CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,834
COMMITMENTS
2,335 510 246 4,243 6,077 6,824 6,833 10 1
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 54)
33 -21 21 0 54 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 7.5 3.6 62.1 88.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 2 2 7 7 16 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 38,725
COMMITMENTS
16,557 3,812 9,902 12,210 24,910 38,670 38,624 55 101
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,334)
-7 -201 524 944 1,011 1,461 1,334 -127 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 9.8 25.6 31.5 64.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 7 10 11 11 34 23
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,875
COMMITMENTS
16,850 26,645 650 15,375 5,580 32,875 32,875 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 350)
-200 500 0 550 -150 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 81.0 2.0 46.8 17.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 3 9 4 17 11
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 19,870
COMMITMENTS
4,460 15,135 1,795 13,615 2,900 19,870 19,830 0 40
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 450)
200 100 0 250 350 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 76.2 9.0 68.5 14.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 9 4 9 4 21 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,159
COMMITMENTS
4,046 353 3,613 21,500 25,193 29,159 29,159 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 51)
-462 101 -80 593 29 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.2 12.4 73.7 86.4 100.0 100.0 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 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 63,266
COMMITMENTS
6,954 2,926 5,888 50,404 54,411 63,246 63,226 20 40
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 216)
-5 -360 20 625 568 641 228 -424 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.6 9.3 79.7 86.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 8 7 18 16 29 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,910
COMMITMENTS
6,825 8,610 650 7,425 5,650 14,900 14,910 10 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 750)
400 450 0 350 300 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 57.7 4.4 49.8 37.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 2 6 5 16 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 12,450
COMMITMENTS
5,025 4,970 320 7,085 7,160 12,430 12,450 20 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 750)
200 200 0 550 550 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 39.9 2.6 56.9 57.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 1 8 7 16 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,235
COMMITMENTS
4,935 7,870 600 10,700 7,765 16,235 16,235 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 48.5 3.7 65.9 47.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 5 15 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,655,845
COMMITMENTS
784,070 131,420 719,160 3096880 3783764 4600110 4634344 55,735 21,501
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 58,613)
-20,958 12,250 13,430 66,582 29,545 59,054 55,225 -441 3,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 2.8 15.4 66.5 81.3 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
59 16 58 148 129 219 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,640,974
COMMITMENTS
92,323 64,627 655,597 885,705 910,504 1633624 1630728 7,349 10,246
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -188,629)
9,907 -12,240 -113,254 -83,850 -63,633 -187,197 -189,127 -1,432 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.9 40.0 54.0 55.5 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 17 38 52 52 93 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,977
COMMITMENTS
24,520 1,106 2,659 198,260 234,258 225,439 238,023 17,538 4,954
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 878)
1,012 1,106 -1,961 1,823 1,453 874 598 4 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.5 1.1 81.6 96.4 92.8 98.0 7.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 2 5 38 31 53 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,067
COMMITMENTS
1,833 4,074 2,173 123,165 121,097 127,171 127,344 5,896 5,723
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,113)
1,093 -1,220 918 2,629 5,725 4,640 5,423 -527 -1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.1 1.6 92.6 91.0 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 4 7 24 30 32 38
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,036
COMMITMENTS
1,246 1,415 2,104 192,541 200,493 195,891 204,012 16,145 8,024
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,067)
-786 -27 280 1,068 40 562 293 505 774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 1.0 90.8 94.6 92.4 96.2 7.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 30 31 33 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 803,375
COMMITMENTS
868 823 4,654 782,379 790,825 787,901 796,302 15,474 7,073
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 9,448)
-471 -1,196 -2,319 11,299 12,028 8,509 8,513 939 935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.6 97.4 98.4 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 1 4 54 34 59 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,816
COMMITMENTS
389 445 2,385 323,868 322,016 326,642 324,846 5,174 6,970
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,127)
116 74 999 1,730 1,774 2,845 2,847 -718 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.7 97.6 97.0 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 3 41 44 44 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,876
COMMITMENTS
130 1,839 1,329 269,450 274,437 270,909 277,605 7,967 1,271
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,013)
130 -1,029 3 1,954 3,249 2,087 2,223 -74 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.5 96.6 98.4 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 3 44 48 47 51
