CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,522
COMMITMENTS
1,780 606 225 4,497 5,690 6,502 6,521 20 1
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -2)
-2 0 0 0 -2 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 9.3 3.4 69.0 87.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 1 9 6 16 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 36,708
COMMITMENTS
16,224 4,008 8,213 12,133 24,487 36,570 36,708 138 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -190)
-30 14 -77 -81 -127 -188 -190 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 10.9 22.4 33.1 66.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 8 11 11 29 22
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,775
COMMITMENTS
17,500 27,745 650 15,625 5,380 33,775 33,775 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0)
0 400 0 0 -400 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 82.1 1.9 46.3 15.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 3 9 4 17 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 21,920
COMMITMENTS
4,690 16,835 1,795 15,415 3,250 21,900 21,880 20 40
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 500)
100 600 0 400 0 500 600 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 76.8 8.2 70.3 14.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 9 4 9 4 19 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,400
COMMITMENTS
3,344 1,157 3,800 23,257 25,443 30,400 30,400 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -17)
2 -2 -7 -11 -8 -17 -17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.8 12.5 76.5 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 6 10 8 19 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 63,936
COMMITMENTS
7,591 3,036 6,362 49,964 54,499 63,916 63,896 20 40
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 733)
313 192 244 176 297 733 733 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.7 9.9 78.1 85.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 8 7 18 15 28 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 15,560
COMMITMENTS
7,075 8,660 650 7,825 6,250 15,550 15,560 10 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 55.7 4.2 50.3 40.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 2 6 5 15 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,847
COMMITMENTS
6,981 5,370 320 8,285 10,157 15,586 15,847 261 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 428)
537 0 0 -350 428 187 428 241 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 33.9 2.0 52.3 64.1 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 1 8 8 16 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,275
COMMITMENTS
7,025 6,800 600 9,650 9,875 17,275 17,275 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -821)
429 -1,020 0 -1,250 199 -821 -821 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 39.4 3.5 55.9 57.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 2 9 5 18 10
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,590,026
COMMITMENTS
902,209 96,106 625,193 2981504 3815790 4508906 4537089 81,120 52,937
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 48,894)
-81,617 -9,407 30,416 74,698 310 23,497 21,319 25,397 27,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 2.1 13.6 65.0 83.1 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
51 24 59 136 121 205 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,493,941
COMMITMENTS
61,171 15,420 609,802 818,953 866,987 1489926 1492209 4,015 1,732
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -9,407)
4,104 -3,280 -12,550 -1,883 5,513 -10,329 -10,316 921 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.0 40.8 54.8 58.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 12 35 51 55 90 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,944
COMMITMENTS
18,213 1,233 2,095 182,716 215,754 203,024 219,082 20,920 4,862
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -14,621)
-4,781 792 -950 -10,025 -13,998 -15,756 -14,156 1,135 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.6 0.9 81.6 96.3 90.7 97.8 9.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 3 7 35 31 46 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,386
COMMITMENTS
970 4,053 2,600 113,065 108,617 116,635 115,270 4,751 6,116
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -8,560)
-1,540 -896 -64 -5,915 -8,356 -7,519 -9,316 -1,041 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.3 2.1 93.1 89.5 96.1 95.0 3.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 22 29 27 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,910
COMMITMENTS
5,533 608 1,723 153,065 165,309 160,321 167,640 15,589 8,270
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -18,030)
3,447 -1,034 -576 -19,522 -17,158 -16,651 -18,768 -1,379 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 1.0 87.0 94.0 91.1 95.3 8.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 3 28 33 32 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 766,080
COMMITMENTS
987 980 3,902 751,229 756,479 756,118 761,361 9,962 4,719
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -33,827)
777 -571 -259 -32,946 -32,574 -32,428 -33,404 -1,399 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.5 98.1 98.7 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 1 2 53 39 56 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,544
COMMITMENTS
248 6,527 315 328,646 321,335 329,209 328,177 5,335 6,367
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -8,345)
-554 1,353 -241 -7,074 -7,833 -7,869 -6,721 -476 -1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.1 98.2 96.1 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 2 40 46 43 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 244,342
COMMITMENTS
0 2,367 795 234,857 239,499 235,652 242,661 8,690 1,681
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -21,320)
-1,118 184 -131 -20,134 -21,318 -21,383 -21,265 63 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.3 96.1 98.0 96.4 99.3 3.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 3 2 41 41 43 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,486
