CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,546
COMMITMENTS
1,779 606 225 4,522 5,714 6,526 6,545 20 1
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1)
1 0 0 0 1 1 1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 9.3 3.4 69.1 87.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 1 9 7 16 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 37,027
COMMITMENTS
15,655 4,313 7,745 13,552 24,969 36,952 37,027 75 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50)
115 3 -21 -49 68 45 50 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 11.6 20.9 36.6 67.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 8 11 12 29 23
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,800
COMMITMENTS
18,550 29,170 650 15,600 4,980 34,800 34,800 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 525)
650 25 0 -125 500 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 83.8 1.9 44.8 14.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 3 10 4 18 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 24,295
COMMITMENTS
5,390 18,585 1,720 17,165 3,950 24,275 24,255 20 40
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,400)
350 600 0 1,050 800 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 76.5 7.1 70.7 16.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 10 4 9 3 18 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,889
COMMITMENTS
3,513 1,031 3,764 23,612 26,094 30,889 30,889 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -181)
65 -4 -78 -168 -100 -181 -181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.3 12.2 76.4 84.5 100.0 100.0 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 65,245
COMMITMENTS
8,853 4,246 5,642 50,730 55,317 65,225 65,205 20 40
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 194)
86 -31 33 75 192 194 194 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.5 8.6 77.8 84.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 7 8 18 15 29 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,110
COMMITMENTS
6,625 8,610 400 9,075 7,100 16,100 16,110 10 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 550)
550 -50 -250 250 850 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 53.4 2.5 56.3 44.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 5 1 6 5 16 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,279
COMMITMENTS
7,299 5,370 320 8,640 10,589 16,259 16,279 20 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 478)
482 0 0 -4 478 478 478 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 33.0 2.0 53.1 65.0 99.9 100.0 0.1 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,106
COMMITMENTS
6,956 6,870 600 9,550 9,636 17,106 17,106 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -151)
-51 70 0 -100 -221 -151 -151 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 40.2 3.5 55.8 56.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 2 9 5 17 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,754,714
COMMITMENTS
1000294 99,103 580,192 3107788 4037164 4688274 4716459 66,440 38,255
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 162,997)
39,044 -9,742 17,811 90,661 142,081 147,516 150,150 15,481 12,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 2.1 12.2 65.4 84.9 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
66 15 64 141 124 219 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,664,322
COMMITMENTS
68,365 18,147 697,043 893,445 946,040 1658852 1661229 5,470 3,093
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 98,979)
4,771 771 50,700 42,695 46,691 98,166 98,163 812 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.1 41.9 53.7 56.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 15 35 51 58 92 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,723
COMMITMENTS
16,624 1,262 1,765 189,694 217,085 208,083 220,112 18,640 6,611
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,851)
-709 -344 -92 2,274 -3,005 1,473 -3,441 -4,324 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 0.8 83.7 95.7 91.8 97.1 8.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 2 4 35 29 44 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,315
COMMITMENTS
1,816 3,586 3,856 112,211 110,286 117,883 117,728 4,432 4,587
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 37)
554 -341 198 -562 1,027 190 884 -153 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.9 3.2 91.7 90.2 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 5 23 30 29 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,882
COMMITMENTS
4,398 2,105 1,731 153,532 163,400 159,661 167,236 14,221 6,646
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,338)
-336 1,497 -48 -1,747 -2,395 -2,131 -946 -207 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 1.0 88.3 94.0 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 30 36 34 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 810,868
COMMITMENTS
2,535 1,195 4,346 793,759 801,427 800,640 806,968 10,228 3,900
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 21,759)
155 -60 359 21,549 21,915 22,063 22,214 -304 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.5 97.9 98.8 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 2 2 55 39 59 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,327
COMMITMENTS
991 4,588 213 341,491 336,277 342,695 341,078 5,632 7,249
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,578)
743 -1,511 -348 4,171 5,348 4,566 3,489 12 1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.1 98.0 96.5 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 2 2 41 48 44 51
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,271
COMMITMENTS
73 3,430 1,315 237,656 241,852 239,044 246,597 9,227 1,674
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,905)
-48 1,254 395 2,176 1,504 2,523 3,153 382 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.5 95.7 97.4 96.3 99.3 3.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 3 41 42 44 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,210
COMMITMENTS
582 1,694 1,314 85,322 82,303 87,218 85,311 3,992 5,899
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 7,057)
-647 1,031 -200 7,603 8,825 6,756 9,656 301 -2,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.9 1.4 93.5 90.2 95.6 93.5 4.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 24 23 26 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,285
COMMITMENTS
0 14,274 1,821 102,868 91,002 104,689 107,097 4,596 2,188
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,454)
0 1,820 58 3,727 1,700 3,785 3,578 -331 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 1.7 94.1 83.3 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 6 5 30 28 35 34