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,431
COMMITMENTS
3,145 744 661 84,202 79,029 88,008 80,434 4,423 11,997
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,065)
-1,356 488 -119 2,451 572 976 941 89 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.8 0.7 91.1 85.5 95.2 87.0 4.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 23 24 25 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,268
COMMITMENTS
811 12,304 1,404 116,725 105,253 118,940 118,961 5,328 5,307
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,416)
406 1,408 -756 4,654 3,202 4,304 3,854 -1,888 -1,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.9 1.1 93.9 84.7 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 3 35 28 38 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,201
COMMITMENTS
0 0 0 23,333 24,077 23,333 24,077 868 124
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 3,503)
0 0 0 3,534 3,565 3,534 3,565 -31 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 99.5 96.4 99.5 3.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 10 18 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,369
COMMITMENTS
342 1,473 1,334 93,334 94,876 95,010 97,683 9,359 6,686
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,169)
-642 656 429 1,813 746 1,600 1,831 -431 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 1.3 89.4 90.9 91.0 93.6 9.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 22 22 24 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 151,751
COMMITMENTS
0 0 0 145,346 145,398 145,346 145,398 6,405 6,353
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,509)
0 0 0 2,288 4,539 2,288 4,539 221 -2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 95.8 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 26 27 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,629
COMMITMENTS
0 0 0 58,907 62,840 58,907 62,840 8,722 4,789
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,348)
0 0 0 -1,348 -1,317 -1,348 -1,317 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 92.9 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 17 21 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,942
COMMITMENTS
3,379 0 0 17,229 21,674 20,608 21,674 2,334 1,268
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.0 75.1 94.5 89.8 94.5 10.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 9 15 11 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 356,894
COMMITMENTS
2,169 5,861 3,461 341,543 336,802 347,173 346,124 9,721 10,770
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 19,651)
248 1,241 217 17,017 17,391 17,482 18,849 2,169 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.6 1.0 95.7 94.4 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 5 3 51 44 55 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,274
COMMITMENTS
0 3,441 877 71,928 67,519 72,805 71,837 4,469 5,437
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,512)
0 1,448 84 2,446 2,014 2,530 3,546 -18 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.1 93.1 87.4 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 20 17 22 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,833
COMMITMENTS
930 0 0 13,645 12,988 14,575 12,988 1,258 2,845
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 961)
0 0 0 1,085 1,054 1,085 1,054 -124 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 86.2 82.0 92.1 82.0 7.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 11 12 11
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,648
COMMITMENTS
4,832 4,122 925 61,957 62,815 67,714 67,862 4,934 4,786
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,005)
568 31 276 1,285 2,126 2,129 2,433 -124 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.7 1.3 85.3 86.5 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 19 15 22 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,603
COMMITMENTS
3,973 7,347 0 63,047 59,820 67,020 67,167 583 436
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 20,800)
589 5,735 0 21,128 15,979 21,717 21,714 -917 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.9 0.0 93.3 88.5 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 0 29 27 33 29
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,722
COMMITMENTS
16,683 5,487 5,332 80,758 92,727 102,773 103,546 1,949 1,176
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 21,141)
-3,131 2,046 3,720 20,459 15,468 21,048 21,234 93 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.2 5.1 77.1 88.5 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 6 2 31 32 39 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,472
COMMITMENTS
0 0 0 58,604 57,795 58,604 57,795 868 1,677
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,607)
0 0 0 4,359 4,452 4,359 4,452 248 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.2 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 22 21 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,425
COMMITMENTS
0 183 1,152 193,813 191,141 194,965 192,476 7,460 9,949
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,508)
0 0 0 -1,254 -2,897 -1,254 -2,897 -254 1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 95.7 94.4 96.3 95.1 3.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 36 34 37 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 33,497
COMMITMENTS
0 997 367 32,112 28,758 32,479 30,122 1,018 3,375
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,299)
0 -434 0 4,114 3,145 4,114 2,711 185 1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.1 95.9 85.9 97.0 89.9 3.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 19 17 20 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,816
COMMITMENTS
816 1,692 1,608 40,878 40,749 43,302 44,049 5,514 4,767
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 951)