COMMITMENTS
1,319 0 1,814 76,676 73,064 79,809 74,878 3,677 8,608
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -14,769)
646 -3,067 -907 -13,788 -9,381 -14,049 -13,355 -720 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 2.2 91.8 87.5 95.6 89.7 4.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 19 21 21 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,062
COMMITMENTS
560 12,862 1,889 98,274 87,997 100,723 102,748 4,339 2,314
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -11,243)
349 -2,067 -421 -10,670 -7,131 -10,742 -9,619 -501 -1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 12.2 1.8 93.5 83.8 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 4 31 28 35 34
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,445
COMMITMENTS
191 2,869 810 79,110 81,025 80,111 84,704 10,334 5,741
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -10,261)
0 -2,450 0 -10,497 -5,961 -10,497 -8,411 236 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.2 0.9 87.5 89.6 88.6 93.7 11.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 18 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 135,808
COMMITMENTS
0 0 0 129,559 129,536 129,559 129,536 6,249 6,272
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -11,961)
0 0 0 -11,965 -10,960 -11,965 -10,960 4 -1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 95.4 95.4 95.4 4.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 26 25 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,695
COMMITMENTS
0 0 0 49,249 52,770 49,249 52,770 7,446 3,925
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -10,555)
0 0 0 -9,980 -10,920 -9,980 -10,920 -575 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 93.1 86.9 93.1 13.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 14 18 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 377,148
COMMITMENTS
3,344 8,514 2,789 363,934 355,665 370,067 366,968 7,081 10,180
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -20,585)
527 -661 -474 -20,197 -18,202 -20,144 -19,337 -441 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.3 0.7 96.5 94.3 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 1 49 43 53 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,328
COMMITMENTS
842 1,872 804 60,982 64,416 62,628 67,092 8,700 4,236
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -5,650)
842 -4,433 355 -6,981 -1,215 -5,784 -5,293 134 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.6 1.1 85.5 90.3 87.8 94.1 12.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 17 17 20 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,919
COMMITMENTS
3,863 1,420 1,027 53,683 56,732 58,573 59,179 4,346 3,740
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -5,442)
-434 -1,630 -396 -3,587 -2,218 -4,417 -4,244 -1,025 -1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.3 1.6 85.3 90.2 93.1 94.1 6.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 17 17 20 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,434
COMMITMENTS
806 992 0 30,889 29,455 31,695 30,447 739 1,987
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -47,498)
-14,766 -7,980 0 -32,228 -40,900 -46,994 -48,880 -504 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.1 0.0 95.2 90.8 97.7 93.9 2.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 16 18 17
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,731
COMMITMENTS
15,572 8,972 0 54,583 61,333 70,155 70,305 576 426
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -45,168)
-8,187 -10,397 -772 -35,616 -33,077 -44,575 -44,246 -593 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 12.7 0.0 77.2 86.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 7 0 30 29 35 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,824
COMMITMENTS
0 780 0 33,764 30,736 33,764 31,516 60 2,308
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -14,570)
0 93 -93 -14,229 -14,937 -14,322 -14,937 -248 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 99.8 90.9 99.8 93.2 0.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 16 21 16 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,113
COMMITMENTS
0 298 828 208,575 203,094 209,403 204,220 4,710 9,893
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -7,647)
0 -185 -83 -7,485 -7,162 -7,568 -7,430 -79 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 97.4 94.9 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 34 32 35 33
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,988
COMMITMENTS
1,101 2,093 360 37,544 36,450 39,005 38,903 4,983 5,085
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -5,123)
390 2,093 -123 -4,497 -5,366 -4,230 -3,396 -893 -1,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.8 0.8 85.4 82.9 88.7 88.4 11.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 18 19 20
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,514
COMMITMENTS
0 2,357 953 78,139 74,299 79,092 77,609 4,422 5,905
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -11,242)
0 -1,922 58 -10,894 -9,500 -10,836 -11,364 -406 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 1.1 93.6 89.0 94.7 92.9 5.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 22 27 23 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,934
COMMITMENTS
8,148 0 578 105,129 111,957 113,855 112,535 5,079 6,399
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -8,323)
-575 0 -30 -6,725 -7,623 -7,330 -7,653 -993 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.5 88.4 94.1 95.7 94.6 4.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 20 16 23 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,696
COMMITMENTS
0 0 0 86,985 90,366 86,985 90,366 5,711 2,330
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -4,469)
-240 0 0 -5,422 -4,441 -5,662 -4,441 1,193 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 97.5 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,079
COMMITMENTS
763 0 0 91,974 96,048 92,737 96,048 5,342 2,031
