CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,793
COMMITMENTS
360 125 0 7,429 7,662 7,789 7,787 4 6
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 50)
-100 0 0 150 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.6 0.0 95.3 98.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 2 0 8 9 13 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,807
COMMITMENTS
15,210 9,514 300 14,297 19,993 29,807 29,807 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1)
0 -250 0 -1 265 -1 15 0 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 31.9 1.0 48.0 67.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 2 10 6 17 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| 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 06/13/17 (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 46.2 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 69,585
COMMITMENTS
5,761 8,767 5,129 58,690 55,639 69,580 69,535 5 50
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -2,800)
-225 349 581 -3,156 -3,705 -2,800 -2,775 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.6 7.4 84.3 80.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 9 10 14 13 29 25
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,542
COMMITMENTS
7,989 896 0 31,553 38,646 39,542 39,542 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,742
COMMITMENTS
6,575 15,773 387 27,780 18,582 34,742 34,742 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 45.4 1.1 80.0 53.5 100.0 100.0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,505
COMMITMENTS
3,590 5,585 0 19,915 17,920 23,505 23,505 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -60)
40 -60 0 -100 0 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 23.8 0.0 84.7 76.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 0 7 4 12 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| 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 7,170 0 9,537 10,697 17,867 17,867 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 0)
0 100 0 0 -100 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 40.1 0.0 53.4 59.9 100.0 100.0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,145
COMMITMENTS
14,254 14,745 700 14,191 13,700 29,145 29,145 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -56)
-2 -100 0 -54 44 -56 -56 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 50.6 2.4 48.7 47.0 100.0 100.0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,945
COMMITMENTS
9,145 6,607 100 9,700 12,238 18,945 18,945 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -350)
-350 0 0 0 -350 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 34.9 0.5 51.2 64.6 100.0 100.0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,973
COMMITMENTS
760 2,393 77 20,116 18,503 20,953 20,973 20 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -109)
0 173 12 -120 -294 -109 -109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.4 0.4 95.9 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 2 13 11 18 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,486,224
COMMITMENTS
923,802 87,360 810,369 3713495 4577747 5447666 5475476 38,558 10,748
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -2,308)
-35,163 -14,017 24,737 7,070 -14,867 -3,356 -4,147 1,048 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.6 14.8 67.7 83.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
59 23 60 135 122 214 186
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,857,293
COMMITMENTS
130,389 33,336 864,327 859,783 958,861 1854499 1856524 2,794 769
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 33,803)
13,349 9,666 11,360 9,137 12,886 33,846 33,912 -43 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.8 46.5 46.3 51.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
15 17 28 59 59 90 88
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,200
COMMITMENTS
10,311 2,989 3,214 176,188 194,767 189,713 200,970 14,487 3,230
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,951)
533 -738 213 3,053 4,551 3,799 4,026 152 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.5 1.6 86.3 95.4 92.9 98.4 7.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 5 35 30 44 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,082
COMMITMENTS
1,033 882 463 94,094 93,990 95,590 95,335 3,492 3,747
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 422)
903 298 252 1,098 698 2,253 1,248 -1,831 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 0.5 95.0 94.9 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 28 30 31 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,787
COMMITMENTS
347 1,256 2,380 211,247 216,255 213,974 219,891 13,813 7,896
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 8,832)
-1,347 951 418 9,607 7,408 8,678 8,777 154 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 1.0 92.7 94.9 93.9 96.5 6.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 3 25 27 28 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,024,748
COMMITMENTS
1,534 18,125 10,054 1002901 991,102 1014489 1019281 10,259 5,467
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -8,258)
100 141 410 -8,779 -8,662 -8,269 -8,111 11 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 1.0 97.9 96.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 4 53 36 59 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 458,456
COMMITMENTS
7,818 603 821 434,295 449,762 442,934 451,186 15,522 7,270
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -8,861)
1,241 -800 666 -9,924 -8,832 -8,017 -8,966 -844 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.2 94.7 98.1 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 1 3 36 46 40 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,002
COMMITMENTS
2,580 0 1,824 372,321 385,495 376,725 387,319 16,277 5,683
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 6,964)
1,691 -3 -41 6,206 6,550 7,856 6,506 -892 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 94.7 98.1 95.9 98.6 4.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 0 3 37 41 42 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,486
COMMITMENTS
1,628 0 1,707 181,034 181,058 184,369 182,765 4,117 5,721
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,566)
