CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,804
COMMITMENTS
325 125 0 6,454 6,673 6,779 6,798 25 6
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.8 0.0 94.9 98.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 7 8 11 10
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,196
COMMITMENTS
16,906 25,023 20 33,270 25,153 50,196 50,196 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 400)
400 0 0 0 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 49.9 0.0 66.3 50.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 8 2 10 7 18 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 65,004
COMMITMENTS
3,109 5,821 6,553 55,327 52,605 64,989 64,979 15 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,025)
184 414 202 634 430 1,020 1,045 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 9.0 10.1 85.1 80.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 11 14 15 29 29
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 38,984
COMMITMENTS
7,739 896 0 31,245 38,088 38,984 38,984 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 2.3 0.0 80.1 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 0 9 10 12 14
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,480
COMMITMENTS
2,580 0 50 29,850 32,430 32,480 32,480 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 850)
100 0 0 750 850 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.2 91.9 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 0 1 7 8 15 9
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,492
COMMITMENTS
7,075 17,633 337 30,080 19,522 37,492 37,492 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 100)
200 -200 -100 0 400 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 47.0 0.9 80.2 52.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 2 8 6 14 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,292
COMMITMENTS
4,157 7,655 0 21,135 17,637 25,292 25,292 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 250)
0 250 0 250 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 30.3 0.0 83.6 69.7 100.0 100.0 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 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 29,428
COMMITMENTS
14,200 13,395 700 14,528 15,333 29,428 29,428 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 109)
0 0 0 108 109 109 109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 45.5 2.4 49.4 52.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 3 9 7 17 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,045
COMMITMENTS
9,245 6,407 100 10,700 13,538 20,045 20,045 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 100)
-350 0 0 450 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 32.0 0.5 53.4 67.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 7 5 15 9
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,211
COMMITMENTS
1,375 2,650 165 21,651 20,396 23,191 23,211 20 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,296)
0 86 14 2,282 2,196 2,296 2,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.4 0.7 93.3 87.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 6 3 16 12 22 19
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,509,159
COMMITMENTS
954,334 43,478 803,367 3706262 4646435 5463963 5493280 45,196 15,879
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 72,522)
40,038 1,082 -24,098 51,303 93,479 67,243 70,463 5,279 2,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.8 14.6 67.3 84.3 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
62 20 60 134 122 210 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,602,335
COMMITMENTS
81,697 9,216 801,513 715,456 790,326 1598667 1601056 3,668 1,279
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 14,730)
-9,198 232 11,228 12,757 3,288 14,787 14,747 -57 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 50.0 44.7 49.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 16 29 51 53 82 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,195
COMMITMENTS
8,417 6,285 3,188 187,048 203,629 198,653 213,102 17,542 3,093
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 24,517)
4,037 4,755 346 19,034 19,478 23,417 24,579 1,100 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.9 1.5 86.5 94.2 91.9 98.6 8.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 3 32 31 37 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,945
COMMITMENTS
2,640 0 60 92,055 92,728 94,755 92,788 3,190 5,157
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 4,362)
1,542 0 -156 2,766 2,760 4,152 2,604 210 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.1 94.0 94.7 96.7 94.7 3.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 30 32 32 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,649
COMMITMENTS
759 1,133 1,717 217,471 221,639 219,947 224,489 11,702 7,160
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,313)
216 585 -155 -1,782 -2,011 -1,721 -1,581 408 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.7 93.9 95.7 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 30 29 32 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,786
COMMITMENTS
857 17,496 8,050 928,929 917,489 937,836 943,035 10,950 5,751
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 476)
-500 182 144 -10 -229 -366 97 842 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.8 97.9 96.7 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 3 52 33 55 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 407,368
COMMITMENTS
5,935 0 1,010 384,972 398,018 391,917 399,028 15,451 8,340
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,705)
959 -883 -240 3,046 4,738 3,765 3,615 -60 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 94.5 97.7 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 0 1 37 45 40 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,609
COMMITMENTS
494 0 734 391,530 402,905 392,758 403,639 16,851 5,970
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 276)
217 0 -189 -426 733 -398 544 674 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 95.6 98.4 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 0 1 42 42 43 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,357
COMMITMENTS
1,330 1,148 1,177 198,322 196,727 200,829 199,052 6,528 8,305
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 10,245)
