CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,779
COMMITMENTS
2,476 581 175 4,118 6,022 6,769 6,778 10 1
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -102)
-102 0 0 0 -102 -102 -102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 8.6 2.6 60.7 88.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 2 7 7 16 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 34,620
COMMITMENTS
15,911 3,922 7,807 10,847 22,794 34,565 34,524 55 96
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 209)
370 325 46 -212 -161 204 210 5 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 11.3 22.6 31.3 65.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 8 11 10 11 32 24
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 8,734
COMMITMENTS
2,384 7,113 0 6,350 1,621 8,734 8,734 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9)
9 9 0 0 0 9 9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 81.4 0.0 72.7 18.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 0 6 4 11 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,925
COMMITMENTS
17,550 25,545 650 13,725 5,730 31,925 31,925 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 200)
-300 150 0 500 50 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 80.0 2.0 43.0 17.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 3 8 4 18 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,920
COMMITMENTS
6,160 14,585 1,045 10,715 2,250 17,920 17,880 0 40
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 150)
150 150 0 0 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 81.4 5.8 59.8 12.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 9 4 8 4 20 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,967
COMMITMENTS
4,486 247 3,642 20,840 25,079 28,967 28,967 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -79)
19 -2 -45 -53 -33 -79 -79 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.9 12.6 71.9 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 7 9 9 18 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,132
COMMITMENTS
4,997 5,918 6,687 48,428 47,486 60,112 60,092 20 40
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -38)
65 89 -104 2 -23 -38 -38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.8 11.1 80.5 79.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 9 16 15 29 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 13,960
COMMITMENTS
8,225 8,160 650 5,075 5,150 13,950 13,960 10 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 150)
0 -100 150 0 100 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 58.5 4.7 36.4 36.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 6 2 5 5 15 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 10,600
COMMITMENTS
5,125 4,170 320 5,135 6,110 10,580 10,600 20 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 600)
700 550 0 -100 50 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 39.3 3.0 48.4 57.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 3 1 6 7 16 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 14,570
COMMITMENTS
5,520 7,770 600 8,450 6,200 14,570 14,570 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 150)
100 0 0 50 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 53.3 4.1 58.0 42.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 2 6 5 15 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,560,799
COMMITMENTS
829,812 97,345 702,703 2981437 3747429 4513952 4547477 46,847 13,322
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -226,423)
-42,064 -11,862 -25,929 -119,285 -156,713 -187,278 -194,504 -39,145 -31,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 2.1 15.4 65.4 82.2 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
60 19 60 144 123 214 193
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,830,741
COMMITMENTS
73,132 73,669 782,589 970,344 972,469 1826064 1828727 4,676 2,013
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -6,304)
1,618 -1,347 5,401 -13,075 -10,260 -6,057 -6,206 -248 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.0 42.7 53.0 53.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 18 36 51 52 90 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,156
COMMITMENTS
20,684 0 7,232 217,239 254,509 245,155 261,741 21,001 4,415
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -6,634)
-6,707 0 443 -4,240 -6,716 -10,504 -6,273 3,870 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.7 81.6 95.6 92.1 98.3 7.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 0 6 37 33 49 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,981
COMMITMENTS
1,252 6,441 2,299 138,943 131,431 142,494 140,171 6,487 8,810
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -5,597)
380 -730 -851 -4,003 -6,211 -4,474 -7,792 -1,123 2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.3 1.5 93.3 88.2 95.6 94.1 4.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 4 26 31 30 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,415
COMMITMENTS
1,303 1,089 3,151 209,219 215,706 213,673 219,946 13,742 7,469
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 344)
-1,453 202 578 1,458 170 583 950 -239 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 1.4 92.0 94.9 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 33 36 37 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 788,671
COMMITMENTS
1,239 6,213 4,704 768,466 772,274 774,409 783,191 14,262 5,480
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -52,402)
254 -2,094 -703 -51,788 -49,673 -52,237 -52,470 -165 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.6 97.4 97.9 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 3 53 35 58 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,392
COMMITMENTS
5,382 94 1,177 332,599 334,632 339,158 335,903 6,234 9,489
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,933)
-680 -152 -124 3,492 1,544 2,688 1,268 -755 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.3 96.3 96.9 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 1 1 43 43 45 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 302,665
COMMITMENTS
5,122 2,415 2,230 287,024 280,876 294,376 285,521 8,289 17,144
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,863)
