CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| 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 05/30/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,771
COMMITMENTS
15,360 9,914 300 14,111 19,541 29,771 29,755 0 16
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 138)
150 -10 0 -12 148 138 138 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 33.3 1.0 47.4 65.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 2 11 6 18 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,086
COMMITMENTS
15,846 20,833 20 29,220 24,233 45,086 45,086 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 350)
150 50 0 200 300 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 46.2 0.0 64.8 53.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 2 9 6 17 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 68,350
COMMITMENTS
6,111 8,380 4,072 58,162 55,823 68,345 68,275 5 75
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 6,199)
1,630 810 149 4,420 5,240 6,199 6,199 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.3 6.0 85.1 81.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 7 13 12 27 22
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,559
COMMITMENTS
7,989 906 0 31,570 38,653 39,559 39,559 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 2.3 0.0 79.8 97.7 100.0 100.0 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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,642
COMMITMENTS
6,575 15,673 387 27,680 18,582 34,642 34,642 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -200)
-200 -200 0 0 0 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 45.2 1.1 79.9 53.6 100.0 100.0 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 06/06/17 |
--------------------------------------------------------------| 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 05/30/17 (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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,867
COMMITMENTS
8,330 7,070 0 9,537 10,797 17,867 17,867 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 39.6 0.0 53.4 60.4 100.0 100.0 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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,207
COMMITMENTS
14,257 14,845 700 14,250 13,662 29,207 29,207 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 437)
497 0 0 -60 437 437 437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 50.8 2.4 48.8 46.8 100.0 100.0 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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 19,295
COMMITMENTS
9,495 6,607 100 9,700 12,588 19,295 19,295 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 750)
600 0 0 150 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 34.2 0.5 50.3 65.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 21,139
COMMITMENTS
760 2,364 46 20,323 18,729 21,129 21,139 10 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 542)
0 367 -7 549 187 542 547 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.2 0.2 96.1 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 1 12 10 16 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,470,034
COMMITMENTS
962,114 136,100 809,670 3661382 4514527 5433166 5460297 36,868 9,737
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 53,775)
-123,009 48,763 21,748 153,996 -16,459 52,735 54,052 1,040 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 2.5 14.8 66.9 82.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
61 23 61 138 123 215 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,757,343
COMMITMENTS
102,335 22,060 827,528 824,640 906,951 1754503 1756539 2,840 805
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 111,309)
8,685 1,097 65,231 37,483 44,938 111,400 111,266 -91 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 47.1 46.9 51.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 12 28 57 54 88 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,910
COMMITMENTS
9,168 2,563 2,617 173,152 190,639 184,937 195,819 13,973 3,091
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -12,600)
3,101 810 8 -13,471 -12,119 -10,362 -11,301 -2,238 -1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.3 1.3 87.1 95.8 93.0 98.4 7.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 5 34 31 43 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,915
COMMITMENTS
0 584 31 90,918 91,025 90,949 91,640 4,966 4,275
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,953)
-1,391 -240 -31 -8,708 -10,339 -10,130 -10,610 177 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 94.8 94.9 94.8 95.5 5.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 25 28 26 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,066
COMMITMENTS
1,228 0 1,886 199,292 206,182 202,406 208,068 13,660 7,998
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 14,261)
-395 0 351 12,177 13,299 12,133 13,650 2,128 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.9 92.2 95.4 93.7 96.3 6.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 24 26 26 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,042,514
COMMITMENTS
1,585 16,654 9,498 1021198 1009250 1032281 1035402 10,233 7,112
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -46,000)
-425 -443 1,531 -45,117 -48,845 -44,011 -47,757 -1,989 1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.6 0.9 98.0 96.8 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 2 4 51 33 56 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 457,688