1,330 60 -325 9,754 9,047 10,759 8,782 -514 1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.6 95.6 94.9 96.9 96.0 3.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 35 32 37 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,950
COMMITMENTS
499 1,853 2,324 71,875 70,040 74,698 74,217 5,252 5,733
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 920)
-605 -192 180 798 1,082 373 1,070 547 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 2.9 89.9 87.6 93.4 92.8 6.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 24 22 26 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,183
COMMITMENTS
1,013 0 0 21,429 22,625 22,442 22,625 741 558
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,230)
0 0 0 1,230 1,230 1,230 1,230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 92.4 97.6 96.8 97.6 3.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 13 14 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,110
COMMITMENTS
1,912 332 769 103,896 108,526 106,577 109,627 7,533 4,483
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 6,205)
-680 332 186 6,610 5,809 6,116 6,327 89 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 0.7 91.0 95.1 93.4 96.1 6.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,909
COMMITMENTS
885 0 0 153,981 158,535 154,866 158,535 6,043 2,374
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 5,986)
0 0 0 5,986 6,439 5,986 6,439 0 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.7 98.5 96.2 98.5 3.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 26 29 27 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,191
COMMITMENTS
0 0 0 79,188 80,577 79,188 80,577 3,003 1,614
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,810)
0 0 0 3,060 3,631 3,060 3,631 -250 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 98.0 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 17 19 17
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,709
COMMITMENTS
2,294 0 0 13,799 16,341 16,093 16,341 616 368
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 120 240 120 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 82.6 97.8 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 17 14 20 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 572,283
COMMITMENTS
49,716 8,535 2,494 510,105 551,428 562,315 562,457 9,968 9,826
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 17,213)
391 187 1,197 15,289 15,341 16,877 16,725 336 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.5 0.4 89.1 96.4 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 4 6 52 54 59 60
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,211
COMMITMENTS
4,047 1,736 2,153 111,147 109,258 117,347 113,147 2,864 7,064
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 16,211)
0 -297 1,038 15,111 15,166 16,149 15,907 62 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.4 1.8 92.5 90.9 97.6 94.1 2.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 3 27 21 31 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,568
COMMITMENTS
0 0 0 16,461 16,743 16,461 16,743 1,107 825
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,698)
0 0 0 3,578 3,338 3,578 3,338 120 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 95.3 93.7 95.3 6.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 11 13 11
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,484
COMMITMENTS
0 642 0 71,394 68,706 71,394 69,348 2,090 4,136
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,964)
0 300 -30 2,781 2,420 2,751 2,690 213 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 97.2 93.5 97.2 94.4 2.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 18 16 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,894
COMMITMENTS
1,680 840 0 91,270 90,131 92,950 90,971 944 2,923
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 11,021)
1,680 840 0 9,311 9,937 10,991 10,777 30 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.9 0.0 97.2 96.0 99.0 96.9 1.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 18 21 20 23
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,132
COMMITMENTS
20,080 6,575 930 93,285 106,821 114,295 114,326 837 806
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 11,561)
750 -90 930 9,881 10,721 11,561 11,561 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 5.7 0.8 81.0 92.8 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 1 24 43 31 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,444
COMMITMENTS
0 0 0 151,280 150,002 151,280 150,002 1,164 2,442
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,770)
0 0 0 1,710 1,770 1,710 1,770 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 98.4 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 22 26 22 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,412
COMMITMENTS
118 0 1,282 244,096 240,992 245,496 242,274 6,916 10,138
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 189)
-915 0 438 2,829 288 2,352 726 -2,163 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.5 96.7 95.5 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 1 36 35 37 36
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,399
COMMITMENTS
341 1,410 0 12,765 11,685 13,106 13,095 2,293 2,304
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 210)
0 120 0 210 60 210 180 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.2 0.0 82.9 75.9 85.1 85.0 14.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 12 12 13 14
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,752
COMMITMENTS
0 1,302 1,874 108,694 107,828 110,568 111,004 2,184 1,748
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,512)
0 160 0 1,786 1,302 1,786 1,462 -274 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.7 96.4 95.6 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 23 25 24 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,555
COMMITMENTS
8,209 0 1,036 118,258 128,298 127,503 129,334 8,052 6,221
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,587)
631 0 9 -2,452 -1,564 -1,812 -1,555 -775 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.8 87.2 94.6 94.1 95.4 5.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 15 23 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,889
COMMITMENTS
0 0 0 114,929 120,249 114,929 120,249 7,960 2,640