-1,208 -54 -153 4,163 -11,938 2,802 -12,145 1,061 16,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 0.7 94.8 92.8 97.3 94.3 2.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 4 4 41 44 46 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,948
COMMITMENTS
2,408 1,565 2,633 90,129 93,751 95,170 97,949 16,778 13,999
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 481)
-58 -220 187 -11,659 -579 -11,530 -612 12,011 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.4 2.4 80.5 83.7 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 23 23 25 27
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,794
COMMITMENTS
159 13,760 3,748 120,948 111,079 124,855 128,587 7,939 4,207
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 161)
0 -1,509 315 -1,260 1,720 -945 526 1,106 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.4 2.8 91.1 83.6 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 4 33 28 37 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,567
COMMITMENTS
0 0 0 26,710 27,381 26,710 27,381 857 186
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -240 0 -240 0 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 99.3 96.9 99.3 3.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 11 18 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,390
COMMITMENTS
614 1,129 1,911 99,626 100,043 102,151 103,083 9,239 8,307
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -6)
-354 -438 561 -399 -969 -192 -846 186 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 1.7 89.4 89.8 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 21 22 23 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 161,533
COMMITMENTS
0 0 0 154,685 150,928 154,685 150,928 6,848 10,605
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 609)
0 0 0 651 -461 651 -461 -42 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 93.4 95.8 93.4 4.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 26 29 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,893
COMMITMENTS
0 0 0 68,224 70,047 68,224 70,047 8,669 6,846
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -124 -651 -124 -651 124 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.7 91.1 88.7 91.1 11.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 15 18 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,883
COMMITMENTS
1,290 0 0 19,552 22,503 20,842 22,503 3,041 1,380
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -630 0 -630 0 630 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 81.9 94.2 87.3 94.2 12.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 9 15 11 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 362,290
COMMITMENTS
3,002 920 4,121 343,400 345,185 350,523 350,226 11,767 12,064
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 11,730)
133 -594 -120 9,499 9,472 9,512 8,758 2,218 2,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 1.1 94.8 95.3 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 1 4 51 44 56 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,608
COMMITMENTS
930 1,921 921 79,375 74,014 81,226 76,856 5,382 9,752
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 525)
0 -114 -192 562 463 370 157 155 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.2 1.1 91.6 85.5 93.8 88.7 6.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 18 17 22 19
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,617
COMMITMENTS
1,232 0 0 14,678 14,632 15,910 14,632 1,707 2,985
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -270 0 -270 0 270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 83.3 83.1 90.3 83.1 9.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 11 13 14 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,474
COMMITMENTS
4,570 5,933 725 66,918 65,740 72,213 72,398 6,261 6,076
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -340)
128 91 -279 -251 -741 -402 -929 62 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.6 0.9 85.3 83.8 92.0 92.3 8.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 18 15 21 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,822
COMMITMENTS
12,064 2,604 0 66,618 85,574 78,682 88,178 12,140 2,644
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,157)
-8,153 -837 0 627 1,095 -7,526 258 8,683 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.9 0.0 73.4 94.2 86.6 97.1 13.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 0 23 31 26 34
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,249
COMMITMENTS
44,259 6,741 0 86,822 136,163 131,081 142,904 15,168 3,345
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,095)
-11,670 -990 0 -405 307 -12,075 -683 13,170 1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 4.6 0.0 59.4 93.1 89.6 97.7 10.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
15 5 0 34 38 49 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,563
COMMITMENTS
0 0 0 60,643 59,801 60,643 59,801 920 1,762
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.1 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 22 21 22 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,308
COMMITMENTS
386 0 936 205,501 206,967 206,823 207,903 9,485 8,405
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 44)
271 0 -36 -652 80 -417 44 461 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.4 95.0 95.7 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 34 33 35 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 32,844
COMMITMENTS
0 635 644 30,145 28,784 30,789 30,063 2,055 2,781
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -61)
0 0 0 -1,321 -61 -1,321 -61 1,260 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 2.0 91.8 87.6 93.7 91.5 6.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 19 16 20 18
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,824
COMMITMENTS
0 2,976 1,452 46,530 44,031 47,982 48,459 5,842 5,365
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,812)
0 -140 515 1,511 693 2,026 1,068 -214 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 2.7 86.4 81.8 89.1 90.0 10.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 20 20 22 24
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,705
COMMITMENTS
0 11,037 926 96,719 86,998 97,645 98,961 8,060 6,744
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -527 0 -527 0 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.9 91.5 82.3 92.4 93.6 7.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 22 28 24 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,876