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,202
COMMITMENTS
493 3,547 806 89,842 91,295 91,141 95,648 9,061 4,554
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 6,805)
493 -465 170 5,894 7,041 6,557 6,746 248 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.5 0.8 89.7 91.1 91.0 95.5 9.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 22 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 138,590
COMMITMENTS
0 0 0 133,083 133,786 133,083 133,786 5,507 4,804
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 1,089 849 1,089 849 31 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 96.5 96.0 96.5 4.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 28 28 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,586
COMMITMENTS
0 0 0 51,900 54,088 51,900 54,088 6,686 4,498
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,784)
0 0 0 2,395 1,242 2,395 1,242 -611 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 92.3 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 16 19 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 405,699
COMMITMENTS
6,044 4,396 5,069 386,985 387,117 398,098 396,582 7,601 9,117
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 12,252)
843 58 779 10,163 10,532 11,785 11,369 467 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.1 1.2 95.4 95.4 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 3 3 50 42 55 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,012
COMMITMENTS
842 1,391 1,340 62,560 64,620 64,742 67,351 8,270 5,661
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,068)
0 -444 683 1,270 -44 1,953 195 -885 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.9 1.8 85.7 88.5 88.7 92.2 11.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 19 18 22 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,528
COMMITMENTS
3,864 1,637 926 55,034 57,797 59,824 60,360 4,704 4,168
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 789)
365 62 -101 891 1,256 1,155 1,217 -366 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.5 1.4 85.3 89.6 92.7 93.5 7.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,573
COMMITMENTS
5,084 1,240 0 36,533 40,202 41,617 41,442 956 1,131
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 899)
2,542 0 0 -1,674 899 868 899 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.9 0.0 85.8 94.4 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 17 20 20 21
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,211
COMMITMENTS
19,850 9,220 0 60,812 71,751 80,662 80,971 549 240
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,240)
2,542 0 0 -1,395 1,240 1,147 1,240 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 11.4 0.0 74.9 88.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 7 0 33 31 39 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,514
COMMITMENTS
0 780 0 40,454 37,576 40,454 38,356 60 2,158
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 5,678)
0 0 0 5,678 5,828 5,678 5,828 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 99.9 92.7 99.9 94.7 0.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 19 22 19 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,430
COMMITMENTS
0 191 1,092 215,170 208,049 216,262 209,332 5,168 12,098
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 6,714)
0 48 119 6,595 6,578 6,714 6,745 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 97.2 94.0 97.7 94.5 2.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 33 30 34 31
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 26,371
COMMITMENTS
0 678 0 24,706 21,124 24,706 21,802 1,665 4,569
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,426)
0 341 0 1,426 1,206 1,426 1,547 0 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 93.7 80.1 93.7 82.7 6.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 13 15 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,183
COMMITMENTS
915 2,000 546 38,679 38,114 40,140 40,660 5,043 4,523
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,015)
341 0 -341 985 1,202 985 861 30 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.4 1.2 85.6 84.4 88.8 90.0 11.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 17 19 19 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,207
COMMITMENTS
54 217 1,788 74,643 74,563 76,485 76,568 6,722 6,639
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -147)
54 50 -205 -391 -450 -542 -605 395 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 2.1 89.7 89.6 91.9 92.0 8.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 21 28 22 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,336
COMMITMENTS
8,237 0 609 107,343 115,046 116,189 115,655 6,147 6,681
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 465)
182 0 -31 -156 344 -5 313 470 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.5 87.7 94.0 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 19 19 22 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,020
COMMITMENTS
341 0 0 89,035 91,922 89,376 91,922 5,644 3,098
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,662)
341 0 0 1,388 1,383 1,729 1,383 -67 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 93.7 96.7 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 18 21 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,776
COMMITMENTS
1,012 347 360 99,885 104,529 101,257 105,236 5,519 1,540
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 7,684)
-412 347 143 7,807 7,227 7,538 7,717 146 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.3 93.5 97.9 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 19 23 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,335
COMMITMENTS
2,657 248 1,414 95,362 97,879 99,433 99,541 10,902 10,794
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,916)
-257 -186 565 6,644 3,022 6,952 3,401 -4,036 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 1.3 86.4 88.7 90.1 90.2 9.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 29 27 32 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,755
COMMITMENTS
4,540 0 0 33,795 40,574 38,335 40,574 2,420 181
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,112)
-126 0 0 2,998 4,776 2,872 4,776 1,240 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 82.9 99.6 94.1 99.6 5.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 19 18 22 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,261
COMMITMENTS
330 0 0 36,927 38,079 37,257 38,079 1,004 182
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 62)