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 315)
0 0 0 373 243 373 243 -58 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 97.9 93.5 97.9 6.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,512
COMMITMENTS
780 307 96 113,821 117,212 114,697 117,615 5,815 2,897
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 6,403)
540 60 -60 7,724 7,046 8,204 7,046 -1,801 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 0.1 94.4 97.3 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 20 26 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,182
COMMITMENTS
0 3,007 8,601 136,690 136,277 145,291 147,885 7,891 5,297
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -755)
0 -93 463 -1,552 -1,616 -1,089 -1,246 334 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 5.6 89.2 89.0 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 3 36 28 39 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,601
COMMITMENTS
1,116 0 0 16,810 18,769 17,926 18,769 1,675 832
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,820)
0 0 0 2,520 2,820 2,520 2,820 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 85.8 95.8 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 11 14 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,328
COMMITMENTS
0 310 0 35,258 35,968 35,258 36,278 2,070 1,050
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,242)
0 0 0 2,880 3,242 2,880 3,242 362 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 94.5 96.4 94.5 97.2 5.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 11 14 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,160
COMMITMENTS
10,626 5,396 217 174,033 176,756 184,876 182,369 6,284 8,791
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 6,159)
-365 910 -28 5,873 4,377 5,480 5,259 679 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.8 0.1 91.0 92.5 96.7 95.4 3.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 35 30 37 32
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 107,175
COMMITMENTS
0 0 0 102,950 100,338 102,950 100,338 4,225 6,837
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 4,579)
-1,037 0 0 5,939 3,760 4,902 3,760 -323 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 93.6 96.1 93.6 3.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 23 23 23 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,856
COMMITMENTS
750 0 0 75,763 79,200 76,513 79,200 6,343 3,656
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,869)
0 0 0 1,718 1,567 1,718 1,567 151 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 91.4 95.6 92.3 95.6 7.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 26 18 27 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,468
COMMITMENTS
2,605 0 818 69,487 73,316 72,910 74,134 5,558 4,334
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,739)
499 -477 477 2,702 3,767 3,678 3,767 61 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 1.0 88.6 93.4 92.9 94.5 7.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 17 21 19 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 27,016
COMMITMENTS
2,240 0 0 23,211 26,649 25,451 26,649 1,565 367
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 662)
240 0 0 302 755 542 755 120 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.0 85.9 98.6 94.2 98.6 5.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 12 17 14 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 126,365
COMMITMENTS
0 0 0 116,612 120,283 116,612 120,283 9,753 6,082
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 10,582)
0 0 0 10,491 12,984 10,491 12,984 91 -2,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 95.2 92.3 95.2 7.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 18 28 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,538
COMMITMENTS
0 0 0 68,648 73,774 68,648 73,774 8,890 3,764
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 4,085)
0 0 0 3,780 4,085 3,780 4,085 305 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 95.1 88.5 95.1 11.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 15 17 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 120,266
COMMITMENTS
20,169 6,981 12,067 87,618 100,847 119,854 119,895 412 370
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 559)
130 41 53 378 465 561 558 -2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.8 10.0 72.9 83.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 8 18 41 43 61 63
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,481
COMMITMENTS
900 650 275 32,266 32,531 33,441 33,456 40 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,295)
25 -75 50 1,195 1,295 1,270 1,270 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.9 0.8 96.4 97.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 3 27 20 32 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 22,919
COMMITMENTS
550 975 50 22,295 21,654 22,895 22,679 24 240
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 330)
100 450 0 230 -120 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.3 0.2 97.3 94.5 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 16 24 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 179,544
COMMITMENTS
8,647 34,088 4,093 166,768 141,363 179,508 179,544 36 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -642)
-275 -550 185 -552 -277 -642 -642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 19.0 2.3 92.9 78.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 9 6 40 41 50 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,376
COMMITMENTS
1,893 5,933 876 55,578 51,552 58,347 58,361 29 15
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 438)
170 1,417 -131 399 -842 438 443 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.2 1.5 95.2 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 5 18 22 27 30
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 57,748
COMMITMENTS
60 3,250 1,035 56,543 53,148 57,638 57,433 110 315
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,458)
50 -200 200 -1,708 -1,458 -1,458 -1,458 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.6 1.8 97.9 92.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 4 28 29 32 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,857
COMMITMENTS
985 1,425 345 59,312 58,737 60,642 60,507 215 350
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 745)