51 0 358 1,213 739 1,622 1,097 -56 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.9 96.0 96.1 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 3 31 34 34 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,106
COMMITMENTS
5,789 5,833 1,049 92,110 89,649 98,948 96,531 2,158 4,575
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 145)
489 1,602 -1,097 569 -328 -39 177 184 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.8 1.0 91.1 88.7 97.9 95.5 2.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 2 25 25 29 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,681
COMMITMENTS
1,013 0 0 32,155 33,257 33,168 33,257 513 424
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,224)
1,013 0 0 3,340 3,100 4,353 3,100 -1,129 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 95.5 98.7 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 11 12 12 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,752
COMMITMENTS
793 279 1,194 88,542 90,921 90,529 92,394 8,223 6,358
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 607)
-89 0 123 389 484 423 607 184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 1.2 89.7 92.1 91.7 93.6 8.3 6.4
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,519
COMMITMENTS
0 0 0 156,795 161,094 156,795 161,094 7,724 3,425
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,270)
0 0 0 3,057 1,738 3,057 1,738 213 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 97.9 95.3 97.9 4.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 24 26 24 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,416
COMMITMENTS
0 0 0 62,964 64,217 62,964 64,217 5,452 4,199
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 666)
0 0 0 790 604 790 604 -124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 93.9 92.0 93.9 8.0 6.1
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,179
COMMITMENTS
1,410 810 0 15,503 16,667 16,913 17,477 1,266 702
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,261)
0 0 0 1,075 1,261 1,075 1,261 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.5 0.0 85.3 91.7 93.0 96.1 7.0 3.9
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 587,491
COMMITMENTS
47,994 5,647 3,218 527,373 568,677 578,585 577,542 8,906 9,949
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -5,931)
-866 -333 -103 -5,540 -7,173 -6,509 -7,609 578 1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.0 0.5 89.8 96.8 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
5 3 4 56 57 62 63
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,753
COMMITMENTS
1,369 2,298 924 107,156 105,644 109,449 108,866 8,304 8,887
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,050)
1,369 579 521 -2,503 -1,831 -613 -731 -437 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.0 0.8 91.0 89.7 92.9 92.5 7.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 24 22 26 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,266
COMMITMENTS
44 0 452 72,667 71,554 73,163 72,006 2,103 3,260
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -436)
44 -204 80 -684 -312 -560 -436 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.6 96.5 95.1 97.2 95.7 2.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 19 16 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,654
COMMITMENTS
0 0 0 97,166 93,616 97,166 93,616 488 4,038
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 248)
0 0 0 984 12 984 12 -736 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 95.9 99.5 95.9 0.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 15 14 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,312
COMMITMENTS
38,606 8,310 0 88,772 118,892 127,378 127,202 934 1,110
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 620)
0 0 0 620 620 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 6.5 0.0 69.2 92.7 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 10 0 20 43 28 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,694
COMMITMENTS
0 2,936 0 113,634 107,675 113,634 110,611 1,060 4,083
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 6,654)
0 1,848 0 6,592 4,532 6,592 6,380 62 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 99.1 93.9 99.1 96.4 0.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 17 22 17 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,061
COMMITMENTS
0 984 775 254,954 256,441 255,729 258,200 12,332 9,861
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,748)
-2,819 395 -126 4,648 1,163 1,703 1,432 2,045 2,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.3 95.1 95.7 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 1 31 32 32 34
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,110
COMMITMENTS
1,114 1,160 0 16,226 16,075 17,340 17,235 2,770 2,875
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.8 0.0 80.7 79.9 86.2 85.7 13.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 9 11 11 13
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,458
COMMITMENTS
422 0 1,687 116,497 119,889 118,606 121,576 4,852 1,882
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 32)
0 0 0 -368 338 -368 338 400 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.4 94.4 97.1 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 20 23 21 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,507
COMMITMENTS
4,377 51 911 130,205 136,335 135,493 137,297 8,014 6,210
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,563)
310 -368 113 778 1,360 1,201 1,105 362 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.6 90.7 95.0 94.4 95.7 5.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 14 22 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,885
COMMITMENTS
0 0 0 114,275 123,463 114,275 123,463 11,610 2,422
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,137)
0 0 0 954 1,137 954 1,137 183 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 98.1 90.8 98.1 9.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 19 19 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,398
COMMITMENTS
240 0 0 70,548 71,034 70,788 71,034 610 364
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 7,162)
0 0 0 7,282 7,162 7,282 7,162 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.8 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 15 14 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,362