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -7,885)
-782 0 0 -6,818 -6,836 -7,600 -6,836 -285 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 93.8 97.9 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 19 22 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,334
COMMITMENTS
2,608 868 1,017 85,523 92,389 89,148 94,274 16,186 11,060
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -11,417)
1,633 -3,300 -2,186 -12,252 -7,766 -12,805 -13,252 1,388 1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.8 1.0 81.2 87.7 84.6 89.5 15.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 25 27 27 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,473
COMMITMENTS
3,332 0 0 29,781 33,628 33,113 33,628 1,360 845
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -13,113)
-2,288 0 0 -10,536 -13,404 -12,824 -13,404 -289 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 86.4 97.5 96.1 97.5 3.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 16 16 19 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,205
COMMITMENTS
330 0 0 36,995 38,023 37,325 38,023 880 182
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -10,672)
0 -434 0 -10,697 -10,176 -10,697 -10,610 25 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.8 99.5 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 13 19 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,208
COMMITMENTS
8,055 5,465 1,894 160,589 164,186 170,538 171,545 6,670 5,663
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -17,832)
-632 253 -400 -16,878 -18,410 -17,910 -18,557 78 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.1 1.1 90.6 92.7 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 6 5 43 36 48 45
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,291
COMMITMENTS
3,023 0 0 94,037 97,614 97,060 97,614 7,231 6,677
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -3,352)
702 0 -60 -2,394 -5,012 -1,752 -5,072 -1,600 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 90.2 93.6 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 20 21 21 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,640
COMMITMENTS
0 0 0 77,478 78,512 77,478 78,512 6,162 5,128
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 4,665)
0 0 0 4,353 5,201 4,353 5,201 312 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 93.9 92.6 93.9 7.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 19 20 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 65,845
COMMITMENTS
242 0 270 59,344 59,807 59,856 60,077 5,989 5,768
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -8,589)
-57 0 -184 -7,676 -8,473 -7,917 -8,657 -672 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 90.1 90.8 90.9 91.2 9.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 17 22 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 112,683
COMMITMENTS
6,087 0 0 96,504 111,269 102,591 111,269 10,092 1,414
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -6,959)
1,600 0 0 -6,848 -6,616 -5,248 -6,616 -1,711 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 85.6 98.7 91.0 98.7 9.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 24 16 26 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,105
COMMITMENTS
30,878 9,261 12,980 113,658 135,128 157,516 157,369 589 736
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -6,530)
-196 -83 -845 -5,605 -5,586 -6,645 -6,514 115 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 5.9 8.2 71.9 85.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 12 20 46 48 69 71
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,221
COMMITMENTS
1,619 391 946 39,656 40,884 42,221 42,221 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -4,236)
-156 -190 -246 -3,835 -3,800 -4,236 -4,236 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.9 2.2 93.9 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 23 22 27 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 332,978
COMMITMENTS
1,616 5,072 320 331,042 327,586 332,978 332,978 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -39,008)
-624 -7,488 0 -38,384 -31,520 -39,008 -39,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.5 0.1 99.4 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 21 24 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,534,436
COMMITMENTS
29,623 83,619 65,934 1438879 1384883 1534436 1534436 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -58,303)
1,176 -12,301 2,902 -61,180 -47,703 -57,102 -57,102 -1,201 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.4 4.3 93.8 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 7 5 38 39 45 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,395
COMMITMENTS
4,107 5,174 3,629 64,659 63,431 72,395 72,233 0 162
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 960)
-381 -26 482 859 342 960 798 0 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.1 5.0 89.3 87.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 5 6 26 26 36 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 315,897
COMMITMENTS
2,528 8 320 313,049 313,073 315,897 313,401 0 2,496
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 321)
0 0 0 321 -2,175 321 -2,175 0 2,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 99.1 99.1 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 17 19 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 428,653
COMMITMENTS
4,241 2,248 8,632 415,780 417,773 428,653 428,653 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -17,184)
-1,504 384 0 -15,680 -17,568 -17,184 -17,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.5 2.0 97.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 29 26 32 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,471
COMMITMENTS
729 42 719 29,373 30,186 30,821 30,947 650 524
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -3,179)
-457 -165 -64 -2,923 -3,029 -3,444 -3,258 265 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.1 2.3 93.3 95.9 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 2 23 24 29 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,285
