24,502 25,270 25,270 25,382 112 0
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,434)
-195 0 0 -2,229 -2,434 -2,424 -2,434 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.4 0.0 96.5 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 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,166
COMMITMENTS
200 7,772 455 116,466 108,927 117,121 117,154 45 12
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,990)
50 -310 5 -8,045 -7,685 -7,990 -7,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.6 0.4 99.4 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 10 4 37 32 42 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,948
COMMITMENTS
300 8,862 745 128,843 120,329 129,888 129,936 60 12
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,527)
275 -4,005 -310 -12,512 -8,212 -12,547 -12,527 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.6 99.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 12 6 39 36 45 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 214,826
COMMITMENTS
31,829 32,478 16,298 166,692 165,838 214,819 214,614 7 212
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,370)
7,006 -1,194 -1,340 -11,002 -2,847 -5,336 -5,381 -34 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 15.1 7.6 77.6 77.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 15 21 51 47 75 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,230
COMMITMENTS
1,895 300 115 45,960 47,790 47,970 48,205 260 25
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,950)
100 0 40 -3,075 -2,990 -2,935 -2,950 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.6 0.2 95.3 99.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 2 25 14 30 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,080
COMMITMENTS
1,345 275 130 42,370 43,650 43,845 44,055 235 25
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,265)
60 0 55 -2,375 -2,320 -2,260 -2,265 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.6 0.3 96.1 99.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 22 14 27 17
Updated August 11, 2017