NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,875
COMMITMENTS
14,760 7,624 100 11,015 18,151 25,875 25,875 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -3,834)
-350 -1,790 -200 -3,284 -1,844 -3,834 -3,834 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 29.5 0.4 42.6 70.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 1 8 6 14 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 57,855
COMMITMENTS
2,013 6,401 5,312 50,530 46,098 57,855 57,810 0 45
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -12,721)
-2,351 -2,573 -712 -9,653 -9,446 -12,716 -12,731 -5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.1 9.2 87.3 79.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 9 10 15 14 29 25
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 39,342
COMMITMENTS
7,989 896 0 31,353 38,446 39,342 39,342 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 2.3 0.0 79.7 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 9 11 12 15
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,457
COMMITMENTS
7,230 5,420 0 8,227 10,037 15,457 15,457 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,650)
-1,100 -1,750 0 -1,550 -900 -2,650 -2,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 35.1 0.0 53.2 64.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 0 9 8 14 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,092
COMMITMENTS
14,252 14,245 700 14,140 14,147 29,092 29,092 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -4)
0 0 0 -4 -4 -4 -4 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 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 17,592
COMMITMENTS
950 2,432 148 16,474 15,012 17,572 17,592 20 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -3,922)
100 -13 48 -4,069 -3,957 -3,922 -3,922 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 13.8 0.8 93.6 85.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 6 2 12 11 17 18
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,364,109
COMMITMENTS
996,994 67,163 772,961 3556670 4512062 5326625 5352186 37,484 11,923
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -133,116)
31,250 21,525 -32,991 -128,484 -124,105 -130,225 -135,571 -2,891 2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 1.3 14.4 66.3 84.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
63 16 56 135 125 210 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,608,384
COMMITMENTS
108,614 19,512 753,873 742,742 834,263 1605229 1607648 3,155 736
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -30,905)
-4,945 -5,147 6,777 -28,449 -32,194 -26,616 -30,563 -4,289 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.2 46.9 46.2 51.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 18 27 59 57 90 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,327
COMMITMENTS
11,083 3,760 3,481 182,792 202,699 197,356 209,940 14,971 2,387
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,354)
-36 -28 -145 1,820 2,564 1,639 2,391 715 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.8 1.6 86.1 95.5 92.9 98.9 7.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 5 36 32 46 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,879
COMMITMENTS
1,483 615 271 98,051 99,145 99,805 100,031 4,074 3,848
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 768)
215 0 -244 1,064 911 1,035 667 -267 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.3 94.4 95.4 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 28 31 31 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,696
COMMITMENTS
357 349 2,129 217,479 223,444 219,965 225,922 13,731 7,774
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -784)
357 -1,703 -154 -1,081 772 -878 -1,085 94 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.9 93.1 95.6 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 28 27 30 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,014,516
COMMITMENTS
1,475 19,110 9,835 990,875 978,236 1002185 1007181 12,331 7,335
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,379)
46 646 -518 -1,332 -2,480 -1,804 -2,352 425 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 1.0 97.7 96.4 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 3 52 36 56 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 458,996
COMMITMENTS
7,547 0 1,311 434,903 451,029 443,761 452,340 15,235 6,656
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,948)
-121 -386 -64 -1,730 -1,467 -1,915 -1,917 -33 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.3 94.8 98.3 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 0 3 37 47 41 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 423,910
COMMITMENTS
3,925 0 1,137 402,467 417,488 407,529 418,625 16,381 5,285
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 9,260)
-387 0 -557 9,379 9,817 8,435 9,260 825 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.3 94.9 98.5 96.1 98.8 3.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 0 3 39 47 45 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,705
COMMITMENTS
992 2,193 2,556 192,189 189,674 195,737 194,423 3,968 5,282
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,586)
492 993 -455 2,036 1,050 2,073 1,588 -487 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 1.3 96.2 95.0 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 2 33 33 37 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,217
COMMITMENTS
5,545 6,578 887 94,405 90,117 100,837 97,582 2,380 5,635
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 128)
92 -205 0 34 423 126 218 2 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.4 0.9 91.5 87.3 97.7 94.5 2.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 28 25 31 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,890
COMMITMENTS
1,013 0 0 33,147 34,276 34,160 34,276 730 614
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 279)
0 0 0 248 248 248 248 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 95.0 98.2 97.9 98.2 2.1 1.8
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,415
COMMITMENTS
430 1,829 1,441 94,213 94,860 96,084 98,130 7,331 5,285
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 900)
-366 341 214 1,052 345 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 1.4 91.1 91.7 92.9 94.9 7.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 21 24 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,963
COMMITMENTS
0 0 0 164,989 169,240 164,989 169,240 6,974 2,723
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,297)
0 0 0 1,265 1,150 1,265 1,150 32 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 98.4 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 29 29 29 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,677
COMMITMENTS
0 0 0 64,439 65,871 64,439 65,871 5,238 3,806
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,137)
