CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,493
COMMITMENTS
460 125 0 7,029 7,362 7,489 7,487 4 6
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 0)
-1,000 0 0 1,000 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.7 0.0 93.8 98.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 0 7 9 13 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,227
COMMITMENTS
15,210 10,224 600 14,417 19,387 30,227 30,211 0 16
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -15 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 33.8 2.0 47.7 64.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 4 11 6 19 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,736
COMMITMENTS
15,696 20,783 20 29,020 23,933 44,736 44,736 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 46.5 0.0 64.9 53.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 10 2 9 6 17 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 58,128
COMMITMENTS
5,085 7,041 3,778 49,260 47,234 58,123 58,053 5 75
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 8,747)
-213 499 321 8,649 7,928 8,757 8,747 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 12.1 6.5 84.7 81.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 9 7 13 12 26 22
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,502
COMMITMENTS
7,989 845 0 31,513 38,657 39,502 39,502 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 7)
0 0 0 7 7 7 7 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 2.1 0.0 79.8 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 10 11 13 15
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,842
COMMITMENTS
6,775 15,873 387 27,680 18,582 34,842 34,842 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 45.6 1.1 79.4 53.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 2 8 5 14 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,765
COMMITMENTS
3,750 5,645 0 20,015 18,120 23,765 23,765 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 23.8 0.0 84.2 76.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 0 7 4 11 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,767
COMMITMENTS
8,530 6,970 0 9,237 10,797 17,767 17,767 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 37)
37 100 0 0 -63 37 37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 39.2 0.0 52.0 60.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 0 8 8 13 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,200
COMMITMENTS
13,557 15,245 700 13,943 12,255 28,200 28,200 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 71)
358 0 0 -287 71 71 71 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 54.1 2.5 49.4 43.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 3 9 7 17 14
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,545
COMMITMENTS
9,195 6,707 100 9,250 11,738 18,545 18,545 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -200)
-200 0 0 0 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 36.2 0.5 49.9 63.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,852
COMMITMENTS
760 1,648 52 20,030 19,147 20,842 20,847 10 5
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 13)
-100 16 -1 114 -6 13 8 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.9 0.3 96.1 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 2 12 11 16 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,561,420
COMMITMENTS
1123954 54,833 837,486 3561068 4659885 5522508 5552204 38,912 9,216
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -13,409)
-37,404 -37,952 -2,068 25,182 27,998 -14,290 -12,022 881 -1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.0 15.1 64.0 83.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
72 14 64 133 125 215 193
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,866,515
COMMITMENTS
102,838 40,801 869,789 890,965 955,032 1863593 1865622 2,922 893
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 59,017)
-2,813 9,925 29,524 32,290 19,492 59,000 58,941 17 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.2 46.6 47.7 51.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 15 31 58 55 91 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,141
COMMITMENTS
4,881 2,293 2,358 185,166 200,001 192,405 204,652 16,736 4,489
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -6,731)
1,233 361 -1,475 -6,864 -7,094 -7,106 -8,208 375 1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.1 1.1 88.5 95.6 92.0 97.9 8.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 6 34 32 41 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,019
COMMITMENTS
2,055 794 155 97,513 99,576 99,723 100,525 4,296 3,494
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,525)
1,505 93 1 778 2,249 2,284 2,343 241 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.8 0.1 93.7 95.7 95.9 96.6 4.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 29 31 31 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,513
COMMITMENTS
1,305 203 1,627 182,532 188,536 185,464 190,366 13,049 8,147
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 3,732)
-545 -869 -206 2,671 3,574 1,920 2,499 1,812 1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.8 91.9 95.0 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 29 28 31 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,091,303
COMMITMENTS
2,078 16,132 9,651 1068161 1061968 1079890 1087751 11,413 3,552
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 11,185)
531 -773 -279 10,936 12,150 11,188 11,098 -3 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 0.9 97.9 97.3 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 4 52 37 57 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 465,934
COMMITMENTS
6,879 0 90 440,015 457,642 446,984 457,732 18,950 8,202
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 6,826)
1,221 -237 -3 5,822 6,342 7,040 6,102 -214 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.4 98.2 95.9 98.2 4.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 0 1 35 44 37 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,915
COMMITMENTS
4,591 0 1,911 355,564 370,594 362,066 372,505 14,849 4,410
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 15,150)
792 0 216 13,988 15,217 14,996 15,433 154 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.5 94.3 98.3 96.1 98.8 3.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 0 2 37 44 41 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,676
COMMITMENTS
1,370 540 1,352 173,398 174,527 176,120 176,419 6,556 6,257
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 3,282)