COMMITMENTS
7,690 0 1,582 104,355 113,502 113,627 115,084 9,249 7,792
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 354)
62 0 0 261 265 323 265 31 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 1.3 84.9 92.4 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 20 15 25 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,174
COMMITMENTS
682 0 0 100,085 102,386 100,767 102,386 3,407 1,788
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,160)
0 0 0 1,369 1,122 1,369 1,122 -209 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 96.1 98.3 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 16 25 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,025
COMMITMENTS
1,528 248 512 103,168 106,798 105,208 107,558 5,817 3,467
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -165)
-276 0 124 36 -608 -116 -484 -49 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.5 92.9 96.2 94.8 96.9 5.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 19 23 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,450
COMMITMENTS
1,383 6,158 2,359 97,156 99,943 100,898 108,460 17,552 9,990
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -2,294)
-58 -3,214 27 -3,510 -28 -3,541 -3,215 1,247 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.2 2.0 82.0 84.4 85.2 91.6 14.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 2 30 31 32 36
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,890
COMMITMENTS
0 2,798 240 17,270 14,235 17,510 17,273 2,380 2,617
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
-390 -1,050 0 0 0 -390 -1,050 390 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.1 1.2 86.8 71.6 88.0 86.8 12.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 12 10 13 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,388
COMMITMENTS
4,153 914 0 46,234 52,200 50,387 53,114 3,001 274
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 620)
0 0 0 256 620 256 620 364 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.7 0.0 86.6 97.8 94.4 99.5 5.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 0 23 22 26 24
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,913
COMMITMENTS
217 1,255 0 46,087 47,354 46,304 48,609 2,609 304
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 31)
0 0 0 -1,234 31 -1,234 31 1,265 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.6 0.0 94.2 96.8 94.7 99.4 5.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 20 17 21 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 207,145
COMMITMENTS
8,628 5,786 2,396 187,600 193,430 198,624 201,612 8,521 5,533
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 4,497)
647 716 -125 832 4,491 1,354 5,082 3,143 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.8 1.2 90.6 93.4 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 7 6 42 42 49 52
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 109,353
COMMITMENTS
0 0 0 100,074 102,512 100,074 102,512 9,279 6,841
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 545)
0 0 0 177 362 177 362 368 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.5 93.7 91.5 93.7 8.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 19 16 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,470
COMMITMENTS
0 0 0 74,160 76,922 74,160 76,922 10,310 7,548
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -2,116)
0 0 0 -3,675 -1,625 -3,675 -1,625 1,559 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.8 91.1 87.8 91.1 12.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 19 18 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,231
COMMITMENTS
626 465 490 79,256 83,840 80,372 84,795 10,859 6,436
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 644)
0 0 0 -1,682 950 -1,682 950 2,326 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.5 86.9 91.9 88.1 92.9 11.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 18 21 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 98,493
COMMITMENTS
2,294 0 0 83,929 93,255 86,223 93,255 12,270 5,238
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,919)
-403 0 0 257 1,797 -146 1,797 2,065 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 85.2 94.7 87.5 94.7 12.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 13 18 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 164,386
COMMITMENTS
29,502 11,245 14,983 118,953 136,615 163,439 162,844 947 1,542
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -2,023)
444 88 -1,090 -1,754 -2,013 -2,400 -3,015 377 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.8 9.1 72.4 83.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
19 13 21 53 54 82 78
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,012
COMMITMENTS
1,076 710 259 38,650 39,016 39,985 39,985 27 27
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -5,481)
-627 -989 -77 -4,804 -4,442 -5,508 -5,508 27 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.8 0.6 96.6 97.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 1 27 22 31 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 316,550
COMMITMENTS
936 624 1,288 314,326 314,638 316,550 316,550 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -56,896)
-4,544 16 944 -53,296 -57,856 -56,896 -56,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.4 99.3 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 21 25 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,551,891
COMMITMENTS
43,050 80,605 66,993 1430440 1394725 1540483 1542323 11,408 9,568
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 5,348)
408 -432 -408 -6,060 -3,380 -6,060 -4,220 11,408 9,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.2 4.3 92.2 89.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 9 4 40 42 46 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,416
COMMITMENTS
4,273 7,110 609 64,535 61,697 69,416 69,416 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 94)
231 343 -52 -85 -197 94 94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.2 0.9 93.0 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 8 5 26 26 34 36
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 381,777
COMMITMENTS
2,872 616 320 378,585 380,841 381,777 381,777 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 312)