0 0 0 1,351 1,561 1,351 1,561 -214 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 94.5 92.5 94.5 7.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 16 16 16
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,542
COMMITMENTS
1,410 872 0 21,039 21,565 22,449 22,437 1,093 1,105
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,054)
0 -186 0 1,359 1,085 1,359 899 -305 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 3.7 0.0 89.4 91.6 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 19 20 21 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 585,846
COMMITMENTS
48,380 4,492 2,627 528,327 570,622 579,334 577,741 6,512 8,105
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,666)
1,906 -271 -398 -3,224 -1,055 -1,716 -1,724 -950 -942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.8 0.4 90.2 97.4 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
7 4 7 56 60 66 68
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,115
COMMITMENTS
1,763 2,461 472 108,852 111,388 111,087 114,321 8,028 4,794
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,177)
828 -62 -324 154 2,802 658 2,416 519 -1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.1 0.4 91.4 93.5 93.3 96.0 6.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 24 28 27
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,885
COMMITMENTS
0 948 155 74,499 71,970 74,654 73,073 2,231 3,812
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 124)
0 0 0 151 -428 151 -428 -27 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.2 96.9 93.6 97.1 95.0 2.9 5.0
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,764
COMMITMENTS
27,745 4,960 0 125,771 146,289 153,516 151,249 248 2,515
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 24,428)
14,167 1,736 0 10,718 22,196 24,885 23,932 -457 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.2 0.0 81.8 95.1 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 5 0 22 42 32 47
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,122
COMMITMENTS
62,443 9,888 4,058 117,263 170,767 183,764 184,713 2,358 1,409
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 24,862)
14,249 2,432 -82 8,973 22,838 23,140 25,188 1,722 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 5.3 2.2 63.0 91.8 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
13 11 3 30 51 44 64
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,301
COMMITMENTS
0 2,347 0 138,588 133,437 138,588 135,784 1,713 4,517
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 860)
0 -217 0 860 1,224 860 1,007 0 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.8 95.1 98.8 96.8 1.2 3.2
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,529
COMMITMENTS
0 259 1,210 264,162 264,332 265,372 265,801 9,157 8,728
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,364)
0 151 282 1,510 1,303 1,792 1,736 -428 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 96.2 96.3 96.7 96.8 3.3 3.2
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,772
COMMITMENTS
1,393 1,749 0 17,439 18,210 18,832 19,959 3,940 2,813
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 399)
93 465 0 -62 0 31 465 368 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.7 0.0 76.6 80.0 82.7 87.6 17.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 0 8 11 10 14
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,392
COMMITMENTS
0 1,192 2,326 121,276 122,534 123,602 126,052 4,790 2,340
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,792)
0 30 217 2,699 2,149 2,916 2,396 -124 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.8 94.5 95.4 96.3 98.2 3.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 2 21 25 23 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,034
COMMITMENTS
5,114 682 780 131,362 135,890 137,256 137,352 7,778 7,682
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -410)
151 62 0 -776 -687 -625 -625 215 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.5 0.5 90.6 93.7 94.6 94.7 5.4 5.3
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,979
COMMITMENTS
0 0 0 115,709 125,665 115,709 125,665 12,270 2,314
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 397)
0 0 0 397 397 397 397 0 0
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 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,157
COMMITMENTS
521 0 682 110,422 115,408 111,625 116,090 7,532 3,067
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -89)
-92 0 0 155 370 63 370 -152 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 92.7 96.9 93.7 97.4 6.3 2.6
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,320
COMMITMENTS
0 6,455 8,477 143,783 136,977 152,260 151,909 11,060 11,411
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,296)
0 -84 167 -1,961 -1,630 -1,794 -1,547 498 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 5.2 88.0 83.9 93.2 93.0 6.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 4 32 23 36 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,193
COMMITMENTS
2,281 1,381 720 23,508 25,147 26,509 27,248 1,684 945
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -62)
0 0 0 0 -62 0 -62 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.9 2.6 83.4 89.2 94.0 96.6 6.0 3.4
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,998
COMMITMENTS
3,448 427 62 24,535 27,100 28,045 27,589 953 1,409
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 217)
0 0 0 155 248 155 248 62 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.5 0.2 84.6 93.5 96.7 95.1 3.3 4.9
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 194,519
COMMITMENTS
13,441 3,128 1,093 172,674 181,041 187,208 185,262 7,311 9,257
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,334)
-488 -30 0 788 1,365 300 1,335 1,034 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.6 0.6 88.8 93.1 96.2 95.2 3.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 2 35 34 39 38
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (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 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,497
COMMITMENTS
1,444 0 0 79,627 82,877 81,071 82,877 8,426 6,620
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 338)
-2 0 0 521 183 519 183 -181 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 89.0 92.6 90.6 92.6 9.4 7.4
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 101,878
COMMITMENTS
0 0 0 93,157 97,293 93,157 97,293 8,721 4,585
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,129)
0 0 0 1,129 1,160 1,129 1,160 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 95.5 91.4 95.5 8.6 4.5
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,239
COMMITMENTS
3,705 617 270 59,367 62,118 63,342 63,005 5,897 6,234
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,270)
925 0 -30 465 1,579 1,360 1,549 -90 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.9 0.4 85.7 89.7 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 14 15 17 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,709