COMMITMENTS
140 0 0 50,762 51,265 50,902 51,265 383 20
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -4,706)
-50 0 0 -4,629 -4,705 -4,679 -4,705 -27 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.0 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 30 29 31 29
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 4,300
COMMITMENTS
1,100 150 150 2,900 4,000 4,150 4,300 150 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 3.5 3.5 67.4 93.0 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 11 16 12
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,824
COMMITMENTS
40 25 0 72,383 72,680 72,423 72,705 401 119
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -8,501)
-882 25 0 -7,825 -8,525 -8,707 -8,500 206 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.4 99.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 33 30 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,401
COMMITMENTS
525 1,175 0 26,292 26,106 26,817 27,281 584 120
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,523)
0 0 0 1,483 1,523 1,483 1,523 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.3 0.0 96.0 95.3 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 19 16 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 300,312
COMMITMENTS
11,944 0 384 287,984 299,928 300,312 300,312 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 5,440)
0 0 0 5,440 5,440 5,440 5,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.1 95.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 24 18 26 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,623
COMMITMENTS
1,540 1,856 240 7,819 7,506 9,599 9,602 24 21
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 107)
0 0 0 128 170 128 170 -21 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.3 2.5 81.3 78.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 20 20 26 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,340
COMMITMENTS
3,750 0 0 6,470 10,160 10,220 10,160 120 180
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 0.0 0.0 62.6 98.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 10 15 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,085
COMMITMENTS
1,275 300 480 7,750 9,125 9,505 9,905 580 180
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,085)
-515 -75 0 -655 -1,170 -1,170 -1,245 85 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.0 4.8 76.8 90.5 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 11 13 13 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,670
COMMITMENTS
450 1,625 0 37,150 35,925 37,600 37,550 70 120
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,753)
0 0 0 1,683 1,753 1,683 1,753 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.3 0.0 98.6 95.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 0 24 26 27 29
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,509
COMMITMENTS
710 75 0 24,559 25,334 25,269 25,409 240 100
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 0.0 96.3 99.3 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 25 23 28 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,939
COMMITMENTS
115 1,126 214 21,052 20,021 21,381 21,361 558 578
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -313)
0 0 0 -313 -313 -313 -313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.1 1.0 96.0 91.3 97.5 97.4 2.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 1 25 23 27 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,141
COMMITMENTS
1,331 2,060 1,777 51,486 51,179 54,594 55,016 547 125
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 327)
0 100 20 -240 212 -220 332 547 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.7 3.2 93.4 92.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 34 27 38 31
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,418
COMMITMENTS
1,789 11,392 1,099 68,109 58,807 70,997 71,298 421 120
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 398)
5 482 -149 171 -30 27 303 371 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 16.0 1.5 95.4 82.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 8 7 37 33 47 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,960
COMMITMENTS
665 0 0 46,275 46,960 46,940 46,960 20 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -5,190)
-95 0 0 -5,090 -5,190 -5,185 -5,190 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 10 28 10
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,875
COMMITMENTS
1,165 0 0 51,690 52,875 52,855 52,875 20 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -6,140)
-180 0 0 -5,955 -6,140 -6,135 -6,140 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 15 27 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 340,842
COMMITMENTS
54,018 17,361 5,820 276,868 315,781 336,706 338,962 4,136 1,880
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 794)
-362 0 770 -3,750 -1,856 -3,342 -1,086 4,136 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.1 1.7 81.2 92.6 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 28 30 32 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,214
COMMITMENTS
2,994 2,277 1,754 21,924 22,899 26,671 26,929 543 285
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 149)
395 -107 -89 -595 211 -288 16 437 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.4 6.4 80.6 84.1 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 7 26 31 33 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 33,249
COMMITMENTS
1,988 338 26 31,235 32,885 33,249 33,249 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 78)
52 26 0 26 52 78 78 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.0 0.1 93.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 1 15 13 19 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 276,022
COMMITMENTS
760 20,385 0 275,262 255,637 276,022 276,022 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -8,945)
0 0 0 -8,945 -8,945 -8,945 -8,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.4 0.0 99.7 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 0 20 17 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,444