1,370 -550 -132 2,296 6,025 3,534 5,343 -252 -2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.7 94.9 95.5 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 1 30 33 34 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,276
COMMITMENTS
9,395 2,450 1,633 92,571 98,928 103,599 103,011 3,677 4,265
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 403)
599 -58 -267 377 670 709 345 -306 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.3 1.5 86.3 92.2 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 23 24 27 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,332
COMMITMENTS
0 0 0 34,434 36,210 34,434 36,210 1,898 122
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 3,720)
0 0 0 3,633 4,301 3,633 4,301 87 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 99.7 94.8 99.7 5.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 16 14 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,187
COMMITMENTS
293 1,000 1,312 94,095 94,972 95,700 97,284 6,487 4,903
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 3,226)
245 719 -274 4,678 3,580 4,649 4,025 -1,423 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 1.3 92.1 92.9 93.7 95.2 6.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 22 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,281
COMMITMENTS
0 0 0 159,725 164,977 159,725 164,977 7,556 2,304
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 3,794)
0 0 0 3,693 3,725 3,693 3,725 101 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 98.6 95.5 98.6 4.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 26 26 26 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,573
COMMITMENTS
0 0 0 66,641 69,401 66,641 69,401 5,932 3,172
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 5,098)
0 0 0 6,202 7,571 6,202 7,571 -1,104 -2,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 95.6 91.8 95.6 8.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,318
COMMITMENTS
2,346 1,412 0 18,546 19,521 20,892 20,933 1,426 1,385
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 4,710)
990 60 0 3,575 3,822 4,565 3,882 145 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.3 0.0 83.1 87.5 93.6 93.8 6.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 13 14 14 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 602,956
COMMITMENTS
58,238 7,872 7,695 527,847 578,661 593,780 594,228 9,176 8,728
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 10,330)
3,120 0 66 7,125 9,705 10,311 9,771 19 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.3 1.3 87.5 96.0 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 1 6 53 53 67 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,236
COMMITMENTS
22 2,293 586 117,632 115,287 118,240 118,166 9,996 10,070
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -4,078)
-326 0 -30 -3,956 -3,916 -4,312 -3,946 234 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.5 91.7 89.9 92.2 92.1 7.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 23 21 24 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,453
COMMITMENTS
540 0 0 16,169 17,815 16,709 17,815 1,744 638
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 87.6 96.5 90.5 96.5 9.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,354
COMMITMENTS
0 176 462 75,531 74,024 75,993 74,662 2,361 3,692
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -512)
0 -30 30 -570 -420 -540 -420 28 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.6 96.4 94.5 97.0 95.3 3.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 19 16 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,944
COMMITMENTS
14,936 750 0 111,818 123,596 126,754 124,346 1,190 3,598
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 17,610)
14,936 510 0 2,340 17,382 17,276 17,892 334 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.6 0.0 87.4 96.6 99.1 97.2 0.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 0 15 30 21 32
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,482
COMMITMENTS
61,114 7,600 273 96,247 148,787 157,634 156,660 848 1,822
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 18,480)
14,849 510 180 3,210 18,559 18,239 19,249 241 -769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 4.8 0.2 60.7 93.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 11 2 20 45 33 57
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,837
COMMITMENTS
433 562 248 78,540 75,484 79,221 76,294 616 3,543
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 9,350)
-218 202 248 9,200 9,887 9,230 10,337 120 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.3 98.4 94.5 99.2 95.6 0.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 17 24 19 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,934
COMMITMENTS
3,551 480 751 257,308 266,659 261,610 267,890 14,324 8,044
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -148)
658 480 -216 -1,046 -777 -604 -513 456 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.3 93.2 96.6 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 30 29 32 31
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,898
COMMITMENTS
1,216 1,350 0 18,837 18,360 20,053 19,710 2,845 3,188
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.9 0.0 82.3 80.2 87.6 86.1 12.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 9 11 10 13
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,235
COMMITMENTS
0 1,725 1,287 126,470 127,088 127,757 130,100 4,478 2,135
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 4,244)
0 313 825 3,512 3,266 4,337 4,404 -93 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.0 95.6 96.1 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 21 24 23 27
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,347
COMMITMENTS
940 533 625 30,777 32,209 32,342 33,367 2,005 980
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.6 1.8 89.6 93.8 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 16 15 18
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,194
COMMITMENTS
4,112 630 681 130,930 135,830 135,723 137,141 7,471 6,053
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 876)
40 630 31 866 33 937 694 -61 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.5 91.4 94.9 94.8 95.8 5.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 19 14 22 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,567
COMMITMENTS
0 381 279 116,959 124,240 117,238 124,900 10,329 2,667
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 942)
0 240 0 844 817 844 1,057 98 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.2 91.7 97.4 91.9 97.9 8.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 21 19 22 20
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,022