-496 -279 744 155 874 403 1,339 548 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.5 3.3 83.7 83.5 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 18 20 21 24
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,036
COMMITMENTS
0 4,230 895 94,369 90,614 95,264 95,739 6,772 6,297
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,292)
0 1,761 -31 3,532 1,097 3,501 2,827 -1,209 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.9 92.5 88.8 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 25 32 27 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,868
COMMITMENTS
7,105 133 1,449 102,104 109,752 110,658 111,334 8,210 7,534
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 3,137)
-69 133 -133 3,916 2,951 3,714 2,951 -577 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.1 1.2 85.9 92.3 93.1 93.7 6.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 20 15 25 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,516
COMMITMENTS
0 0 0 97,671 97,948 97,671 97,948 2,845 2,568
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,251)
0 0 0 2,481 1,778 2,481 1,778 -230 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.4 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 14 23 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,155
COMMITMENTS
1,292 0 0 99,465 103,321 100,757 103,321 5,398 2,834
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,827)
271 0 -55 2,363 2,586 2,579 2,531 248 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 93.7 97.3 94.9 97.3 5.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 21 19 23 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,122
COMMITMENTS
34 2,142 2,910 96,301 101,517 99,245 106,569 15,877 8,553
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,592)
-1,252 311 1,090 4,642 3,693 4,480 5,094 112 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 2.5 83.7 88.2 86.2 92.6 13.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 29 33 31 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,946
COMMITMENTS
5,394 434 0 42,491 49,020 47,885 49,454 2,061 492
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,061)
1,798 0 0 1,922 3,813 3,720 3,813 341 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.9 0.0 85.1 98.1 95.9 99.0 4.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 0 19 17 24 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,636
COMMITMENTS
217 1,209 0 41,154 41,365 41,371 42,574 1,265 62
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 3,007)
0 -31 0 3,313 3,224 3,313 3,193 -306 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 0.0 96.5 97.0 97.0 99.9 3.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 21 18 22 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,939
COMMITMENTS
7,561 4,597 1,979 171,323 174,977 180,863 181,553 5,076 4,386
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,117)
1,674 240 -550 3,161 4,431 4,285 4,121 -168 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.5 1.1 92.1 94.1 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 7 6 43 40 49 51
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 103,294
COMMITMENTS
0 0 0 94,710 95,222 94,710 95,222 8,584 8,072
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -289)
0 0 0 -475 -899 -475 -899 186 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 92.2 91.7 92.2 8.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 18 15 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,865
COMMITMENTS
0 0 0 72,419 73,494 72,419 73,494 6,446 5,371
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 1,584 0 1,584 0 -1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 93.2 91.8 93.2 8.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 20 21 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,517
COMMITMENTS
629 0 428 73,680 76,047 74,737 76,475 7,780 6,042
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 697)
0 0 0 676 466 676 466 21 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 89.3 92.2 90.6 92.7 9.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 21 18 22 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 99,265
COMMITMENTS
2,294 0 0 86,032 94,950 88,326 94,950 10,939 4,315
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,745)
0 0 0 4,000 2,469 4,000 2,469 -1,255 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 86.7 95.7 89.0 95.7 11.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 13 21 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,495
COMMITMENTS
26,353 10,309 18,336 120,255 136,105 164,944 164,750 551 745
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,604)
-1,488 1,016 2,796 3,224 678 4,533 4,490 71 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.2 11.1 72.7 82.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 17 23 50 53 80 79
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,914
COMMITMENTS
1,457 1,356 412 43,045 43,147 44,914 44,914 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,171)
-300 518 76 1,395 577 1,171 1,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 0.9 95.8 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 4 27 24 33 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 374,812
COMMITMENTS
1,248 9,360 1,288 372,276 364,164 374,812 374,812 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 17,299)
0 -936 0 17,299 18,235 17,299 17,299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 0.3 99.3 97.2 100.0 100.0 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 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,618,989
COMMITMENTS
34,072 85,285 72,692 1511465 1460252 1618229 1618229 760 760
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 21,732)
-3,534 9,384 4,689 19,817 6,899 20,972 20,972 760 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.3 4.5 93.4 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 10 5 38 41 45 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,716
COMMITMENTS