COMMITMENTS
252 1,018 0 19,088 17,922 19,340 18,940 104 504
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,411)
-138 -115 0 -1,250 -1,393 -1,388 -1,508 -23 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.2 0.0 98.2 92.2 99.5 97.4 0.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 17 19 18
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,962
COMMITMENTS
1,193 0 617 8,880 9,248 10,690 9,865 272 1,097
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -690)
-317 -207 -23 -404 -274 -744 -504 54 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 5.6 81.0 84.4 97.5 90.0 2.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 2 18 17 22 19
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 129,655
COMMITMENTS
4,281 1,658 1,944 123,046 125,669 129,271 129,271 384 384
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -18,416)
-744 0 -376 -17,296 -18,040 -18,416 -18,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 1.5 94.9 96.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 15 14 19 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,048
COMMITMENTS
230 1,895 319 16,248 14,328 16,797 16,542 251 506
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -996)
94 -512 -161 -881 -296 -948 -969 -48 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.1 1.9 95.3 84.0 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 3 20 26 23 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 182,249
COMMITMENTS
768 9,318 408 181,073 172,523 182,249 182,249 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -18,888)
-768 -368 0 -18,120 -18,520 -18,888 -18,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.1 0.2 99.4 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 18 19 20 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,640
COMMITMENTS
0 325 200 10,380 10,095 10,580 10,620 60 20
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -745)
-50 -250 150 -845 -640 -745 -740 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.9 97.6 94.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 17 13 18 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 27,634
COMMITMENTS
1,550 610 1,309 24,775 25,715 27,634 27,634 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -175)
324 -249 1,050 -1,549 -976 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.2 4.7 89.7 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 19 17 21 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 235,418
COMMITMENTS
0 4,184 0 235,418 231,234 235,418 235,418 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -8,424)
0 0 0 -8,424 -8,424 -8,424 -8,424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 17 15 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,650
COMMITMENTS
400 1,580 0 9,690 9,050 10,090 10,630 560 20
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -845)
0 -100 0 -1,245 -740 -1,245 -840 400 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 14.8 0.0 91.0 85.0 94.7 99.8 5.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,030
COMMITMENTS
205 1,580 155 10,210 9,265 10,570 11,000 460 30
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,705)
-100 -1,015 0 -2,005 -675 -2,105 -1,690 400 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 14.3 1.4 92.6 84.0 95.8 99.7 4.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 14 16 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 742,310
COMMITMENTS
71,026 23,955 128,888 541,384 589,467 741,298 742,310 1,012 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -239)
5,254 -4,337 -1,742 -3,618 5,840 -106 -239 -133 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.2 17.4 72.9 79.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 6 20 19 28 26
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,115
COMMITMENTS
0 0 0 15,840 16,095 15,840 16,095 275 20
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,495)
0 0 0 -1,580 -1,495 -1,580 -1,495 85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.9 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 13 15 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,046
COMMITMENTS
200 0 50 18,676 18,996 18,926 19,046 120 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,910)
-425 0 0 -1,485 -1,910 -1,910 -1,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.3 98.1 99.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 16 20 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,279
COMMITMENTS
150 50 0 12,862 13,229 13,012 13,279 267 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,208)
-25 -125 0 -1,160 -1,083 -1,185 -1,208 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.0 96.9 99.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 16 14 18 15
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,670
COMMITMENTS
0 400 0 19,270 19,100 19,270 19,500 400 170
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,950)
0 -250 0 -2,260 -1,700 -2,260 -1,950 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 98.0 97.1 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 14 14 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,140
COMMITMENTS
0 140 75 16,800 16,885 16,875 17,100 265 40
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,470)
0 -10 0 -1,425 -1,450 -1,425 -1,460 -45 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.4 98.0 98.5 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 11 16 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,587
COMMITMENTS
435 0 40 17,837 18,507 18,312 18,547 275 40
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,640)
-125 0 0 -1,465 -1,630 -1,590 -1,630 -50 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.2 96.0 99.6 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 10 16 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,358
COMMITMENTS
3,565 1,445 170 93,623 95,608 97,358 97,223 0 135
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -9,929)