COMMITMENTS
0 0 0 70,163 70,650 70,163 70,650 859 372
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,260)
0 0 0 1,260 1,260 1,260 1,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 14 11 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,740
COMMITMENTS
450 287 620 108,458 108,891 109,528 109,798 6,212 5,942
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,251)
150 -163 186 2,373 1,793 2,709 1,816 -458 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.5 93.7 94.1 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 20 24 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,017
COMMITMENTS
0 4,863 8,013 143,318 138,990 151,331 151,866 11,686 11,151
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,660)
0 1,279 167 2,473 180 2,640 1,626 20 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 4.9 87.9 85.3 92.8 93.2 7.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 2 30 22 32 26
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,083
COMMITMENTS
300 1,608 0 18,638 19,262 18,938 20,870 2,145 213
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,490)
300 -390 0 2,229 3,066 2,529 2,676 -39 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.6 0.0 88.4 91.4 89.8 99.0 10.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 16 12 17 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,538
COMMITMENTS
4,452 210 210 22,465 26,491 27,127 26,911 1,411 1,627
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 4,708)
2,340 210 90 2,400 4,258 4,830 4,558 -122 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.7 0.7 78.7 92.8 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 12 12 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,848
COMMITMENTS
29,832 10,431 1,878 153,963 171,042 185,673 183,351 6,175 8,497
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,827)
1,229 548 -453 1,390 1,892 2,166 1,987 -339 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.4 1.0 80.3 89.2 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 2 36 31 41 36
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 24,312
COMMITMENTS
0 0 0 22,288 24,038 22,288 24,038 2,024 274
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 510)
0 0 0 480 360 480 360 30 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 98.9 91.7 98.9 8.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,430
COMMITMENTS
0 0 0 73,784 80,469 73,784 80,469 12,646 5,961
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,117)
0 0 0 994 3,910 994 3,910 1,123 -1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.4 93.1 85.4 93.1 14.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 21 22 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 102,520
COMMITMENTS
0 0 0 96,710 98,728 96,710 98,728 5,810 3,792
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,088)
0 0 0 1,088 1,826 1,088 1,826 0 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 96.3 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 19 25 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,087
COMMITMENTS
3,267 0 0 56,663 58,615 59,930 58,615 6,157 7,472
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 85.7 88.7 90.7 88.7 9.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 13 14 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,483
COMMITMENTS
2,843 0 0 32,011 36,086 34,854 36,086 1,629 397
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 87.7 98.9 95.5 98.9 4.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 12 11 16 11
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 119,484
COMMITMENTS
2,409 0 0 107,875 110,465 110,284 110,465 9,200 9,019
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,715)
0 0 0 2,868 3,784 2,868 3,784 -153 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 90.3 92.5 92.3 92.5 7.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 16 24 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,005
COMMITMENTS
5,202 0 0 61,951 70,510 67,153 70,510 9,852 6,495
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,777)
0 0 0 1,003 2,045 1,003 2,045 1,774 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 80.5 91.6 87.2 91.6 12.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 14 18 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 144,106
COMMITMENTS
21,805 11,334 14,833 107,062 117,342 143,700 143,509 406 597
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 177)
22 5 -86 240 257 177 177 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.9 10.3 74.3 81.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 10 21 43 46 67 67
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,767
COMMITMENTS
5,615 950 423 39,728 44,394 45,767 45,767 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -1,560)
-1,149 -100 123 -534 -1,583 -1,560 -1,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.1 0.9 86.8 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 4 30 26 37 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 32,369
COMMITMENTS
4,225 200 225 27,895 31,704 32,345 32,129 24 240
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 230)
775 0 0 -545 230 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.6 0.7 86.2 97.9 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 1 2 26 23 31 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 191,578
COMMITMENTS
5,589 30,659 1,723 184,192 159,121 191,504 191,503 74 75
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 666)
980 1,625 351 -630 -1,285 701 691 -35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 16.0 0.9 96.1 83.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 7 6 40 37 49 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,630
COMMITMENTS
725 5,009 1,940 64,872 60,681 67,537 67,630 93 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 322)
275 -1,223 293 -298 1,252 270 322 52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.4 2.9 95.9 89.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 7 24 22 33 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 23,549
COMMITMENTS
200 700 375 22,967 22,474 23,542 23,549 7 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 49 50 49 50 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.0 1.6 97.5 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 1 15 15 17 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 60,407
COMMITMENTS
200 3,600 930 59,236 55,817 60,366 60,347 41 60
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -460)
50 -100 100 -610 -460 -460 -460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.0 1.5 98.1 92.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 29 29 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,620