0 0 0 -62 62 -62 62 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.5 99.5 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 12 19 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,353
COMMITMENTS
7,841 8,233 1,524 167,761 171,367 177,126 181,124 8,227 4,229
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,947)
422 2,197 66 4,072 3,874 4,560 6,137 387 -1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.4 0.8 90.5 92.5 95.6 97.7 4.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 7 6 44 36 50 45
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,099
COMMITMENTS
3,174 0 0 93,545 97,138 96,719 97,138 7,380 6,961
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 271)
0 0 0 92 109 92 109 179 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 89.9 93.3 92.9 93.3 7.1 6.7
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,871
COMMITMENTS
0 0 0 79,940 79,619 79,940 79,619 4,931 5,252
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 921)
0 0 0 2,168 797 2,168 797 -1,247 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 93.8 94.2 93.8 5.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 19 21 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,790
COMMITMENTS
0 513 31 60,312 60,199 60,343 60,743 6,447 6,047
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 456)
0 0 0 242 87 242 87 214 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 90.3 90.1 90.3 90.9 9.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 16 21 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 122,992
COMMITMENTS
6,087 0 0 107,648 121,945 113,735 121,945 9,257 1,047
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,952)
0 0 0 5,499 4,952 5,499 4,952 -547 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 87.5 99.1 92.5 99.1 7.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 26 18 28 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,434
COMMITMENTS
33,287 10,244 12,794 114,670 137,625 160,751 160,663 682 771
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,910)
1,587 81 -41 333 1,879 1,880 1,918 30 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.3 7.9 71.0 85.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 10 20 48 48 72 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 44,304
COMMITMENTS
1,992 409 1,552 40,760 42,343 44,304 44,304 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 764)
-289 8 616 437 140 764 764 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.9 3.5 92.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 23 22 28 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 353,420
COMMITMENTS
5,424 14,592 320 347,676 338,508 353,420 353,420 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,635)
0 2,856 0 8,635 5,779 8,635 8,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.1 0.1 98.4 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 22 19 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,544,937
COMMITMENTS
42,062 79,773 58,707 1444168 1406457 1544937 1544937 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 5,435)
11,975 1,120 -9,588 3,048 13,903 5,435 5,435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.2 3.8 93.5 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 6 4 38 40 46 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,092
COMMITMENTS
3,094 4,840 4,060 57,938 56,192 65,092 65,092 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 219)
-1,731 568 624 1,326 -974 219 219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.4 6.2 89.0 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 7 6 27 25 38 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 295,724
COMMITMENTS
1,280 8 320 294,124 295,396 295,724 295,724 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,093)
0 0 0 8,093 8,093 8,093 8,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 99.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 17 18 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 444,760
COMMITMENTS
4,241 2,248 8,632 431,887 433,880 444,760 444,760 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,402)
0 0 0 -2,402 -2,402 -2,402 -2,402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.5 1.9 97.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 1 30 26 33 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,203
COMMITMENTS
815 164 209 30,337 31,305 31,361 31,678 842 525
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 248)
64 122 -255 268 401 77 268 171 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.6 94.2 97.2 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 2 24 24 30 27
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,300
COMMITMENTS
140 0 0 53,837 54,280 53,977 54,280 323 20
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,505)
0 0 0 1,505 1,505 1,505 1,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.1 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 30 29 31 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,109
COMMITMENTS
40 25 0 75,728 75,965 75,768 75,990 341 119
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,610)
0 0 0 1,610 1,610 1,610 1,610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.5 99.8 99.6 99.8 0.4 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,142
COMMITMENTS
200 1,075 0 25,312 24,947 25,512 26,022 630 120
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 110)
0 0 0 50 110 50 110 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.1 0.0 96.8 95.4 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 19 15 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 302,864
COMMITMENTS
11,944 0 384 288,136 300,080 300,464 300,464 2,400 2,400
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 11,288)
0 0 0 8,888 8,888 8,888 8,888 2,400 2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.1 95.1 99.1 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 25 21 27 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 8,277
COMMITMENTS
1,471 1,057 234 6,530 6,944 8,235 8,235 42 42
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 462)
0 -63 63 378 462 441 462 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 12.8 2.8 78.9 83.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 17 15 22 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,785
COMMITMENTS
3,150 0 0 5,515 8,485 8,665 8,485 120 300
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 0 120 0 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 0.0 0.0 62.8 96.6 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 11 16 15 16
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,590
COMMITMENTS
1,275 475 480 9,255 10,455 11,010 11,410 580 180
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 385)
