CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 7,848
COMMITMENTS
315 125 0 7,509 7,717 7,824 7,842 24 6
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 55)
-45 0 0 80 55 35 55 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 0.0 95.7 98.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 0 8 9 12 11
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,709
COMMITMENTS
15,110 9,414 300 14,299 19,995 29,709 29,709 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -99)
-100 -100 0 1 1 -99 -99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 31.7 1.0 48.1 67.3 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,386
COMMITMENTS
16,146 21,183 20 29,220 24,183 45,386 45,386 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 300)
300 350 0 0 -50 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 46.7 0.0 64.4 53.3 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 70,576
COMMITMENTS
4,364 8,973 6,023 60,183 55,544 70,571 70,541 5 35
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 991)
-1,397 207 895 1,493 -95 991 1,006 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.7 8.5 85.3 78.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 11 16 14 32 26
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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 06/20/17 (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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,042
COMMITMENTS
6,325 15,023 637 27,080 18,382 34,042 34,042 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -700)
-250 -750 250 -700 -200 -700 -700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 44.1 1.9 79.5 54.0 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 23,565
COMMITMENTS
4,350 5,685 0 19,215 17,880 23,565 23,565 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 60)
760 100 0 -700 -40 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 24.1 0.0 81.5 75.9 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,107
COMMITMENTS
8,330 7,170 0 9,777 10,937 18,107 18,107 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 39.6 0.0 54.0 60.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 0 9 8 14 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,096
COMMITMENTS
14,252 14,245 700 14,144 14,151 29,096 29,096 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -49)
-2 -500 0 -47 451 -49 -49 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 49.0 2.4 48.6 48.6 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,445
COMMITMENTS
8,645 6,507 100 9,700 11,838 18,445 18,445 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -500)
-500 -100 0 0 -400 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 35.3 0.5 52.6 64.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 5 1 7 5 14 10
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 21,513
COMMITMENTS
850 2,445 100 20,543 18,968 21,493 21,513 20 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 540)
90 52 23 428 465 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.4 0.5 95.5 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 6 2 13 11 19 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,497,225
COMMITMENTS
965,744 45,638 805,952 3685154 4636167 5456850 5487757 40,375 9,468
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 11,001)
41,942 -41,722 -4,417 -28,341 58,420 9,184 12,281 1,817 -1,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.8 14.7 67.0 84.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
68 17 60 137 126 216 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,639,289
COMMITMENTS
113,559 24,658 747,096 771,190 866,457 1631845 1638211 7,444 1,078
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -218,004)
-16,830 -8,678 -117,231 -88,593 -92,404 -222,654 -218,313 4,649 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.5 45.6 47.0 52.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 16 26 59 57 90 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,973
COMMITMENTS
11,119 3,788 3,626 180,972 200,135 195,717 207,549 14,256 2,424
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 5,773)
808 799 412 4,784 5,368 6,004 6,579 -231 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 1.7 86.2 95.3 93.2 98.8 6.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 6 5 36 32 46 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,111
COMMITMENTS
1,268 615 515 96,987 98,234 98,770 99,364 4,341 3,747
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 4,029)
235 -267 52 2,893 4,244 3,180 4,029 849 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.5 94.1 95.3 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 28 31 31 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,480
COMMITMENTS
0 2,052 2,283 218,560 222,672 220,843 227,007 13,637 7,473
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 6,693)
-347 796 -97 7,313 6,417 6,869 7,116 -176 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.0 93.2 95.0 94.2 96.8 5.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 27 27 30 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,015,895
COMMITMENTS
1,429 18,464 10,353 992,207 980,716 1003989 1009533 11,906 6,362
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -8,853)
-105 339 299 -10,694 -10,386 -10,500 -9,748 1,647 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 1.0 97.7 96.5 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 2 4 53 36 58 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 460,944
COMMITMENTS
7,668 386 1,375 436,633 452,496 445,676 454,257 15,268 6,687
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,488)
-150 -217 554 2,338 2,734 2,742 3,071 -254 -583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.3 94.7 98.2 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 1 3 38 48 42 51
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 414,650
COMMITMENTS
4,312 0 1,694 393,088 407,671 399,094 409,365 15,556 5,285
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 21,648)
1,732 0 -130 20,767 22,176 22,369 22,046 -721 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.4 94.8 98.3 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 0 3 38 45 43 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,119