COMMITMENTS
6,338 0 0 435,349 450,150 441,687 450,150 16,001 7,538
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -11,961)
-1,166 0 -330 -6,783 -11,396 -8,279 -11,726 -3,682 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 95.1 98.4 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 0 0 37 45 39 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,569
COMMITMENTS
2,268 0 1,707 358,680 370,606 362,655 372,313 14,914 5,256
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -13,496)
-6,224 0 178 -7,760 -14,363 -13,806 -14,185 310 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 95.0 98.2 96.0 98.6 4.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 0 2 36 41 39 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,218
COMMITMENTS
0 665 1,471 167,807 170,178 169,278 172,314 7,940 4,904
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -11,604)
-750 -2,488 -92 -11,080 -7,890 -11,922 -10,470 318 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.8 94.7 96.0 95.5 97.2 4.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 29 32 31 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,086
COMMITMENTS
6,763 2,649 1,622 86,868 89,942 95,253 94,213 2,833 3,873
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,862)
-1,815 259 -174 -6,939 -9,499 -8,928 -9,414 -934 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.7 1.7 88.6 91.7 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 23 25 26 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,017
COMMITMENTS
0 0 0 24,375 25,717 24,375 25,717 1,642 300
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -11,005)
0 0 0 -10,509 -11,063 -10,509 -11,063 -496 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 98.8 93.7 98.8 6.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 11 10 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,255
COMMITMENTS
364 279 1,337 87,632 89,312 89,333 90,928 7,922 6,327
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,532)
364 -873 -29 -9,302 -7,376 -8,967 -8,278 1,435 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 1.4 90.1 91.8 91.9 93.5 8.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 18 19 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,008
COMMITMENTS
0 0 0 152,435 158,053 152,435 158,053 7,573 1,955
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,407)
0 0 0 -8,122 -8,058 -8,122 -8,058 -285 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 98.8 95.3 98.8 4.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 26 27 26 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,384
COMMITMENTS
0 0 0 62,022 63,675 62,022 63,675 5,362 3,709
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,275)
0 0 0 -7,197 -7,812 -7,197 -7,812 -78 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 94.5 92.0 94.5 8.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,918
COMMITMENTS
1,410 810 0 14,428 15,406 15,838 16,216 1,080 702
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,370)
-1,116 -992 0 -7,336 -6,665 -8,452 -7,657 82 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.8 0.0 85.3 91.1 93.6 95.9 6.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 13 15 15 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 590,750
COMMITMENTS
49,003 7,206 5,067 527,897 570,279 581,967 582,552 8,783 8,198
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -28,427)
-5,009 -2,891 -1,817 -21,279 -24,022 -28,105 -28,730 -322 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.2 0.9 89.4 96.5 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 2 6 54 56 63 63
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,032
COMMITMENTS
1,331 2,061 635 111,533 109,698 113,499 112,394 7,533 8,638
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,625)
-27 -1,288 -31 -8,573 -6,993 -8,631 -8,312 -994 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.7 0.5 92.2 90.6 93.8 92.9 6.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 24 20 26 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,764
COMMITMENTS
0 204 372 73,413 71,928 73,785 72,504 1,979 3,260
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,560)
0 -420 0 -3,364 -2,768 -3,364 -3,188 -196 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.5 96.9 94.9 97.4 95.7 2.6 4.3
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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,374
COMMITMENTS
0 0 0 98,150 95,572 98,150 95,572 1,224 3,802
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -70,990)
-38,486 -7,980 0 -32,914 -64,961 -71,400 -72,941 410 1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 96.2 98.8 96.2 1.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 15 12 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,660
COMMITMENTS
38,606 8,310 0 90,210 120,240 128,816 128,550 844 1,110
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -72,292)
-43,512 -3,808 -3,315 -25,478 -64,350 -72,305 -71,473 13 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 6.4 0.0 69.6 92.7 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 10 0 19 43 27 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,576
COMMITMENTS
0 840 0 103,578 99,807 103,578 100,647 998 3,929
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 15,635)
-463 248 -248 16,264 14,972 15,553 14,972 82 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.0 95.4 99.0 96.2 1.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 16 21 16 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,733