COMMITMENTS
403 468 400 106,228 112,238 107,031 113,106 9,331 3,256
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,919)
-399 468 90 2,305 2,694 1,996 3,252 923 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.3 91.3 96.5 92.0 97.2 8.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 19 21 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,527
COMMITMENTS
0 3,108 8,877 140,764 136,934 149,641 148,919 9,886 10,608
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,121)
0 895 909 1,019 134 1,928 1,938 193 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 5.6 88.2 85.8 93.8 93.4 6.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 4 32 24 36 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,300
COMMITMENTS
0 1,140 0 18,405 18,680 18,405 19,820 1,895 480
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,170)
0 0 0 2,015 2,170 2,015 2,170 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 90.7 92.0 90.7 97.6 9.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 12 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,348
COMMITMENTS
2,674 148 62 20,879 22,857 23,615 23,067 733 1,281
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -93)
124 -62 62 -250 -124 -64 -124 -29 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.6 0.3 85.8 93.9 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 12 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,668
COMMITMENTS
14,050 3,530 814 162,929 169,640 177,793 173,984 5,875 9,684
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 4,428)
-338 -856 0 5,084 5,353 4,746 4,497 -318 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.9 0.4 88.7 92.4 96.8 94.7 3.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 2 35 31 39 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,370
COMMITMENTS
556 0 0 75,716 77,556 76,272 77,556 10,098 8,814
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,066)
31 0 0 2,935 775 2,966 775 -1,900 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 87.7 89.8 88.3 89.8 11.7 10.2
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,110
COMMITMENTS
0 0 0 90,268 94,618 90,268 94,618 8,842 4,492
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 60)
0 0 0 0 60 0 60 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 95.5 91.1 95.5 8.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 16 24 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,717
COMMITMENTS
2,194 617 0 57,520 57,859 59,714 58,476 7,003 8,241
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 4,449)
151 0 0 5,056 1,890 5,207 1,890 -758 2,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.9 0.0 86.2 86.7 89.5 87.6 10.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 13 12 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,640
COMMITMENTS
2,682 210 0 33,472 36,220 36,154 36,430 486 210
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 5,180)
372 0 0 4,808 5,180 5,180 5,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 0.0 91.4 98.9 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 14 11 17 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 118,101
COMMITMENTS
2,282 0 0 105,703 109,860 107,985 109,860 10,116 8,241
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,981)
0 0 0 2,426 2,707 2,426 2,707 555 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 89.5 93.0 91.4 93.0 8.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 27 16 28 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,428
COMMITMENTS
0 0 0 67,264 71,403 67,264 71,403 10,164 6,025
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 952)
0 0 0 738 1,198 738 1,198 214 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 92.2 86.9 92.2 13.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 137,767
COMMITMENTS
21,510 9,426 15,013 100,818 112,842 137,340 137,281 427 486
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 310)
-149 71 105 392 181 348 356 -38 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.8 10.9 73.2 81.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 11 20 41 43 65 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,475
COMMITMENTS
2,525 925 1,575 35,375 36,975 39,475 39,475 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 881)
50 100 325 506 456 881 881 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.3 4.0 89.6 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 3 28 23 34 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,719
COMMITMENTS
1,825 575 250 26,644 27,894 28,719 28,719 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 175)
-350 25 -50 575 200 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.0 0.9 92.8 97.1 100.0 100.0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 188,065
COMMITMENTS
6,624 36,087 1,855 179,420 149,998 187,899 187,940 166 125
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,257)
320 1,345 150 2,775 1,762 3,245 3,257 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 19.2 1.0 95.4 79.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 8 5 38 39 46 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,704
COMMITMENTS
608 7,086 3,238 63,815 57,360 67,661 67,684 43 20
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 652)
99 316 209 343 127 651 652 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.5 4.8 94.3 84.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 7 5 23 24 32 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 24,955
COMMITMENTS
200 450 450 24,298 24,055 24,948 24,955 7 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1)
0 0 0 0 1 0 1 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.8 1.8 97.4 96.4 100.0 100.0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,215
COMMITMENTS
513 4,075 552 57,111 53,528 58,176 58,155 39 60
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -660)
100 300 -80 -680 -880 -660 -660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.0 0.9 98.1 91.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 2 27 30 29 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,825
COMMITMENTS
1,618 2,300 400 57,618 56,810 59,636 59,510 189 315
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -836)