COMMITMENTS
3,953 86 124 35,022 38,944 39,099 39,154 610 555
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 124)
124 -62 62 -124 124 62 124 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.2 0.3 88.2 98.1 98.5 98.6 1.5 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 123,436
COMMITMENTS
3,537 0 0 109,695 114,157 113,232 114,157 10,204 9,279
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 3,014)
0 0 0 2,466 3,045 2,466 3,045 548 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 88.9 92.5 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 24 16 26 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,973
COMMITMENTS
0 0 0 67,809 71,948 67,809 71,948 10,164 6,025
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 91)
0 0 0 91 91 91 91 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 92.3 87.0 92.3 13.0 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 135,278
COMMITMENTS
21,409 9,546 14,313 99,086 110,890 134,808 134,749 470 529
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,869)
35 154 -916 -2,051 -2,150 -2,932 -2,912 63 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.1 10.6 73.2 82.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 11 19 41 43 65 62
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,969
COMMITMENTS
1,150 600 1,850 31,969 32,519 34,969 34,969 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -4,868)
-1,625 -275 275 -3,518 -4,868 -4,868 -4,868 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.7 5.3 91.4 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 4 29 21 36 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 25,639
COMMITMENTS
1,175 575 225 24,215 24,599 25,615 25,399 24 240
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -3,040)
-825 0 50 -2,289 -3,330 -3,064 -3,280 24 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.2 0.9 94.4 95.9 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 23 20 27 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 189,391
COMMITMENTS
7,114 35,132 1,815 180,296 152,319 189,225 189,266 166 125
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,006)
290 -5 10 706 1,001 1,006 1,006 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 18.5 1.0 95.2 80.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 9 5 38 39 46 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,402
COMMITMENTS
1,125 7,380 3,576 63,658 57,426 68,359 68,382 43 20
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 705)
347 -116 207 151 614 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.8 5.2 93.1 84.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 6 24 23 33 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 24,998
COMMITMENTS
200 450 450 24,341 24,098 24,991 24,998 7 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 31)
0 0 0 31 31 31 31 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,150
COMMITMENTS
513 4,075 552 57,046 53,463 58,111 58,090 39 60
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 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 28 31 30 36
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,735
COMMITMENTS
1,618 2,300 400 57,528 56,660 59,546 59,360 189 375
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 599)
0 0 0 599 599 599 599 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.9 0.7 96.3 94.9 99.7 99.4 0.3 0.6
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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,402
COMMITMENTS
425 17,400 0 65,578 48,830 66,003 66,230 399 172
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,737
COMMITMENTS
735 17,574 0 82,695 65,908 83,430 83,482 307 255
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 21.0 0.0 98.8 78.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 0 30 28 32 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,209
COMMITMENTS
550 850 50 33,455 33,179 34,055 34,079 154 130
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -135)
0 0 0 -135 -135 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 0.1 97.8 97.0 99.5 99.6 0.5 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,652
COMMITMENTS
2,175 0 100 35,317 37,348 37,592 37,448 60 204
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 640)
-50 0 50 640 590 640 640 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 15,540
COMMITMENTS
0 800 0 15,540 14,740 15,540 15,540 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 100.0 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 17 13 17 16
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,765
COMMITMENTS
1,100 3,449 800 19,635 17,216 21,535 21,465 230 300
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 484)
0 253 0 484 230 484 484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 15.8 3.7 90.2 79.1 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 3 25 25 30 32
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (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 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,688
COMMITMENTS
0 350 550 41,923 41,688 42,473 42,588 215 100
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 265)
0 -200 100 165 335 265 235 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.3 98.2 97.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 25 25 26 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,502
COMMITMENTS
1,775 1,400 200 47,527 47,902 49,502 49,502 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 866)
100 100 -50 816 816 866 866 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.8 0.4 96.0 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 2 31 28 35 33
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,744
COMMITMENTS
1,415 295 340 48,884 50,039 50,639 50,674 105 70
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 145)
0 -25 0 145 170 145 145 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 21 12 24 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,343
COMMITMENTS
1,860 2,200 475 59,823 59,668 62,158 62,343 185 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 185)
130 -220 -40 95 445 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.5 0.8 96.0 95.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 71,554
COMMITMENTS
662 0 314 70,471 70,841 71,447 71,155 107 399
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 125)
360 0 -120 -125 220 115 100 10 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.4 98.5 99.0 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 30 30 32 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 106,540
COMMITMENTS
8,320 4,997 902 97,210 100,157 106,432 106,056 108 484
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,136)
363 299 -59 832 896 1,136 1,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.7 0.8 91.2 94.0 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 6 5 31 32 44 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,084