COMMITMENTS
500 1,200 3,011 190,153 188,624 193,664 192,835 4,455 5,284
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 9,633)
-1,128 1,200 1,304 9,119 7,566 9,295 10,070 338 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.6 1.5 96.0 95.2 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 3 31 32 35 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,089
COMMITMENTS
5,453 6,783 887 94,371 89,694 100,711 97,364 2,378 5,725
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,983)
-336 950 -162 2,261 45 1,763 833 220 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.6 0.9 91.5 87.0 97.7 94.4 2.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 26 25 29 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,611
COMMITMENTS
1,013 0 0 32,899 34,028 33,912 34,028 699 583
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 930)
0 0 0 744 771 744 771 186 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 95.1 98.3 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 13 15 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,515
COMMITMENTS
796 1,488 1,227 93,161 94,515 95,184 97,230 7,331 5,285
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 3,763)
3 1,209 33 4,619 3,594 4,655 4,836 -892 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 1.2 90.9 92.2 92.8 94.8 7.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 21 23 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 170,666
COMMITMENTS
0 0 0 163,724 168,090 163,724 168,090 6,942 2,576
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 6,147)
0 0 0 6,929 6,996 6,929 6,996 -782 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 98.5 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 27 28 27 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,540
COMMITMENTS
0 0 0 63,088 64,310 63,088 64,310 5,452 4,230
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 93 124 93 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 93.8 92.0 93.8 8.0 6.2
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,488
COMMITMENTS
1,410 1,058 0 19,680 20,480 21,090 21,538 1,398 950
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 4,309)
0 248 0 4,177 3,813 4,177 4,061 132 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.7 0.0 87.5 91.1 93.8 95.8 6.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 17 20 19 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 588,512
COMMITMENTS
46,474 4,763 3,025 531,551 571,677 581,050 579,465 7,462 9,047
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,021)
-1,520 -884 -193 4,178 3,000 2,465 1,923 -1,444 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.8 0.5 90.3 97.1 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
5 4 6 56 58 64 65
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,938
COMMITMENTS
935 2,523 796 108,698 108,586 110,429 111,905 7,509 6,033
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 185)
-434 225 -128 1,542 2,942 980 3,039 -795 -2,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.1 0.7 92.2 92.1 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 26 24 28 28
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,941
COMMITMENTS
1,156 0 0 14,830 16,398 15,986 16,398 1,955 1,543
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 82.7 91.4 89.1 91.4 10.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 14 13 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,761
COMMITMENTS
0 948 155 74,348 72,398 74,503 73,501 2,258 3,260
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,495)
-44 948 -297 1,681 844 1,340 1,495 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.2 96.9 94.3 97.1 95.8 2.9 4.2
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,336
COMMITMENTS
13,578 3,224 0 115,053 124,093 128,631 127,317 705 2,019
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 31,682)
13,578 3,224 0 17,887 30,477 31,465 33,701 217 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.5 0.0 89.0 95.9 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 2 0 23 34 31 36
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,260
COMMITMENTS
48,194 7,456 4,140 108,290 147,929 160,624 159,525 636 1,735
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 32,948)
9,588 -854 4,140 19,518 29,037 33,246 32,323 -298 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.6 2.6 67.2 91.7 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 8 3 31 48 45 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,441
COMMITMENTS
0 2,564 0 137,728 132,213 137,728 134,777 1,713 4,664
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 24,747)
0 -372 0 24,094 24,538 24,094 24,166 653 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.8 94.8 98.8 96.7 1.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 20 23 20 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,165
COMMITMENTS
0 108 928 262,652 263,029 263,580 264,065 9,585 9,100
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 5,104)
0 -876 153 7,698 6,588 7,851 5,865 -2,747 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.3 96.2 96.3 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 1 34 34 35 35
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,373
COMMITMENTS
1,300 1,284 0 17,501 18,210 18,801 19,494 3,572 2,879
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,263)
186 124 0 1,275 2,135 1,461 2,259 802 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.7 0.0 78.2 81.4 84.0 87.1 16.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 8 11 10 13
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,600
COMMITMENTS
0 1,162 2,109 118,577 120,385 120,686 123,656 4,914 1,944
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,142)
-422 1,162 422 2,080 496 2,080 2,080 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.7 94.4 95.8 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 21 24 22 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,444
COMMITMENTS
4,963 620 780 132,138 136,577 137,881 137,977 7,563 7,467
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,937)
586 569 -131 1,933 242 2,388 680 -451 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 0.5 90.9 93.9 94.8 94.9 5.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 22 15 25 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,582