0 300 0 -836 -1,316 -836 -1,016 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.8 0.7 96.3 95.0 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 7 3 26 28 31 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,502
COMMITMENTS
425 17,400 0 63,678 46,930 64,103 64,330 399 172
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -248)
0 0 0 -248 -300 -248 -300 0 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 27.0 0.0 98.7 72.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 28 26 29 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,527
COMMITMENTS
605 17,474 0 80,615 63,798 81,220 81,272 307 255
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -226)
0 74 0 -226 -300 -226 -226 0 0
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: 39)
2 2 0 29 27 31 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,809
COMMITMENTS
550 850 50 32,910 32,779 33,510 33,679 299 130
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -161)
-150 0 0 -56 -161 -206 -161 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 0.1 97.3 97.0 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,414
COMMITMENTS
2,175 0 100 35,079 37,110 37,354 37,210 60 204
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 174)
50 0 -50 174 224 174 174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.3 93.8 99.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 22 24 25 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 15,540
COMMITMENTS
0 750 0 15,540 14,790 15,540 15,540 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 100.0 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 17 13 17 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,989
COMMITMENTS
1,100 2,581 700 17,959 16,407 19,759 19,689 230 300
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 711)
-200 181 0 911 530 711 711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.9 3.5 89.8 82.1 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 2 24 24 28 29
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,402
COMMITMENTS
1,050 1,032 600 6,597 6,470 8,247 8,102 155 300
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.3 7.1 78.5 77.0 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 12 15 14
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,915
COMMITMENTS
190 775 500 10,845 10,600 11,535 11,875 380 40
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.5 4.2 91.0 89.0 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 13 13 15 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,333
COMMITMENTS
0 550 450 41,518 41,263 41,968 42,263 365 70
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 168)
0 -500 300 -152 368 148 168 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.1 98.1 97.5 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 24 22 25 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,819
COMMITMENTS
1,675 1,400 150 45,994 46,269 47,819 47,819 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,201)
0 0 0 -1,201 -1,201 -1,201 -1,201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.9 0.3 96.2 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 30 27 34 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,619
COMMITMENTS
1,415 320 340 47,759 48,889 49,514 49,549 105 70
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,260)
70 0 0 1,190 1,250 1,260 1,250 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 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 11 23 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,156
COMMITMENTS
1,730 2,420 515 58,726 58,221 60,971 61,156 185 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,297)
70 0 0 1,227 1,297 1,297 1,297 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.0 0.8 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 15 29 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 72,149
COMMITMENTS
1,009 0 332 70,663 71,368 72,004 71,700 145 449
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,603)
769 -257 -112 1,946 2,912 2,603 2,543 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.5 97.9 98.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 31 29 33 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,319
COMMITMENTS
7,619 4,662 959 95,633 98,214 104,211 103,835 108 484
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,607)
2,633 -34 -111 83 2,753 2,605 2,607 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.5 0.9 91.7 94.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 6 4 30 31 42 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,677
COMMITMENTS
925 75 0 31,752 32,602 32,677 32,677 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 88)
-25 0 0 148 88 123 88 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 0.0 97.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 18 16 22 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 45,286
COMMITMENTS
1,574 4,550 75 43,000 40,536 44,649 45,161 637 125
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 540)
50 0 0 -140 415 -90 415 630 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.0 0.2 95.0 89.5 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 26 18 30 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,460
COMMITMENTS
4,605 1,550 1,920 41,725 44,680 48,250 48,150 210 310
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,110)
970 0 10 1,190 2,100 2,170 2,110 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.2 4.0 86.1 92.2 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 3 23 22 30 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,870
COMMITMENTS
0 2,762 40 36,730 33,948 36,770 36,750 100 120
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,751)
0 -50 0 2,751 2,801 2,751 2,751 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.1 99.6 92.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,641
COMMITMENTS
0 1,650 0 33,477 31,716 33,477 33,366 164 275
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,155)
0 0 0 3,155 3,155 3,155 3,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 99.5 94.3 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 15 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,111
COMMITMENTS
1,422 0 557 28,691 30,484 30,670 31,041 441 70
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 251)