4,483 6,188 1,798 62,434 60,730 68,716 68,716 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,993)
-687 109 1,072 2,608 1,812 2,993 2,993 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 9.0 2.6 90.9 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 7 24 25 33 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 357,424
COMMITMENTS
2,872 8 320 354,232 357,096 357,424 357,424 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 99.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 17 17 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 444,188
COMMITMENTS
5,192 1,152 8,632 430,364 434,404 444,188 444,188 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 376)
0 0 0 376 376 376 376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 1.9 96.9 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 27 26 30 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,297
COMMITMENTS
1,309 387 848 33,803 34,577 35,960 35,812 337 485
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -224)
23 0 82 -202 -224 -97 -142 -127 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.1 2.3 93.1 95.3 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 1 5 30 27 38 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,637
COMMITMENTS
240 0 0 55,960 56,615 56,200 56,615 437 22
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 980)
0 0 0 980 980 980 980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.8 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 32 30 33 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,711
COMMITMENTS
1,533 0 0 80,968 82,675 82,501 82,675 210 36
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 565)
-339 0 0 904 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.9 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 0 35 29 40 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,204
COMMITMENTS
750 1,275 0 21,896 21,809 22,646 23,084 558 120
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,505)
100 0 0 4,405 4,505 4,505 4,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.5 0.0 94.4 94.0 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 17 15 19 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,816
COMMITMENTS
12,384 0 384 278,048 290,432 290,816 290,816 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -18,296)
4,320 0 0 -22,616 -18,296 -18,296 -18,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.1 95.6 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 17 24 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,348
COMMITMENTS
1,551 1,582 204 8,548 8,539 10,303 10,325 45 23
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 862)
-24 492 39 860 353 875 885 -13 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.3 2.0 82.6 82.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 22 22 28 24
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,530
COMMITMENTS
4,600 0 0 6,870 11,410 11,470 11,410 60 120
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 0.0 0.0 59.6 99.0 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 12 15 16 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,550
COMMITMENTS
2,110 225 450 8,480 10,855 11,040 11,530 510 20
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 1.9 3.9 73.4 94.0 95.6 99.8 4.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 16 15 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,042
COMMITMENTS
350 1,700 0 32,692 31,207 33,042 32,907 0 135
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 6,560)
0 0 0 6,560 6,560 6,560 6,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.1 0.0 98.9 94.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 21 24 23 26
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,342
COMMITMENTS
710 75 0 22,447 23,222 23,157 23,297 185 45
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 0.0 96.2 99.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 22 26 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,090
COMMITMENTS
215 791 315 22,240 21,325 22,770 22,431 320 659
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 507)
-235 82 235 507 167 507 484 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.4 1.4 96.3 92.4 98.6 97.1 1.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 26 25 29 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,714
COMMITMENTS
1,681 4,617 948 54,080 51,029 56,709 56,594 5 120
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 440)
0 -110 90 350 485 440 465 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.1 1.7 95.4 90.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 32 26 36 30
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,952
COMMITMENTS
1,784 8,693 2,222 68,911 62,027 72,917 72,942 35 10
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 518)
68 291 -33 483 260 518 518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.9 3.0 94.5 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 8 10 36 35 46 48
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,985
COMMITMENTS
815 0 0 47,140 47,985 47,955 47,985 30 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.2 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 13 27 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,020
COMMITMENTS
1,455 0 0 53,535 55,020 54,990 55,020 30 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 340 340 340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.3 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 26 18 28 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 362,765
COMMITMENTS
50,335 19,057 2,719 309,711 340,989 362,765 362,765 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 9,888)
11,768 0 0 -1,880 9,888 9,888 9,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 5.3 0.7 85.4 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 28 31 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,251
COMMITMENTS
2,375 2,377 1,569 23,181 23,050 27,125 26,996 126 255
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 452)