COMMITMENTS
3,799 0 627 249,807 255,499 254,233 256,126 9,500 7,607
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -14,099)
4 0 -4 -10,559 -14,043 -10,559 -14,047 -3,540 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.2 94.7 96.9 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 31 31 33 32
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,005
COMMITMENTS
0 431 1,194 114,328 115,681 115,522 117,306 4,483 2,699
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,179)
0 -904 -449 -8,705 -8,580 -9,154 -9,933 -25 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.0 95.3 96.4 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 23 21 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,026
COMMITMENTS
4,045 0 641 127,083 132,784 131,769 133,425 7,257 5,601
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,167)
-218 0 -9 -3,509 -3,525 -3,736 -3,534 -431 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.5 91.4 95.5 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 19 14 21 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,378
COMMITMENTS
0 0 0 113,920 122,497 113,920 122,497 11,458 2,881
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -5,494)
-39 0 -240 -5,712 -4,802 -5,991 -5,042 497 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 97.7 90.9 97.7 9.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 16 18 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,236
COMMITMENTS
240 0 0 63,266 63,872 63,506 63,872 730 364
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -10,416)
-155 0 0 -10,257 -10,224 -10,412 -10,224 -4 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.5 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,013
COMMITMENTS
308 0 217 101,053 106,973 101,578 107,190 8,435 2,823
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,723)
-142 -1,024 -186 -10,398 -4,600 -10,726 -5,810 2,003 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 91.9 97.2 92.3 97.4 7.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 19 20 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,844
COMMITMENTS
0 1,561 6,848 139,240 136,071 146,088 144,480 12,756 14,364
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -6,509)
0 -4,901 -871 -6,633 -3,585 -7,504 -9,357 995 2,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 4.3 87.7 85.7 92.0 91.0 8.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 21 30 23
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,386
COMMITMENTS
0 1,140 0 15,646 15,766 15,646 16,906 1,740 480
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,844)
0 -708 0 -4,499 -4,313 -4,499 -5,021 -345 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 90.0 90.7 90.0 97.2 10.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 11 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,441
COMMITMENTS
2,550 210 0 21,129 22,981 23,679 23,191 762 1,250
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,037)
-2,262 0 0 -4,369 -6,661 -6,631 -6,661 -406 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.9 0.0 86.4 94.0 96.9 94.9 3.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 11 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 172,728
COMMITMENTS
14,371 5,739 600 151,930 157,596 166,901 163,935 5,827 8,793
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -22,886)
-17,595 -3,705 -1,278 -3,875 -17,836 -22,748 -22,819 -138 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.3 0.3 88.0 91.2 96.6 94.9 3.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 1 36 31 39 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 84,109
COMMITMENTS
525 0 0 73,699 76,242 74,224 76,242 9,885 7,867
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,481)
525 0 0 -1,242 -5,445 -717 -5,445 -2,764 1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 87.6 90.6 88.2 90.6 11.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 20 23 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,571
COMMITMENTS
0 0 0 89,515 94,566 89,515 94,566 9,056 4,005
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -5,237)
0 0 0 -8,303 -5,450 -8,303 -5,450 3,066 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 95.9 90.8 95.9 9.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 16 22 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 61,868
COMMITMENTS
2,043 0 0 52,281 55,874 54,324 55,874 7,544 5,994
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,868)
-1,224 0 0 -3,147 -1,051 -4,371 -1,051 503 -2,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 84.5 90.3 87.8 90.3 12.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 14 12 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 27,392
COMMITMENTS
2,310 210 0 24,596 26,972 26,906 27,182 486 210
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -10,261)
-620 93 -93 -8,804 -10,198 -9,517 -10,198 -744 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.8 0.0 89.8 98.5 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 13 11 16 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 113,273
COMMITMENTS
2,034 0 0 102,670 104,912 104,704 104,912 8,569 8,361
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,064)
-375 0 0 -5,844 -6,406 -6,219 -6,406 -845 -658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 90.6 92.6 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 15 24 15
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,257
COMMITMENTS
0 0 0 63,521 66,986 63,521 66,986 9,736 6,271