0 0 0 700 760 700 760 45 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.3 0.6 97.5 96.5 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 6 3 28 29 32 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,001
COMMITMENTS
890 17,400 0 64,659 48,447 65,549 65,847 452 154
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,434)
0 0 0 3,427 3,452 3,427 3,452 7 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 26.4 0.0 98.0 73.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 29 27 30 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,740
COMMITMENTS
1,520 24,650 0 86,833 63,815 88,353 88,465 387 275
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 4,486)
0 976 0 4,484 3,475 4,484 4,451 2 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 27.8 0.0 97.9 71.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 0 30 24 31 26
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,979
COMMITMENTS
425 850 0 32,444 32,019 32,869 32,869 110 110
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 742)
0 0 0 742 742 742 742 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 0.0 98.4 97.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 22 19 23 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 35,666
COMMITMENTS
1,900 0 50 33,656 35,316 35,606 35,366 60 300
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 790)
0 0 0 790 790 790 790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.1 94.4 99.0 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 23 24 26 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,865
COMMITMENTS
800 300 0 13,065 13,565 13,865 13,865 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.2 0.0 94.2 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 17 13 18 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,937
COMMITMENTS
2,150 3,088 350 18,222 17,194 20,722 20,632 215 305
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 455)
0 0 0 455 455 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.7 1.7 87.0 82.1 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 2 25 24 29 30
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,047
COMMITMENTS
500 2,732 600 7,802 5,420 8,902 8,752 145 295
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 30.2 6.6 86.2 59.9 98.4 96.7 1.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 12 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,085
COMMITMENTS
175 150 375 10,195 10,535 10,745 11,060 340 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 970)
125 -475 -125 970 1,570 970 970 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 3.4 92.0 95.0 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 14 14 16 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,047
COMMITMENTS
650 425 600 40,797 40,922 42,047 41,947 0 100
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 900)
0 0 0 900 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 1.4 97.0 97.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 25 23 26 27
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,967
COMMITMENTS
1,275 1,500 175 46,197 46,202 47,647 47,877 320 90
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -137)
0 0 0 -137 -137 -137 -137 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.1 0.4 96.3 96.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 7 2 28 26 30 34
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,223
COMMITMENTS
1,380 0 360 50,388 51,843 52,128 52,203 95 20
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,345)
110 0 0 3,225 3,345 3,335 3,345 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.7 96.5 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 15 24 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,403
COMMITMENTS
2,080 2,350 175 56,983 56,858 59,238 59,383 165 20
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,625)
110 0 0 2,515 2,625 2,625 2,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.0 0.3 95.9 95.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 13 28 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 73,742
COMMITMENTS
210 3,726 0 73,505 69,688 73,715 73,414 27 328
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,191)
0 890 0 1,191 311 1,191 1,201 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.1 0.0 99.7 94.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 0 30 29 32 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 96,682
COMMITMENTS
5,556 3,708 1,090 89,956 91,838 96,602 96,636 80 46
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 461)
-10 -703 164 302 1,010 456 471 5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.8 1.1 93.0 95.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 6 5 33 35 46 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,935
COMMITMENTS
125 0 0 31,766 31,935 31,891 31,935 44 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,975)
75 -50 0 1,895 2,025 1,970 1,975 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.5 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 13 18 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 43,199
COMMITMENTS
1,190 4,675 124 41,510 38,155 42,824 42,954 375 245
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 754)
165 25 49 540 680 754 754 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.8 0.3 96.1 88.3 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 26 18 29 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,422
COMMITMENTS
3,850 1,300 1,920 39,482 41,902 45,252 45,122 170 300
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,105)
290 0 0 -1,395 -1,105 -1,105 -1,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.9 4.2 86.9 92.3 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 3 24 21 30 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,811
COMMITMENTS
0 1,810 145 37,541 35,581 37,686 37,536 125 275
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,533)
0 0 0 1,533 1,498 1,533 1,498 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.4 99.3 94.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 21 16 23 19
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 32,878
COMMITMENTS
350 2,365 125 32,293 30,363 32,768 32,853 110 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,255)