254 169 -230 428 534 452 473 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.7 5.8 85.1 84.6 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 8 25 34 33 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,323
COMMITMENTS
587 599 127 33,609 33,597 34,323 34,323 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,152)
0 156 0 1,152 996 1,152 1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.7 0.4 97.9 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 2 17 13 21 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 296,210
COMMITMENTS
760 19,184 0 295,450 277,026 296,210 296,210 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,201)
0 0 0 -1,201 -1,201 -1,201 -1,201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.5 0.0 99.7 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 20 18 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 22,741
COMMITMENTS
611 1,173 20 21,983 21,083 22,614 22,276 127 465
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -17)
0 26 20 -17 -40 3 6 -20 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.2 0.1 96.7 92.7 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 20 20 23 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,720
COMMITMENTS
1,666 307 680 10,013 10,272 12,359 11,259 361 1,461
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -23)
0 0 0 -23 -278 -23 -278 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.4 5.3 78.7 80.8 97.2 88.5 2.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 2 16 17 21 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 165,695
COMMITMENTS
6,369 2,898 1,520 157,422 160,893 165,311 165,311 384 384
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 10,336)
0 0 0 10,336 10,336 10,336 10,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.7 0.9 95.0 97.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 15 18 19 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,456
COMMITMENTS
176 2,802 378 17,690 14,767 18,244 17,947 212 509
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 453)
47 209 39 536 269 622 517 -169 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.2 2.0 95.8 80.0 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 4 23 29 28 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 201,255
COMMITMENTS
1,152 7,390 408 199,695 193,457 201,255 201,255 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,104)
768 0 0 336 1,104 1,104 1,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.7 0.2 99.2 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 21 19 23 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,150
COMMITMENTS
100 675 0 9,990 9,445 10,090 10,120 60 30
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.7 0.0 98.4 93.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 15 13 16 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,938
COMMITMENTS
304 1,214 0 24,634 23,724 24,938 24,938 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 850)
0 370 0 850 480 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.9 0.0 98.8 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 0 21 18 22 22
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 245,272
COMMITMENTS
0 0 0 245,272 245,272 245,272 245,272 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,970)
0 0 0 1,970 1,970 1,970 1,970 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: 22)
0 0 0 17 15 17 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,935
COMMITMENTS
420 1,480 0 11,335 10,425 11,755 11,905 180 30
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 720)
0 180 0 720 540 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.4 0.0 95.0 87.3 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,185
COMMITMENTS
425 3,370 175 13,385 10,590 13,985 14,135 200 50
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 780)
0 130 0 780 650 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 23.8 1.2 94.4 74.7 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 17 14 19 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 731,146
COMMITMENTS
60,718 30,738 143,639 525,172 556,769 729,529 731,146 1,617 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 19,874)
22,796 -16,179 -6,270 3,670 42,323 20,196 19,874 -322 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.2 19.6 71.8 76.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 6 19 18 26 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,820
COMMITMENTS
0 0 0 18,610 18,800 18,610 18,800 210 20
CHANGES FROM 07/19/16 (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 98.9 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 14 17 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,146
COMMITMENTS
900 100 50 21,076 21,996 22,026 22,146 120 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -45 -45 -45 -45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 0.2 95.2 99.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 19 17 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,320
COMMITMENTS
150 250 0 14,437 15,025 14,587 15,275 733 45
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -175)
0 0 0 -365 -200 -365 -200 190 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.6 0.0 94.2 98.1 95.2 99.7 4.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 14 15 15 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,595
COMMITMENTS
0 900 0 23,495 22,645 23,495 23,545 100 50
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 730)
0 0 0 730 730 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 99.6 96.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 18 15 18 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,870
COMMITMENTS
0 200 0 17,810 17,490 17,810 17,690 60 180
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 600 780 600 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.7 97.9 99.7 99.0 0.3 1.0
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 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,240