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,050)
-5,202 0 0 1,872 -3,826 -3,330 -3,826 -720 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.7 91.4 86.7 91.4 13.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 135,022
COMMITMENTS
21,850 9,091 14,238 98,505 111,180 134,593 134,509 430 513
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,580)
-697 -2,211 36 -6,875 -4,854 -7,536 -7,029 -44 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 6.7 10.5 73.0 82.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 10 19 41 43 64 62
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,279
COMMITMENTS
2,725 925 850 34,704 36,504 38,279 38,279 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -6,751)
-2,750 50 300 -4,301 -7,101 -6,751 -6,751 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.4 2.2 90.7 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 2 28 22 34 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,884
COMMITMENTS
2,750 400 350 25,784 28,134 28,884 28,884 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,340)
-1,325 0 100 -2,115 -3,440 -3,340 -3,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.4 1.2 89.3 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 23 28 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 184,424
COMMITMENTS
6,944 32,662 1,605 175,721 150,027 184,270 184,294 154 130
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,602)
1,705 -582 -308 -10,079 -7,777 -8,682 -8,667 80 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 17.7 0.9 95.3 81.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 7 5 38 36 45 46
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,717
COMMITMENTS
320 6,995 2,563 62,791 56,139 65,675 65,697 42 20
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,737)
-470 1,596 456 -2,720 -4,809 -2,734 -2,757 -3 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.6 3.9 95.5 85.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 5 22 23 31 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 23,089
COMMITMENTS
200 225 450 22,433 22,414 23,083 23,089 6 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -535)
-50 -500 75 -559 -110 -534 -535 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 1.9 97.2 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 13 16 16 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,435
COMMITMENTS
413 3,775 632 57,351 53,968 58,396 58,375 39 60
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,362)
0 175 -125 -2,235 -2,412 -2,360 -2,362 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.5 1.1 98.1 92.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 27 28 29 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,546
COMMITMENTS
1,618 1,900 400 58,279 58,111 60,297 60,411 249 135
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,537)
-300 175 -50 -4,145 -4,682 -4,495 -4,557 -42 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.1 0.7 96.3 96.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 3 26 28 31 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,230
COMMITMENTS
425 17,400 0 63,406 46,710 63,831 64,110 399 120
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,400)
-270 0 0 -2,310 -2,400 -2,580 -2,400 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 27.1 0.0 98.7 72.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 27 25 28 26
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,473
COMMITMENTS
605 17,400 0 80,561 63,818 81,166 81,218 307 255
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,553)
-260 0 0 -3,449 -3,543 -3,709 -3,543 156 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 21.4 0.0 98.9 78.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 28 26 30 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,150
COMMITMENTS
700 900 50 34,119 34,060 34,869 35,010 281 140
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,400)
0 0 0 1,380 1,400 1,380 1,400 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.6 0.1 97.1 96.9 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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 38,395
COMMITMENTS
2,425 0 150 35,760 38,029 38,335 38,179 60 216
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,350)
-225 0 0 -1,125 -1,350 -1,350 -1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.4 93.1 99.0 99.8 99.4 0.2 0.6
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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,290
COMMITMENTS
0 800 0 16,290 15,490 16,290 16,290 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 500)
-550 550 -50 1,100 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 0 17 14 17 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,523
COMMITMENTS
1,650 2,672 550 18,088 17,001 20,288 20,223 235 300
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 289)
150 -694 -300 439 1,283 289 289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.0 2.7 88.1 82.8 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 2 23 24 27 29
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,107
COMMITMENTS
900 1,032 850 7,197 6,925 8,947 8,807 160 300
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 11.3 9.3 79.0 76.0 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 13 17 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,065
COMMITMENTS
190 575 500 10,995 10,950 11,685 12,025 380 40
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,170)