COMMITMENTS
0 0 0 115,312 125,268 115,312 125,268 12,270 2,314
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,697)
0 0 0 1,037 1,805 1,037 1,805 660 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 98.2 90.4 98.2 9.6 1.8
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,661
COMMITMENTS
178 0 62 72,691 72,956 72,931 73,018 730 643
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,263)
-62 0 62 2,143 1,922 2,143 1,984 120 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 98.7 99.0 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 13 15 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,246
COMMITMENTS
613 0 682 110,267 115,038 111,562 115,720 7,684 3,526
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,884)
210 -468 282 4,039 2,800 4,531 2,614 -1,647 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.6 92.5 96.5 93.6 97.0 6.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 21 22 23 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,616
COMMITMENTS
0 6,539 8,310 145,744 138,607 154,054 153,456 10,562 11,160
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 5,089)
0 3,431 -567 4,980 1,673 4,413 4,537 676 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 5.0 88.5 84.2 93.6 93.2 6.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 3 33 23 36 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,255
COMMITMENTS
2,281 1,381 720 23,508 25,209 26,509 27,310 1,746 945
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,955)
2,281 241 720 5,103 6,529 8,104 7,490 -149 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.9 2.5 83.2 89.2 93.8 96.7 6.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 2 18 14 23 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,781
COMMITMENTS
3,448 427 62 24,380 26,852 27,890 27,341 891 1,440
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 4,433)
774 279 0 3,501 3,995 4,275 4,274 158 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.5 0.2 84.7 93.3 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 14 16 18 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,185
COMMITMENTS
13,929 3,158 1,093 171,886 179,676 186,908 183,927 6,277 9,258
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 9,517)
-121 -372 279 8,957 10,036 9,115 9,943 402 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.6 0.6 89.0 93.0 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 2 36 35 40 39
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,097
COMMITMENTS
0 0 0 19,730 20,097 19,730 20,097 367 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 100.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,159
COMMITMENTS
1,446 0 0 79,106 82,694 80,552 82,694 8,607 6,465
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,789)
890 0 0 3,390 5,138 4,280 5,138 -1,491 -2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 88.7 92.7 90.3 92.7 9.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 24 24 26 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,749
COMMITMENTS
0 0 0 92,028 96,133 92,028 96,133 8,721 4,616
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,639)
0 0 0 1,760 1,515 1,760 1,515 -121 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.3 95.4 91.3 95.4 8.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 18 26 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,969
COMMITMENTS
2,780 617 300 58,902 60,539 61,982 61,456 5,987 6,513
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,252)
586 0 300 1,382 2,680 2,268 2,980 -1,016 -1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 0.4 86.7 89.1 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 14 15 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,585
COMMITMENTS
3,829 148 62 35,146 38,820 39,037 39,030 548 555
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,945)
1,147 -62 62 1,674 2,600 2,883 2,600 62 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.4 0.2 88.8 98.1 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 16 15 20 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 120,422
COMMITMENTS
3,537 0 0 107,229 111,112 110,766 111,112 9,656 9,310
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,321)
1,255 0 0 1,526 1,252 2,781 1,252 -460 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 89.0 92.3 92.0 92.3 8.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 25 16 27 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,882
COMMITMENTS
0 0 0 67,718 71,857 67,718 71,857 10,164 6,025
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 454)
0 0 0 454 454 454 454 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 92.3 86.9 92.3 13.1 7.7
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 138,147
COMMITMENTS
21,374 9,391 15,229 101,137 113,041 137,740 137,661 407 486
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 380)
-136 -35 216 320 199 400 380 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.8 11.0 73.2 81.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 11 20 42 45 66 65
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,837
COMMITMENTS
2,775 875 1,575 35,487 37,387 39,837 39,837 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 362)
250 -50 0 112 412 362 362 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.2 4.0 89.1 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 6 4 28 23 35 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,679
COMMITMENTS
2,000 575 175 26,504 27,929 28,679 28,679 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -40)
175 0 -75 -140 35 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.0 0.6 92.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 188,385
COMMITMENTS
6,824 35,137 1,805 179,590 151,318 188,219 188,260 166 125
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 320)
200 -950 -50 170 1,320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 18.7 1.0 95.3 80.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,697
COMMITMENTS
778 7,496 3,369 63,507 56,812 67,654 67,677 43 20
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -7)
171 410 130 -308 -548 -7 -7 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 11.1 5.0 93.8 83.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 5 24 23 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 24,967