0 125 0 385 260 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.1 4.1 79.9 90.2 95.0 98.4 5.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 14 14 16 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,149
COMMITMENTS
350 1,475 0 34,209 33,554 34,559 35,029 590 120
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -30 30 -30 30 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.2 0.0 97.3 95.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 22 20 24 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,122
COMMITMENTS
685 150 0 24,197 24,892 24,882 25,042 240 80
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 586)
0 0 0 621 621 621 621 -35 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.0 96.3 99.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 25 23 27 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,412
COMMITMENTS
0 1,047 147 19,817 18,542 19,964 19,736 448 676
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -148)
0 21 -21 -106 -168 -127 -168 -21 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.7 97.1 90.8 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 1 24 21 25 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,752
COMMITMENTS
1,171 3,082 1,632 50,929 48,853 53,732 53,567 20 185
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,430)
100 611 -90 1,400 851 1,410 1,372 20 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.7 3.0 94.7 90.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,778
COMMITMENTS
1,931 12,716 663 67,132 56,351 69,726 69,730 52 48
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,402)
238 1,836 -361 2,515 879 2,392 2,354 10 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 18.2 1.0 96.2 80.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 7 5 37 32 45 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,265
COMMITMENTS
665 0 0 46,580 47,265 47,245 47,265 20 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 11 28 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,415
COMMITMENTS
1,165 0 0 52,230 53,415 53,395 53,415 20 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 245)
0 0 0 245 245 245 245 0 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 16 27 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 318,462
COMMITMENTS
57,441 15,105 3,495 257,526 299,862 318,462 318,462 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,969)
5,844 0 -1,170 4,295 10,139 8,969 8,969 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 4.7 1.1 80.9 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 27 30 30 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,005
COMMITMENTS
3,538 1,905 1,668 20,717 22,348 25,922 25,920 83 85
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 666)
181 30 -3 488 660 666 687 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.3 6.4 79.7 85.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 23 31 30 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,089
COMMITMENTS
3,470 179 50 32,569 35,860 36,089 36,089 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,650)
1,301 0 0 1,349 2,650 2,650 2,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.5 0.1 90.2 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 2 14 14 19 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 290,534
COMMITMENTS
1,576 20,385 0 288,958 270,149 290,534 290,534 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 12,936)
816 0 0 12,120 12,936 12,936 12,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.0 0.0 99.5 93.0 100.0 100.0 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 19,593
COMMITMENTS
252 1,018 0 19,196 18,112 19,448 19,130 145 463
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 232)
0 0 0 191 232 191 232 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.2 0.0 98.0 92.4 99.3 97.6 0.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 19 19 20
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,490
COMMITMENTS
1,447 0 617 9,154 9,776 11,218 10,393 272 1,097
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -105)
254 0 0 -359 -105 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 5.4 79.7 85.1 97.6 90.5 2.4 9.5
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 128,896
COMMITMENTS
9,280 0 3,602 115,630 124,910 128,512 128,512 384 384
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 408)
3,038 -1,658 1,658 -4,288 408 408 408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 2.8 89.7 96.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 2 16 14 20 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,394
COMMITMENTS
188 1,874 361 16,594 14,632 17,143 16,867 251 527
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 86)
-42 0 42 86 44 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.8 2.1 95.4 84.1 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 3 21 26 24 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 185,741
COMMITMENTS
768 9,318 408 184,565 176,015 185,741 185,741 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,334)
0 0 0 -2,334 -2,334 -2,334 -2,334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.0 0.2 99.4 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 19 19 21 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,615
COMMITMENTS
0 325 200 10,355 10,070 10,555 10,595 60 20
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,398
COMMITMENTS
2,059 614 1,251 25,088 26,533 28,398 28,398 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 383)
128 4 -31 286 410 383 383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.2 4.4 88.3 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 19 18 21 22
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 236,090
COMMITMENTS
0 4,184 0 236,090 231,906 236,090 236,090 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,280)
0 0 0 -1,280 -1,280 -1,280 -1,280 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 16 17 16 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,700
COMMITMENTS
400 1,580 0 9,740 9,100 10,140 10,680 560 20
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 14.8 0.0 91.0 85.0 94.8 99.8 5.2 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,080
COMMITMENTS
205 1,580 155 10,260 9,315 10,620 11,050 460 30
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 14.3 1.4 92.6 84.1 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 723,942
COMMITMENTS
46,194 24,780 139,394 536,922 557,960 722,509 722,134 1,433 1,808
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 810)
-7,485 319 6,513 1,644 -7,830 673 -998 137 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.4 19.3 74.2 77.1 99.8 99.8 0.2 0.2