-70 -75 -25 -1,055 -1,070 -1,150 -1,170 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.8 4.1 91.1 90.8 96.9 99.7 3.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 12 13 14 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,134
COMMITMENTS
0 1,100 150 43,849 42,804 43,999 44,054 135 80
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,539)
0 -100 100 1,399 1,539 1,499 1,539 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.3 99.4 97.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 25 25 26 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 51,441
COMMITMENTS
1,900 1,300 350 49,191 49,791 51,441 51,441 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,316)
100 50 0 1,216 1,266 1,316 1,316 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.5 0.7 95.6 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 1 30 28 33 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,789
COMMITMENTS
1,345 320 340 45,999 47,069 47,684 47,729 105 60
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,310)
-70 -25 0 -3,235 -3,285 -3,305 -3,310 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 0.7 96.3 98.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,984
COMMITMENTS
1,660 2,320 515 56,624 56,149 58,799 58,984 185 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,250)
-55 -25 0 -2,185 -2,225 -2,240 -2,250 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.9 0.9 96.0 95.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 26 13 29 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 70,003
COMMITMENTS
240 138 717 68,945 68,729 69,902 69,584 101 419
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,135)
-20 -969 169 -4,253 -3,312 -4,104 -4,112 -31 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 1.0 98.5 98.2 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 31 28 33 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 98,948
COMMITMENTS
4,926 3,981 1,207 92,736 93,306 98,869 98,494 79 454
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,717)
80 700 -1,145 -2,636 -3,239 -3,701 -3,685 -16 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.0 1.2 93.7 94.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 7 3 30 32 39 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,569
COMMITMENTS
900 75 0 30,634 31,494 31,534 31,569 35 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,613)
-350 0 0 -3,258 -3,613 -3,608 -3,613 -5 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: 26)
3 1 0 15 16 18 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 44,626
COMMITMENTS
1,604 4,550 75 42,940 40,001 44,619 44,626 7 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,373)
98 -150 0 -2,350 -2,223 -2,252 -2,373 -121 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 10.2 0.2 96.2 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 28 19 32 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,440
COMMITMENTS
4,015 1,600 1,910 39,245 41,620 45,170 45,130 270 310
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,380)
-265 50 -55 -3,160 -3,195 -3,480 -3,200 100 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.5 4.2 86.4 91.6 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 3 23 21 29 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,189
COMMITMENTS
0 2,672 40 33,054 30,357 33,094 33,069 95 120
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,815)
-50 55 -205 -1,540 -1,644 -1,795 -1,794 -20 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.1 99.6 91.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 1 20 17 21 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,361
COMMITMENTS
0 1,650 0 29,197 27,676 29,197 29,326 164 35
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -975)
-50 -150 0 -893 -820 -943 -970 -32 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 99.4 94.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 14 17 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,251
COMMITMENTS
1,147 115 632 28,031 29,439 29,810 30,186 441 65
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,357)
-84 30 -46 -4,227 -4,311 -4,357 -4,327 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.4 2.1 92.7 97.3 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 21 21 27 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,479
COMMITMENTS
1,060 0 1 21,268 22,288 22,329 22,289 150 190
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,722)
-34 0 0 -1,673 -1,712 -1,707 -1,712 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 94.6 99.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 20 17 22 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,527
COMMITMENTS
2,210 7,834 216 46,720 41,462 49,146 49,512 381 15
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,393)
-115 -123 -32 -2,202 -2,233 -2,349 -2,387 -44 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 15.8 0.4 94.3 83.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 2 30 26 34 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,388
COMMITMENTS
1,650 2,350 0 32,668 32,031 34,318 34,381 70 7
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,200)
-150 860 -10 -2,030 -3,049 -2,190 -2,199 -10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.8 0.0 95.0 93.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 26 21 27 22
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 6,220
COMMITMENTS
0 195 105 5,770 5,885 5,875 6,185 345 35
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -850)