0 0 0 312 312 312 312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.1 99.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 18 18 20 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 416,376
COMMITMENTS
4,768 728 8,632 402,976 407,016 416,376 416,376 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,457)
0 0 0 3,457 3,457 3,457 3,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 2.1 96.8 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 27 29 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,228
COMMITMENTS
1,720 469 513 36,421 37,654 38,654 38,636 574 592
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 159)
126 0 -40 96 242 182 202 -23 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.2 1.3 92.8 96.0 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 2 2 31 27 39 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,998
COMMITMENTS
290 0 0 54,719 55,825 55,009 55,825 989 173
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 40)
0 0 0 -475 -110 -475 -110 515 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 97.7 99.7 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 32 32 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,698
COMMITMENTS
1,883 50 0 82,479 85,446 84,362 85,496 1,336 202
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 395)
-11 0 0 -695 240 -706 240 1,101 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.1 0.0 96.2 99.7 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 0 35 31 40 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,710
COMMITMENTS
900 1,275 0 19,248 19,315 20,148 20,590 562 120
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 470)
0 300 0 470 170 470 470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.2 0.0 92.9 93.3 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 18 15 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 319,264
COMMITMENTS
3,688 0 752 314,824 318,512 319,264 319,264 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 2,608)
0 0 0 2,608 2,608 2,608 2,608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.2 98.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 22 18 23 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,783
COMMITMENTS
1,656 998 219 7,799 8,524 9,674 9,741 109 43
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9)
17 50 29 6 -70 52 8 -43 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 10.2 2.2 79.7 87.1 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 3 23 18 30 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,705
COMMITMENTS
7,150 0 0 7,495 14,585 14,645 14,585 60 120
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 0.0 0.0 51.0 99.2 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 12 16 16 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,190
COMMITMENTS
2,005 300 575 8,910 11,270 11,490 12,145 700 45
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -375 -345 -375 -345 75 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.5 4.7 73.1 92.5 94.3 99.6 5.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 12 16 14 19
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,193
COMMITMENTS
0 0 0 8,088 8,010 8,088 8,010 105 183
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 97.8 98.7 97.8 1.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 11 14 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,831
COMMITMENTS
350 1,850 0 28,481 26,846 28,831 28,696 0 135
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,075)
0 300 0 1,075 775 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.4 0.0 98.8 93.1 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 25 25 27 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,008
COMMITMENTS
110 75 600 23,113 23,283 23,823 23,958 185 50
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 330)
0 0 0 330 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 2.5 96.3 97.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 22 26 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,003
COMMITMENTS
845 354 87 21,770 21,901 22,702 22,342 301 661
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 528)
0 80 0 528 448 528 528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.5 0.4 94.6 95.2 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 28 25 34 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,620
COMMITMENTS
2,005 4,102 677 55,918 53,695 58,600 58,474 20 146
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 143)
104 19 -29 68 153 143 143 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.0 1.2 95.4 91.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 4 33 30 38 35
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,466
COMMITMENTS
1,797 5,824 3,869 70,730 66,768 76,396 76,461 70 5
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 374)
106 469 -116 354 21 344 374 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.6 5.1 92.5 87.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 8 10 37 37 48 50
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,325
COMMITMENTS
900 0 0 50,670 52,325 51,570 52,325 755 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 450)
20 0 0 30 450 50 450 400 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 96.8 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 14 27 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,815
COMMITMENTS
1,545 0 0 57,670 59,815 59,215 59,815 600 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 -385 180 -385 180 565 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.4 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 27 20 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 369,471
COMMITMENTS
46,524 22,745 1,584 321,363 345,142 369,471 369,471 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -2,392)
-2,880 -3,672 40 448 1,240 -2,392 -2,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.2 0.4 87.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 2 30 30 34 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,737
COMMITMENTS
1,785 2,157 2,349 24,477 23,976 28,611 28,482 126 255
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 255)
23 0 -23 255 278 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.5 8.2 85.2 83.4 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 7 27 32 34 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 38,061