-460 110 -225 -9,244 -9,794 -9,929 -9,909 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.5 0.2 96.2 98.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 2 37 34 43 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,949
COMMITMENTS
3,230 2,520 1,365 107,339 107,919 111,934 111,804 15 145
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -11,249)
-295 -1,541 -140 -10,814 -9,563 -11,249 -11,244 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 1.2 95.9 96.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 5 5 44 37 51 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 174,244
COMMITMENTS
9,804 16,390 10,972 153,399 146,830 174,176 174,192 68 52
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -6,682)
350 -1,252 -1,014 -6,019 -4,426 -6,683 -6,692 1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.4 6.3 88.0 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 12 12 44 46 59 64
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,919
COMMITMENTS
6,067 4,057 2,157 112,632 114,705 120,856 120,919 63 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -3,057)
2,124 15 442 -5,616 -3,504 -3,050 -3,047 -7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.4 1.8 93.1 94.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 5 4 37 34 42 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,995
COMMITMENTS
1,685 950 165 33,135 33,880 34,985 34,995 10 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -2,100)
75 0 -135 -2,040 -1,965 -2,100 -2,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.7 0.5 94.7 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 25 14 27 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,940
COMMITMENTS
1,085 220 130 29,725 30,590 30,940 30,940 0 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,565)
20 20 -70 -1,505 -1,515 -1,555 -1,565 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.7 0.4 96.1 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 25 13 27 16
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 33,860
COMMITMENTS
1,200 0 250 32,236 33,445 33,686 33,695 174 165
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,505)
0 0 0 -1,485 -1,490 -1,485 -1,490 -20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.7 95.2 98.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 29 28 31 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,801
COMMITMENTS
525 0 0 15,276 15,671 15,801 15,671 0 130
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 1,120 1,120 1,120 1,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 96.7 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 21 17 23 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,423
COMMITMENTS
2,334 2,269 421 23,623 23,698 26,378 26,388 45 35
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,657)
-224 -157 -170 -1,108 -1,265 -1,502 -1,592 -155 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 8.6 1.6 89.4 89.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 2 26 24 32 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,724
COMMITMENTS
1,466 0 53 17,990 19,351 19,509 19,404 215 320
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,060)
-100 0 -10 -820 -1,355 -930 -1,365 -130 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.3 91.2 98.1 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 22 24 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,643
COMMITMENTS
1,312 3,245 1,306 31,711 30,080 34,329 34,631 314 12
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -2,860)
40 -227 -380 -2,478 -2,228 -2,818 -2,835 -42 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.4 3.8 91.5 86.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 5 27 28 33 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,041
COMMITMENTS
160 35 30 20,413 20,976 20,603 21,041 438 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,014)
-45 25 -15 -939 -1,022 -999 -1,012 -15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.1 97.0 99.7 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 27 21 28 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,325
COMMITMENTS
0 2,363 196 24,009 21,766 24,205 24,325 120 0
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 101)
0 39 -174 306 246 132 111 -31 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 0.8 98.7 89.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 22 16 23 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,324
COMMITMENTS
129 200 0 14,639 15,032 14,768 15,232 556 92
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -490)
-35 -50 0 -505 -426 -540 -476 50 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 0.0 95.5 98.1 96.4 99.4 3.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 19 16 20 18
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,518
COMMITMENTS
100 500 300 35,784 35,663 36,184 36,463 334 55
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,925)
0 0 0 -1,905 -1,915 -1,905 -1,915 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 0.8 98.0 97.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 28 26 30 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 15,344
COMMITMENTS
436 150 18 14,190 15,029 14,644 15,197 700 147
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -805)
-13 0 -7 -755 -790 -775 -797 -30 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 0.1 92.5 97.9 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 20 19
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 12,674
COMMITMENTS
941 0 18 11,695 12,632 12,654 12,650 20 24
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,036)
-84 0 0 -947 -1,060 -1,031 -1,060 -5 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.1 92.3 99.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 19 23 20
ERCOT NORTH 345KV REAL-TIME PK - ICE FUTURES ENERGY DIV Code-064IAN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 2,909
COMMITMENTS
0 80 0 2,734 2,587 2,734 2,667 175 242
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 94.0 88.9 94.0 91.7 6.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 14 9 14 11
Updated September 9, 2016