0 15 -15 -820 -845 -835 -845 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.7 92.8 94.6 94.5 99.4 5.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 13 12 14
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,468
COMMITMENTS
0 1,375 1,075 17,393 16,018 18,468 18,468 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -720)
0 275 -150 -570 -845 -720 -720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 5.8 94.2 86.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 19 15 20 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,100
COMMITMENTS
0 175 0 13,100 12,925 13,100 13,100 0 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -504)
0 -25 0 -504 -479 -504 -504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,515
COMMITMENTS
815 0 0 17,665 19,495 18,480 19,495 1,035 20
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,900)
100 0 -100 1,805 2,000 1,805 1,900 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 90.5 99.9 94.7 99.9 5.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 15 11 17 11
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,025
COMMITMENTS
380 385 440 19,940 20,180 20,760 21,005 265 20
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,695)
35 50 -85 1,765 1,730 1,715 1,695 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.8 2.1 94.8 96.0 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 13 23 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 545,921
COMMITMENTS
8,239 76,064 68,347 468,598 399,896 545,184 544,307 737 1,614
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,913)
664 -845 -813 -4,696 -3,227 -4,845 -4,885 -68 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.9 12.5 85.8 73.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 19 19 23 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,520
COMMITMENTS
80 0 0 9,100 9,520 9,180 9,520 340 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -985)
-50 0 0 -915 -985 -965 -985 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.6 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 13 14 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,885
COMMITMENTS
1,100 0 0 27,174 28,880 28,274 28,880 611 5
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,029)
-100 0 0 -1,919 -2,025 -2,019 -2,025 -10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 94.1 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 15 12 17 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,936
COMMITMENTS
1,000 0 0 25,564 26,935 26,564 26,935 372 1
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,275)
-150 0 0 -1,120 -1,270 -1,270 -1,270 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 94.9 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 15 9 17 9
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,845
COMMITMENTS
50 475 0 13,655 13,090 13,705 13,565 140 280
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,205)
50 -75 0 -1,235 -1,130 -1,185 -1,205 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.4 0.0 98.6 94.5 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 13 13 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,134
COMMITMENTS
176 25 87 23,841 24,022 24,104 24,134 30 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,007)
2 -6,275 -2 -2,982 3,270 -2,982 -3,007 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.4 98.8 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 16 16 18 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,053
COMMITMENTS
273 0 37 25,713 25,946 26,023 25,983 30 70
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,150)
2 -6,200 -2 -3,120 3,052 -3,120 -3,150 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 98.7 99.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 16 14 18 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,400
COMMITMENTS
140 5,597 155 117,060 111,648 117,355 117,400 45 0
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,676)
-170 1,190 -215 -1,301 -2,631 -1,686 -1,656 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.8 0.1 99.7 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 6 2 36 32 39 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 134,333
COMMITMENTS
700 12,482 595 132,993 121,251 134,288 134,328 45 5
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,095)
-195 1,515 -285 -3,625 -5,330 -4,105 -4,100 10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.3 0.4 99.0 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 6 3 38 33 42 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 212,724
COMMITMENTS
17,738 29,502 15,560 179,371 167,553 212,669 212,615 55 109
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,959)
950 -3,445 1,107 -5,971 -1,423 -3,914 -3,761 -45 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 13.9 7.3 84.3 78.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 14 17 46 46 65 71
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,885
COMMITMENTS
1,440 575 5 48,115 49,280 49,560 49,860 325 25
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -245)
-35 -150 0 -325 -95 -360 -245 115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 0.0 96.5 98.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 21 14 24 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,760
COMMITMENTS
1,070 475 0 45,450 46,260 46,520 46,735 240 25
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -570)
-80 -150 0 -605 -420 -685 -570 115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.0 97.2 98.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 21 12 23 14
Updated June 9, 2017