COMMITMENTS
200 450 450 24,310 24,067 24,960 24,967 7 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 12)
0 0 0 12 12 12 12 0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,130
COMMITMENTS
513 4,075 552 57,026 53,443 58,091 58,070 39 60
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -85 -85 -85 -85 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,136
COMMITMENTS
1,618 2,300 400 56,929 56,061 58,947 58,761 189 375
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -689)
0 0 0 -689 -749 -689 -749 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.9 0.7 96.3 94.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 7 3 27 28 32 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,302
COMMITMENTS
425 17,400 0 65,478 48,730 65,903 66,130 399 172
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,800)
0 0 0 1,800 1,800 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 26.2 0.0 98.8 73.5 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,462
COMMITMENTS
735 17,574 0 82,420 65,633 83,155 83,207 307 255
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,935)
130 100 0 1,805 1,835 1,935 1,935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 21.1 0.0 98.8 78.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 0 30 27 32 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,344
COMMITMENTS
550 850 50 33,590 33,314 34,190 34,214 154 130
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 535)
0 0 0 680 535 680 535 -145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 0.1 97.8 97.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 22 20 24 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,012
COMMITMENTS
2,225 0 50 34,677 36,758 36,952 36,808 60 204
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -402)
50 0 -50 -402 -352 -402 -402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.1 93.7 99.3 99.8 99.4 0.2 0.6
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 06/27/17 |
--------------------------------------------------------------| 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 06/20/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,281
COMMITMENTS
1,100 3,196 800 19,151 16,985 21,051 20,981 230 300
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,292)
0 614 100 1,192 578 1,292 1,292 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 15.0 3.8 90.0 79.8 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 3 24 25 29 30
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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 06/20/17 (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 06/27/17 |
--------------------------------------------------------------| 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 06/20/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,423
COMMITMENTS
0 550 450 41,758 41,353 42,208 42,353 215 70
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 90)
0 0 0 240 90 240 90 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.1 98.4 97.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 25 23 26 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 48,637
COMMITMENTS
1,675 1,300 250 46,712 47,087 48,637 48,637 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 817)
0 -100 100 717 817 817 817 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.7 0.5 96.0 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 31 29 35 33
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,599
COMMITMENTS
1,415 320 340 48,739 49,869 50,494 50,529 105 70
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 980)
0 0 0 980 980 980 980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.6 0.7 96.3 98.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 20 12 23 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,158
COMMITMENTS
1,730 2,420 515 59,728 59,223 61,973 62,158 185 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,002)
0 0 0 1,002 1,002 1,002 1,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.9 0.8 96.1 95.3 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 71,429
COMMITMENTS
302 0 434 70,596 70,621 71,332 71,055 97 374
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -720)
-707 0 102 -67 -747 -672 -645 -48 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 98.8 98.9 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 31 30 33 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,403
COMMITMENTS
7,957 4,698 961 96,377 99,260 105,295 104,919 108 484
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,085)
338 37 2 745 1,046 1,085 1,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.5 0.9 91.4 94.2 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 6 4 31 32 44 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,779
COMMITMENTS
950 25 0 31,829 32,754 32,779 32,779 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 102)
25 -50 0 77 152 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 0.0 97.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 16 20 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| 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 06/20/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,865
COMMITMENTS
4,605 1,550 1,920 43,130 46,085 49,655 49,555 210 310
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,405)
0 0 0 1,405 1,405 1,405 1,405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.1 3.9 86.5 92.4 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,025
COMMITMENTS
0 2,612 165 36,760 34,128 36,925 36,905 100 120
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 155)
0 -150 125 30 180 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.4 99.3 92.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 20 17 22 21
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,441
COMMITMENTS
0 1,740 150 33,127 31,516 33,277 33,406 164 35
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -200)
0 90 150 -350 -200 -200 40 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.4 99.1 94.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 15 17 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,658
COMMITMENTS