COMMITMENTS
340 0 60 19,495 20,120 19,895 20,180 345 60
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.3 96.3 99.4 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 12 17 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,957
COMMITMENTS
910 0 40 20,642 21,857 21,592 21,897 365 60
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -70)
0 0 0 -70 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.2 94.0 99.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 12 18 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,090
COMMITMENTS
4,255 1,790 450 110,385 112,675 115,090 114,915 0 175
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,000)
120 -105 85 795 1,020 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 0.4 95.9 97.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 2 37 32 43 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,185
COMMITMENTS
3,113 5,101 1,477 123,580 121,438 128,170 128,016 15 169
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,944)
180 176 25 1,734 1,773 1,939 1,974 5 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.0 1.2 96.4 94.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 6 4 43 36 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 176,562
COMMITMENTS
8,653 18,552 10,396 157,442 147,556 176,491 176,504 71 58
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 3,558)
-2,420 1,957 628 5,361 943 3,570 3,528 -12 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.5 5.9 89.2 83.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 15 15 47 47 66 66
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,498
COMMITMENTS
4,630 3,287 1,460 116,350 117,751 122,440 122,498 58 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,167)
0 120 0 -1,167 -1,287 -1,167 -1,167 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.7 1.2 95.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 5 39 36 44 44
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,150
COMMITMENTS
1,420 900 510 36,220 36,740 38,150 38,150 0 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 100)
30 0 0 70 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.4 1.3 94.9 96.3 100.0 100.0 0.0 0.0
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 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,155
COMMITMENTS
940 200 305 32,890 33,650 34,135 34,155 20 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -25)
-45 0 50 -30 -75 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.6 0.9 96.3 98.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 23 12 25 15
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 35,248
COMMITMENTS
1,050 0 300 33,629 34,753 34,979 35,053 269 195
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.9 95.4 98.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 28 29 30 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,043
COMMITMENTS
525 0 0 14,518 14,893 15,043 14,893 0 150
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 590)
300 0 0 290 590 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 19 16 21 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,847
COMMITMENTS
2,486 2,572 702 26,217 26,433 29,405 29,707 442 140
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,185)
120 -300 50 1,015 1,425 1,185 1,175 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.6 2.4 87.8 88.6 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 5 27 24 33 32
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,573
COMMITMENTS
1,511 0 173 19,524 21,370 21,208 21,543 365 30
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 746)
0 0 0 731 746 731 746 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.8 90.5 99.1 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 25 25 28 27
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,891
COMMITMENTS
1,658 4,677 1,147 35,750 33,022 38,555 38,846 336 45
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 147)
88 -120 -20 74 282 142 142 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.0 2.9 91.9 84.9 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 4 28 28 34 34
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,965
COMMITMENTS
741 25 32 20,617 21,908 21,390 21,965 575 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 510)
120 0 0 390 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.1 0.1 93.9 99.7 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 27 22 29 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,602
COMMITMENTS
0 1,443 526 22,944 21,633 23,470 23,602 132 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 35)
0 30 0 35 5 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.2 97.2 91.7 99.4 100.0 0.6 0.0
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 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,140
COMMITMENTS
0 351 105 15,925 15,576 16,030 16,032 110 108
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -44)
0 0 0 -44 -44 -44 -44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.7 98.7 96.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 18 18 19 21
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,588
COMMITMENTS
100 500 300 38,819 38,713 39,219 39,513 369 75
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 565)
0 0 0 565 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.8 98.1 97.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 29 27 31 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,409
COMMITMENTS
442 0 32 15,195 16,209 15,669 16,241 740 168
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.2 92.6 98.8 95.5 99.0 4.5 1.0
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 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,564
COMMITMENTS
1,069 0 18 13,447 14,546 14,534 14,564 30 0
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.1 92.3 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 18 23 19
Updated July 29, 2016