COMMITMENTS
1,314 1,658 102 36,645 36,301 38,061 38,061 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 25)
0 -25 0 25 50 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.4 0.3 96.3 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 1 19 13 23 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 289,729
COMMITMENTS
0 19,184 0 289,729 270,545 289,729 289,729 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -4,328)
0 0 0 -4,328 -4,328 -4,328 -4,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 100.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 21 18 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,474
COMMITMENTS
655 1,147 0 21,649 20,839 22,304 21,986 170 488
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 60)
37 0 0 0 17 37 17 23 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.1 0.0 96.3 92.7 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 20 21 22 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,997
COMMITMENTS
1,865 215 702 11,026 11,698 13,593 12,615 404 1,382
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -146)
0 0 0 -188 -256 -188 -256 42 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.5 5.0 78.8 83.6 97.1 90.1 2.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 16 18 21 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 178,807
COMMITMENTS
9,313 4,746 1,520 167,590 171,789 178,423 178,055 384 752
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 432 800 432 0 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.7 0.9 93.7 96.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 18 17 22 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,300
COMMITMENTS
0 3,004 453 18,334 15,137 18,787 18,594 513 706
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -28)
0 23 -46 -114 -137 -160 -160 132 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.6 2.3 95.0 78.4 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 5 3 26 25 29 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 205,599
COMMITMENTS
0 10,030 408 204,087 195,161 204,495 205,599 1,104 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 375)
0 760 -385 -344 0 -729 375 1,104 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.2 99.3 94.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 22 18 23 21
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 8,735
COMMITMENTS
0 660 250 8,125 7,680 8,375 8,590 360 145
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 215 -95 215 -95 -165 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 2.9 93.0 87.9 95.9 98.3 4.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 16 14 19
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,710
COMMITMENTS
100 675 0 10,535 9,655 10,635 10,330 75 380
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -15 -345 -15 -345 15 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.3 0.0 98.4 90.1 99.3 96.5 0.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 16 13 17 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,612
COMMITMENTS
304 790 0 23,308 22,822 23,612 23,612 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -2,024)
-390 -182 0 -1,634 -1,842 -2,024 -2,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.3 0.0 98.7 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 18 17 19 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 209,343
COMMITMENTS
0 0 0 209,343 209,343 209,343 209,343 0 0
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -10,016)
0 0 0 -10,016 -10,016 -10,016 -10,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,010
COMMITMENTS
420 1,400 0 11,135 10,555 11,555 11,955 455 55
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -320 -70 -320 -70 270 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.7 0.0 92.7 87.9 96.2 99.5 3.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 13 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,295
COMMITMENTS
400 3,330 200 13,155 10,690 13,755 14,220 540 75
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -360 -30 -360 -30 330 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 23.3 1.4 92.0 74.8 96.2 99.5 3.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 16 13 18 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 711,892
COMMITMENTS
40,623 79,388 138,727 528,452 492,280 707,802 710,396 4,090 1,496
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -7,467)
-481 -13,818 2,852 -11,065 2,002 -8,693 -8,963 1,226 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 11.2 19.5 74.2 69.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 5 19 18 25 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,910
COMMITMENTS
0 45 0 19,440 19,805 19,440 19,850 470 60
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 15)
0 0 0 -210 -45 -210 -45 225 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.6 99.5 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 15 16 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,731
COMMITMENTS
1,175 200 0 21,981 23,281 23,156 23,481 575 250
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 -430 -225 -430 -225 455 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.8 0.0 92.6 98.1 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 19 18 23 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,470
COMMITMENTS
225 325 0 15,507 15,845 15,732 16,170 738 300
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -440 -300 -440 -300 440 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 0.0 94.2 96.2 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 17 17 19 18
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,800
COMMITMENTS
0 900 0 23,425 22,820 23,425 23,720 375 80
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 110)
0 0 0 -155 80 -155 80 265 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 98.4 95.9 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 17 15 17 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,930
COMMITMENTS
0 200 0 17,515 17,690 17,515 17,890 415 40
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 400)
0 0 0 340 360 340 360 60 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.7 98.7 97.7 99.8 2.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 10 17 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,680