COMMITMENTS
1,655 1,925 440 63,234 63,185 65,329 65,550 291 70
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -24)
50 0 50 241 196 341 246 -365 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.9 0.7 96.4 96.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 3 26 26 32 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,525
COMMITMENTS
695 17,400 0 65,611 49,005 66,306 66,405 219 120
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,115)
0 600 0 1,115 515 1,115 1,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 26.2 0.0 98.6 73.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 27 26 29 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,316
COMMITMENTS
815 17,400 0 83,350 66,651 84,165 84,051 151 265
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 345)
0 600 0 345 -255 345 345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 20.6 0.0 98.9 79.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 27 26 29 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,520
COMMITMENTS
700 900 50 32,509 32,430 33,259 33,380 261 140
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 965)
0 -100 50 915 1,015 965 965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.7 0.1 97.0 96.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 19 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 40,015
COMMITMENTS
2,650 0 150 37,155 39,649 39,955 39,799 60 216
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -235)
-300 0 150 -85 -385 -235 -235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.4 92.9 99.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 22 25 25 26
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 15,790
COMMITMENTS
550 250 50 15,190 15,490 15,790 15,790 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 200)
-50 0 50 200 150 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.6 0.3 96.2 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 14 17 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,924
COMMITMENTS
1,500 3,240 300 16,889 15,084 18,689 18,624 235 300
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -283)
0 -177 150 -433 -242 -283 -269 0 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.1 1.6 89.2 79.7 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 3 23 23 28 29
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,907
COMMITMENTS
900 1,032 250 6,597 6,325 7,747 7,607 160 300
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 150)
50 0 0 100 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.1 3.2 83.4 80.0 98.0 96.2 2.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 12 15 14
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,810
COMMITMENTS
260 600 525 11,625 11,645 12,410 12,770 400 40
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 110)
0 350 0 110 -240 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.7 4.1 90.7 90.9 96.9 99.7 3.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 12 13 15 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,195
COMMITMENTS
0 1,200 50 42,050 40,865 42,100 42,115 95 80
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,160)
0 -100 50 1,110 1,210 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.1 99.7 96.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 24 25 25 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,622
COMMITMENTS
2,000 1,100 350 47,272 48,172 49,622 49,622 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -238)
0 700 -550 312 -388 -238 -238 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.2 0.7 95.3 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 28 28 31 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,514
COMMITMENTS
1,415 445 300 48,349 49,589 50,064 50,334 450 180
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,164)
100 0 0 1,054 1,164 1,154 1,164 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 0.6 95.7 98.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 20 10 23 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,230
COMMITMENTS
1,715 2,545 475 57,845 57,210 60,035 60,230 195 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,065)
95 0 0 970 1,065 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.2 0.8 96.0 95.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 26 14 29 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,318
COMMITMENTS
260 1,281 474 73,453 72,121 74,187 73,876 131 442
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 221)
0 -316 105 106 447 211 236 10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.7 0.6 98.8 97.0 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 29 28 31 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,582
COMMITMENTS
4,613 3,163 2,271 94,605 95,782 101,489 101,216 93 366
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 3,259)
562 -1,832 845 2,050 4,350 3,457 3,364 -198 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.1 2.2 93.1 94.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 6 6 33 33 45 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,220
COMMITMENTS
1,000 75 0 33,180 34,145 34,180 34,220 40 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 219)
-325 -25 0 544 244 219 219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 0.0 97.0 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 16 17 20 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 47,964
COMMITMENTS
1,606 4,400 300 45,930 43,264 47,836 47,964 128 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -280)
-175 0 0 -105 -280 -280 -280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 9.2 0.6 95.8 90.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 25 18 29 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,965
COMMITMENTS
4,940 1,500 2,015 42,840 45,960 49,795 49,475 170 490
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -84)
-195 0 -5 116 -79 -84 -84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.0 4.0 85.7 92.0 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 23 22 28 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,924
COMMITMENTS
50 2,550 245 33,524 30,988 33,819 33,783 105 141
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 35)
0 0 0 30 35 30 35 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.5 0.7 98.8 91.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 22 17 25 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,661
COMMITMENTS
50 1,800 0 29,415 27,821 29,465 29,621 196 40
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.1 0.0 99.2 93.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 14 19 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,067