1,422 0 557 28,238 30,031 30,217 30,588 441 70
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -453)
0 0 0 -453 -453 -453 -453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.8 92.1 98.0 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,941
COMMITMENTS
1,380 0 1 21,410 22,710 22,791 22,711 150 230
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -392)
320 -50 0 -712 -342 -392 -392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 93.3 99.0 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 20 18 22 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,990
COMMITMENTS
2,210 8,456 226 47,167 41,288 49,603 49,970 387 20
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,650)
0 346 -7 1,651 1,329 1,644 1,668 6 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 16.9 0.5 94.4 82.6 99.2 100.0 0.8 0.0
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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,161
COMMITMENTS
1,650 2,820 0 33,441 32,334 35,091 35,154 70 7
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,175)
0 470 0 1,175 705 1,175 1,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.0 0.0 95.1 92.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 26 23 27 24
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MW OPEN INTEREST: 6,485
COMMITMENTS
0 195 105 6,035 6,150 6,140 6,450 345 35
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.6 93.1 94.8 94.7 99.5 5.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 14 12 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,057
COMMITMENTS
0 1,375 1,075 17,982 16,607 19,057 19,057 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 234)
0 0 0 234 234 234 234 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 5.6 94.4 87.1 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 13,325
COMMITMENTS
0 175 0 13,322 13,150 13,322 13,325 3 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 47 50 47 50 3 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,585
COMMITMENTS
665 0 10 17,855 19,555 18,530 19,565 1,055 20
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 35)
0 0 0 35 35 35 35 0 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 13 17 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,470
COMMITMENTS
630 485 440 20,135 20,525 21,205 21,450 265 20
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 130)
50 0 0 80 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 2.0 93.8 95.6 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 20 15 24 17
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 586,867
COMMITMENTS
20,634 77,503 65,537 500,548 443,827 586,719 586,867 148 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 8,098)
865 -596 -983 8,216 9,678 8,098 8,098 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 13.2 11.2 85.3 75.6 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,020
COMMITMENTS
80 0 0 9,525 9,950 9,605 9,950 415 70
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.1 99.3 95.9 99.3 4.1 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,935
COMMITMENTS
1,050 50 0 28,274 29,880 29,324 29,930 611 5
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 100)
-50 50 0 150 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 0.0 94.5 99.8 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 17 12 19 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,336
COMMITMENTS
1,000 50 0 25,964 27,285 26,964 27,335 372 1
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 0.0 95.0 99.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 15 9 17 10
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,510
COMMITMENTS
50 575 0 14,425 13,755 14,475 14,330 35 180
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 25)
0 100 0 25 25 25 125 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.0 0.0 99.4 94.8 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 14 14 15 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,429
COMMITMENTS
876 125 87 25,466 26,217 26,429 26,429 0 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 545)
0 0 0 585 545 585 545 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 0.3 96.4 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 17 16 21 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,153
COMMITMENTS
973 100 37 28,023 28,966 29,033 29,103 120 50
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 790)
0 0 0 830 810 830 810 -40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.3 0.1 96.1 99.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 16 16 20 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,135
COMMITMENTS
125 7,752 265 124,700 117,118 125,090 125,135 45 0
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,120)
-15 955 10 1,125 155 1,120 1,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.2 0.2 99.7 93.6 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 143,143
COMMITMENTS
190 16,332 1,025 141,903 125,781 143,118 143,138 25 5
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,090)
0 755 0 1,090 335 1,090 1,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.4 0.7 99.1 87.9 100.0 100.0 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 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 222,012
COMMITMENTS
20,922 32,416 17,407 183,557 172,023 221,886 221,847 126 165
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,095)
616 478 -1,106 1,536 1,667 1,046 1,039 49 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 14.6 7.8 82.7 77.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 16 17 49 46 68 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,885
COMMITMENTS
1,890 325 75 49,605 51,460 51,570 51,860 315 25
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 340)
400 0 -5 -45 345 350 340 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 0.1 95.6 99.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 23 15 27 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,640
COMMITMENTS
1,295 325 75 46,030 47,215 47,400 47,615 240 25
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -425)
225 0 0 -650 -425 -425 -425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.2 96.6 99.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 21 13 25 15
Updated June 30, 2017