COMMITMENTS
330 0 70 20,855 21,265 21,255 21,335 425 345
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -35 -275 -35 -275 35 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.3 96.2 98.1 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 11 17 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,512
COMMITMENTS
900 0 50 22,117 23,117 23,067 23,167 445 345
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
-80 0 0 50 -275 -30 -275 30 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.2 94.1 98.3 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 11 18 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,438
COMMITMENTS
4,595 2,185 265 111,558 114,223 116,418 116,673 1,020 765
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 35)
0 100 0 -985 -640 -985 -540 1,020 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 0.2 95.0 97.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 5 2 38 32 44 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 134,737
COMMITMENTS
1,778 6,195 2,967 128,872 124,930 133,617 134,092 1,120 645
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 226)
-1,197 -31 762 -459 -970 -894 -239 1,120 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.6 2.2 95.6 92.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 8 3 41 35 47 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 179,284
COMMITMENTS
11,363 17,938 10,774 156,213 148,205 178,350 176,917 934 2,367
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 517)
253 779 -239 -123 -2,369 -109 -1,829 626 2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 10.0 6.0 87.1 82.7 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 13 14 47 50 67 69
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,178
COMMITMENTS
4,580 2,875 1,615 121,073 121,663 127,268 126,153 910 2,025
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -794)
-10 0 -15 -1,629 -2,804 -1,654 -2,819 860 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.2 1.3 94.5 94.9 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 40 36 44 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,760
COMMITMENTS
1,525 900 535 37,055 37,850 39,115 39,285 645 475
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -645 -475 -645 -475 645 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 1.3 93.2 95.2 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 23 14 26 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,320
COMMITMENTS
1,185 200 255 33,375 34,660 34,815 35,115 505 205
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -485 -205 -485 -205 485 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.7 94.5 98.1 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 12 24 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 34,118
COMMITMENTS
1,050 0 300 32,299 33,553 33,649 33,853 469 265
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -330 -175 -330 -175 205 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.9 94.7 98.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 30 28 32 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 14,302
COMMITMENTS
225 0 0 14,077 14,152 14,302 14,152 0 150
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 15 22 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,356
COMMITMENTS
1,759 2,487 606 25,711 24,912 28,076 28,005 280 351
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -24)
0 0 5 -9 -255 -4 -250 -20 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 8.8 2.1 90.7 87.9 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 3 30 25 36 31
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,204
COMMITMENTS
1,866 0 50 18,903 20,771 20,819 20,821 385 383
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 40)
25 0 0 15 -313 40 -313 0 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.2 89.1 98.0 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 25 24 28 26
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,329
COMMITMENTS
2,780 4,730 1,241 38,072 35,688 42,093 41,659 236 670
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 345)
-25 110 40 199 -445 214 -295 131 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.2 2.9 89.9 84.3 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 4 29 29 35 35
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,612
COMMITMENTS
383 0 12 20,481 21,558 20,876 21,570 736 42
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 635)
-20 0 0 529 608 509 608 126 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.1 94.8 99.8 96.6 99.8 3.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 27 21 29 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,588
COMMITMENTS
0 1,498 571 23,808 22,424 24,379 24,493 209 95
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -32 35 -32 35 157 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.3 96.8 91.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 18 22 21
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,498
COMMITMENTS
0 376 130 16,059 15,824 16,189 16,330 309 168
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 110)
0 0 0 -167 110 -167 110 277 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.8 97.3 95.9 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 16 16 17 19
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,283
COMMITMENTS
700 250 300 38,694 39,383 39,694 39,933 589 350
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 105)
0 0 0 -125 -15 -125 -15 230 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.7 96.1 97.8 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 29 26 32 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,637
COMMITMENTS
445 0 32 15,520 16,291 15,997 16,323 640 314
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 14)
-20 0 14 -190 -138 -196 -124 210 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.2 93.3 97.9 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 16 21 17
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,746
COMMITMENTS
1,038 0 49 13,559 14,589 14,646 14,638 100 108
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -105 -116 -105 -116 55 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.3 92.0 98.9 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 24 20 25 21
Updated July 8, 2016