COMMITMENTS
1,181 85 678 34,762 36,229 36,621 36,992 446 75
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 484)
50 -250 250 269 499 569 499 -85 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.2 1.8 93.8 97.7 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 22 21 28 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,597
COMMITMENTS
1,094 0 1 22,337 23,396 23,432 23,397 165 200
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 165 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 94.7 99.1 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 19 21 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,924
COMMITMENTS
2,325 7,800 237 49,067 43,871 51,629 51,908 295 16
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 584)
0 1,220 1 563 -653 564 569 20 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 15.0 0.5 94.5 84.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 2 30 27 34 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,961
COMMITMENTS
1,800 1,540 10 34,071 34,403 35,881 35,953 80 8
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -300)
0 600 0 -300 -900 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.3 0.0 94.7 95.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 26 22 28 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,112
COMMITMENTS
0 1,050 1,225 17,887 16,837 19,112 19,112 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 544)
-25 525 25 544 -6 544 544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 6.4 93.6 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 2 19 17 21 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,604
COMMITMENTS
0 200 0 13,604 13,404 13,604 13,604 0 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 13 14 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,590
COMMITMENTS
740 0 100 15,810 17,470 16,650 17,570 940 20
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,195 1,200 1,195 1,200 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.6 89.9 99.3 94.7 99.9 5.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 13 22 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,305
COMMITMENTS
345 310 525 18,175 18,450 19,045 19,285 260 20
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,250)
0 0 0 1,250 1,250 1,250 1,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.6 2.7 94.1 95.6 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 25 16 28 18
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 551,271
COMMITMENTS
1,955 77,118 73,253 475,723 399,844 550,931 550,216 340 1,055
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -2,976)
731 -826 -1,119 -2,587 -1,004 -2,976 -2,950 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.0 13.3 86.3 72.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 4 19 19 23 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,505
COMMITMENTS
130 0 0 10,015 10,505 10,145 10,505 360 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -85 -90 -85 -90 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.3 100.0 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 13 15 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,459
COMMITMENTS
1,200 0 0 29,638 31,450 30,838 31,450 621 9
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -220)
0 0 0 -220 -220 -220 -220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 94.2 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 17 14 19 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,711
COMMITMENTS
1,150 0 0 27,184 28,705 28,334 28,705 377 6
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 94.7 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 16 12 19 12
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,050
COMMITMENTS
0 550 0 14,890 14,220 14,890 14,770 160 280
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 98.9 94.5 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 15 14 15 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,910
COMMITMENTS
0 350 0 10,630 10,260 10,630 10,610 280 300
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 97.4 94.0 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 15 11 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,916
COMMITMENTS
174 6,300 89 26,598 20,527 26,861 26,916 55 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 927)
174 0 14 739 939 927 953 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 23.4 0.3 98.8 76.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 2 19 19 21 24
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,978
COMMITMENTS
271 6,200 39 28,608 22,669 28,918 28,908 60 70
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,010)
171 0 14 825 1,025 1,010 1,039 0 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 21.4 0.1 98.7 78.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 19 17 21 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,796
COMMITMENTS
310 4,182 365 117,086 113,229 117,761 117,776 35 20
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 6,340)
-100 500 110 6,330 5,730 6,340 6,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.6 0.3 99.4 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 6 4 37 34 43 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 135,998
COMMITMENTS
870 9,522 855 134,238 125,621 135,963 135,998 35 0
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 4,000)
-200 900 65 4,135 3,035 4,000 4,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.0 0.6 98.7 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 7 4 40 32 47 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 209,790
COMMITMENTS
15,539 29,744 13,967 180,278 166,016 209,785 209,728 5 62
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 12,439)
4,799 2,156 222 7,452 10,083 12,474 12,460 -35 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 14.2 6.7 85.9 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 16 15 44 44 63 69
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,175
COMMITMENTS
1,225 725 5 48,735 49,420 49,965 50,150 210 25
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 540)
0 0 0 480 540 480 540 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.4 0.0 97.1 98.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 22 13 25 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,385
COMMITMENTS
900 625 0 46,360 46,735 47,260 47,360 125 25
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 580)
0 0 0 520 580 520 580 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 0.0 97.8 98.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 22 12 24 14
Updated May 26, 2017