-10 0 10 251 236 251 246 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.8 92.2 98.0 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 3 21 21 27 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,333
COMMITMENTS
1,060 50 1 22,122 23,052 23,183 23,103 150 230
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 304)
0 0 0 304 264 304 264 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.2 0.0 94.8 98.8 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 20 18 22 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,340
COMMITMENTS
2,210 8,111 233 45,516 39,959 47,959 48,302 381 38
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -485)
0 337 7 -492 -826 -485 -483 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 16.8 0.5 94.2 82.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 30 26 34 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,986
COMMITMENTS
1,650 2,350 0 32,266 31,629 33,916 33,979 70 7
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -465 -465 -465 -465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.9 0.0 94.9 93.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 27 22 28 23
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 6,370
COMMITMENTS
0 195 105 5,920 6,035 6,025 6,335 345 35
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.6 92.9 94.7 94.6 99.5 5.4 0.5
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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,823
COMMITMENTS
0 1,375 1,075 17,748 16,373 18,823 18,823 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 280)
0 0 0 280 280 280 280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 5.7 94.3 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 1 20 15 21 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,275
COMMITMENTS
0 175 0 13,275 13,100 13,275 13,275 0 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,550
COMMITMENTS
665 0 10 17,820 19,520 18,495 19,530 1,055 20
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -190)
-150 0 10 -70 -200 -210 -190 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.1 91.2 99.8 94.6 99.9 5.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 12 17 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,340
COMMITMENTS
580 485 440 20,055 20,395 21,075 21,320 265 20
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -60)
200 100 0 -260 -160 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.3 2.1 94.0 95.6 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 20 14 24 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 578,769
COMMITMENTS
19,769 78,099 66,520 492,332 434,150 578,621 578,769 148 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 31,255)
2,825 2,873 4,598 23,833 23,785 31,255 31,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 13.5 11.5 85.1 75.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 4 20 20 24 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,940
COMMITMENTS
80 0 0 9,445 9,870 9,525 9,870 415 70
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 190)
0 0 0 190 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.0 99.3 95.8 99.3 4.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 12 14 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,835
COMMITMENTS
1,100 0 0 28,124 29,830 29,224 29,830 611 5
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 700)
0 0 0 700 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 94.3 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 17 12 19 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,336
COMMITMENTS
1,000 0 0 25,964 27,335 26,964 27,335 372 1
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 95.0 100.0 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 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,485
COMMITMENTS
50 475 0 14,400 13,730 14,450 14,205 35 280
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.0 99.4 94.8 99.8 98.1 0.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 14 14 15 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,884
COMMITMENTS
876 125 87 24,881 25,672 25,844 25,884 40 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 550)
100 -50 0 450 600 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.3 96.1 99.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 16 16 20 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,363
COMMITMENTS
973 100 37 27,193 28,156 28,203 28,293 160 70
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 1,160)
100 -50 0 1,060 1,210 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 0.1 95.9 99.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 15 15 19 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,015
COMMITMENTS
140 6,797 255 123,575 116,963 123,970 124,015 45 0
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,605)
-150 450 100 3,655 3,055 3,605 3,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.5 0.2 99.6 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 7 3 36 32 40 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 142,053
COMMITMENTS
190 15,577 1,025 140,813 125,446 142,028 142,048 25 5
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 5,325)
-50 2,305 195 5,200 2,825 5,345 5,325 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.0 0.7 99.1 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 10 6 39 33 46 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 220,917
COMMITMENTS
20,305 31,938 18,513 182,021 170,357 220,840 220,808 77 109
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,788)
1,388 1,898 1,797 -418 -911 2,766 2,783 22 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 14.5 8.4 82.4 77.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 14 18 49 46 68 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,545
COMMITMENTS
1,490 325 80 49,650 51,115 51,220 51,520 325 25
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 0.2 96.3 99.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 22 14 26 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,065
COMMITMENTS
1,070 325 75 46,680 47,640 47,825 48,040 240 25
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.2 97.1 99.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 21 12 24 14
Updated June 23, 2017