COMMITMENTS
950 25 0 32,134 33,059 33,084 33,084 0 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 305 305 305 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 46,151
COMMITMENTS
1,669 4,550 75 44,130 41,281 45,874 45,906 277 245
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 865)
95 0 0 1,130 745 1,225 745 -360 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 9.9 0.2 95.6 89.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 25 18 29 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 50,485
COMMITMENTS
4,575 1,750 1,920 43,780 46,505 50,275 50,175 210 310
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 620)
-30 200 0 650 420 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.5 3.8 86.7 92.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 3 23 20 30 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,310
COMMITMENTS
0 2,592 165 37,030 34,433 37,195 37,190 115 120
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 285)
0 -20 0 270 305 270 285 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.4 99.2 92.3 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 33,361
COMMITMENTS
0 1,740 150 33,047 31,436 33,197 33,326 164 35
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -80)
0 0 0 -80 -80 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,518
COMMITMENTS
1,422 0 557 28,098 29,896 30,077 30,453 441 65
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -140)
0 0 0 -140 -135 -140 -135 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 23,040
COMMITMENTS
1,350 0 1 21,539 22,809 22,890 22,810 150 230
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 99)
-30 0 0 129 99 99 99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 93.5 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,799
COMMITMENTS
2,190 9,208 229 47,993 41,347 50,412 50,784 387 15
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 809)
-20 751 3 826 59 809 814 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 18.1 0.5 94.5 81.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 30 27 34 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,261
COMMITMENTS
1,650 3,120 0 33,541 32,134 35,191 35,254 70 7
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 100)
0 300 0 100 -200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.8 0.0 95.1 91.1 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 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (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 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,062
COMMITMENTS
0 1,400 900 17,158 15,762 18,058 18,062 4 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -995)
0 25 -175 -824 -845 -999 -995 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 5.0 95.0 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 1 19 13 20 17
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 12,950
COMMITMENTS
0 150 0 12,943 12,800 12,943 12,950 7 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -375)
0 -25 0 -379 -350 -379 -375 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.9 98.8 99.9 100.0 0.1 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,685
COMMITMENTS
565 0 110 17,955 19,555 18,630 19,665 1,055 20
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 100)
-100 0 100 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.6 91.2 99.3 94.6 99.9 5.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 17 13 19 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,470
COMMITMENTS
730 485 440 20,035 20,525 21,205 21,450 265 20
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.3 2.0 93.3 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 593,701
COMMITMENTS
20,473 76,155 68,635 504,444 448,911 593,553 593,701 148 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 6,834)
-161 -1,348 3,098 3,896 5,084 6,834 6,834 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.8 11.6 85.0 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,110
COMMITMENTS
30 0 20 9,955 10,020 10,005 10,040 105 70
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 90)
-50 0 20 430 70 400 90 -310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 98.5 99.1 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 12 15 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,360
COMMITMENTS
1,050 50 0 28,699 30,305 29,749 30,355 611 5
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 425)
0 0 0 425 425 425 425 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 18 12 20 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,536
COMMITMENTS
1,100 50 0 26,064 27,485 27,164 27,535 372 1
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 200)
100 0 0 100 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.0 94.7 99.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 16 9 18 10
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (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 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 07/03/17 |
--------------------------------------------------------------| 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 06/26/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,158
COMMITMENTS
973 100 37 28,028 29,021 29,038 29,158 120 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 55 5 55 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.3 0.1 96.1 99.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 16 17 20 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,745
COMMITMENTS
125 7,812 265 126,310 118,668 126,700 126,745 45 0
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,610)
0 60 0 1,610 1,550 1,610 1,610 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 35 32 39 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 144,258
COMMITMENTS
140 16,442 1,050 143,043 126,761 144,233 144,253 25 5
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,115)
-50 110 25 1,140 980 1,115 1,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.4 0.7 99.2 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 10 7 39 34 46 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 225,963
COMMITMENTS
22,317 33,374 17,834 185,687 174,597 225,838 225,805 125 158
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 3,951)
1,396 958 426 2,130 2,574 3,952 3,958 -1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 14.8 7.9 82.2 77.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 14 17 49 47 68 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,040
COMMITMENTS
1,890 325 75 49,760 51,615 51,725 52,015 315 25
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,760
COMMITMENTS
1,295 325 75 46,150 47,335 47,520 47,735 240 25
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 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 July 7, 2017