0 0 0 1,255 1,255 1,255 1,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.2 0.4 98.2 92.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 19 15 22 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,623
COMMITMENTS
1,239 875 273 26,700 27,425 28,212 28,573 411 50
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,472)
0 600 -250 -1,222 -1,822 -1,472 -1,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 1.0 93.3 95.8 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 22 22 27 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,089
COMMITMENTS
949 0 301 20,719 21,628 21,969 21,929 120 160
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 418)
100 0 0 318 463 418 463 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.4 93.8 97.9 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 17 20 19 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,114
COMMITMENTS
1,860 9,392 353 44,786 37,353 46,999 47,099 115 15
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,951)
240 79 101 1,850 1,762 2,191 1,941 -240 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 19.9 0.8 95.1 79.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 2 32 25 38 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 31,833
COMMITMENTS
1,385 4,215 0 30,363 27,593 31,748 31,808 85 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,424)
35 -30 0 1,399 1,454 1,434 1,424 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 13.2 0.0 95.4 86.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 27 24 29 28
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,007
COMMITMENTS
0 4,200 775 20,232 16,032 21,007 21,007 0 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 474)
0 0 0 474 474 474 474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.0 3.7 96.3 76.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 19 14 20 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 12,925
COMMITMENTS
0 125 0 12,919 12,800 12,919 12,925 6 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 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 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,665
COMMITMENTS
625 0 5 15,840 17,640 16,470 17,645 1,195 20
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 10)
0 0 0 -140 10 -140 10 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 89.7 99.9 93.2 99.9 6.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 11 20 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,575
COMMITMENTS
400 100 360 17,485 18,095 18,245 18,555 330 20
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 1.9 94.1 97.4 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 12 23 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 721,566
COMMITMENTS
15,567 84,885 90,423 615,470 546,152 721,460 721,460 106 106
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -15,369)
-281 -8,515 3,814 -18,902 -10,668 -15,369 -15,369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.8 12.5 85.3 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 6 19 19 26 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,710
COMMITMENTS
15 0 10 8,600 8,700 8,625 8,710 85 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 250 180 250 0 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 98.7 99.9 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 13 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,959
COMMITMENTS
1,010 150 25 25,351 26,750 26,386 26,925 573 34
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -45 -45 -45 -45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.6 0.1 94.0 99.2 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 1 20 14 24 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,720
COMMITMENTS
1,035 150 25 23,310 24,520 24,370 24,695 350 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.6 0.1 94.3 99.2 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 1 17 11 21 14
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,065
COMMITMENTS
25 425 0 11,820 11,580 11,845 12,005 220 60
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -90 30 -90 30 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 0.0 98.0 96.0 98.2 99.5 1.8 0.5
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 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,515
COMMITMENTS
707 100 62 23,621 24,353 24,390 24,515 125 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 140)
0 0 0 103 140 103 140 37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.3 96.4 99.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 16 16 20 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,297
COMMITMENTS
731 100 37 25,517 26,160 26,285 26,297 12 0
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.1 97.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 17 18 21 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,961
COMMITMENTS
200 8,142 455 117,261 109,352 117,916 117,949 45 12
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 380)
0 70 0 380 310 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.9 0.4 99.4 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 10 4 37 31 42 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 131,297
COMMITMENTS
350 8,912 745 130,142 121,628 131,237 131,285 60 12
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 644)
0 -100 0 644 744 644 644 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.8 0.6 99.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 11 6 39 38 46 52
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 226,138
COMMITMENTS
34,549 32,064 17,024 174,526 176,930 226,100 226,018 38 120
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,689)
1,357 -517 846 460 2,463 2,664 2,792 25 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 14.2 7.5 77.2 78.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 18 22 50 45 76 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,255
COMMITMENTS
2,245 300 115 45,635 47,815 47,995 48,230 260 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.6 0.2 94.6 99.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 2 26 14 31 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,690
COMMITMENTS
1,695 275 130 41,630 43,260 43,455 43,665 235 25
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.6 0.3 95.3 99.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 13 28 16
Updated August 25, 2017