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,030
COMMITMENTS
0 0 0 15,755 16,010 15,755 16,010 275 20
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -85 -85 -85 -85 0 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: 24)
0 0 0 16 14 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,896
COMMITMENTS
200 0 50 19,526 19,846 19,776 19,896 120 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 98.1 99.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 18 18 20 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,824
COMMITMENTS
150 50 0 13,407 13,774 13,557 13,824 267 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 0.0 97.0 99.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 16 17 18 18
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,780
COMMITMENTS
0 450 0 19,380 19,160 19,380 19,610 400 170
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 50)
0 50 0 110 60 110 110 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 98.0 96.9 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 15 15 15 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,455
COMMITMENTS
0 215 75 17,115 17,110 17,190 17,400 265 55
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 0 15 0 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.4 98.1 98.0 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 15 11 16 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,602
COMMITMENTS
435 75 40 17,852 18,432 18,327 18,547 275 55
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 0 15 0 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.4 0.2 96.0 99.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 10 16 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,982
COMMITMENTS
3,690 1,370 170 96,107 98,307 99,967 99,847 15 135
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,174)
50 0 0 3,109 3,174 3,159 3,174 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.4 0.2 96.1 98.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 2 38 35 44 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,844
COMMITMENTS
3,430 3,800 1,310 111,089 110,589 115,829 115,699 15 145
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,055)
125 735 -35 3,965 3,355 4,055 4,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.3 1.1 95.9 95.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 7 6 44 39 52 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 182,164
COMMITMENTS
11,132 17,706 10,994 159,965 153,398 182,091 182,098 73 66
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,555)
-168 13 509 1,229 1,021 1,570 1,543 -15 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.7 6.0 87.8 84.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 13 14 45 47 62 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,909
COMMITMENTS
7,207 4,338 2,793 114,846 117,778 124,846 124,909 63 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 575)
0 300 0 575 275 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.5 2.2 91.9 94.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 6 4 39 34 44 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,285
COMMITMENTS
1,660 1,025 115 34,500 35,145 36,275 36,285 10 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,080)
50 75 -50 1,080 1,055 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.8 0.3 95.1 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 24 15 26 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,950
COMMITMENTS
1,010 220 130 30,810 31,600 31,950 31,950 0 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,070)
0 0 0 1,070 1,070 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.7 0.4 96.4 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 24 14 26 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 34,430
COMMITMENTS
1,200 0 250 32,806 34,015 34,256 34,265 174 165
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -65)
0 0 0 145 -155 145 -155 -210 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.7 95.3 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 15,606
COMMITMENTS
825 0 0 14,781 15,486 15,606 15,486 0 120
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 335)
300 0 0 35 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 94.7 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 21 18 23 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,907
COMMITMENTS
2,448 1,969 706 23,593 24,232 26,747 26,907 160 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 319)
39 -300 285 -5 334 319 319 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.3 2.6 87.7 90.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 2 28 25 34 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,743
COMMITMENTS
1,916 0 53 19,559 21,370 21,528 21,423 215 320
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 844)
300 0 0 544 844 844 844 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.2 90.0 98.3 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 23 24 25
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,523
COMMITMENTS
1,890 3,799 1,195 33,114 31,517 36,199 36,511 324 12
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,214)
498 314 -70 786 970 1,214 1,214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.4 3.3 90.7 86.3 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 5 27 27 33 32
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,341
COMMITMENTS
160 35 30 22,713 23,276 22,903 23,341 438 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,020)
0 0 0 1,020 1,020 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.1 97.3 99.7 98.1 100.0 1.9 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,645
COMMITMENTS
0 2,308 196 24,329 22,141 24,525 24,645 120 0
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 320)
0 -55 0 320 375 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.8 98.7 89.8 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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,334
COMMITMENTS
129 200 0 14,649 15,042 14,778 15,242 556 92
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
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 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,118
COMMITMENTS
100 500 0 36,684 36,563 36,784 37,063 334 55
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 530)
0 0 0 530 530 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.0 98.8 98.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 30 27 31 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,218
COMMITMENTS
436 150 18 15,324 15,918 15,778 16,086 440 132
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 259)
0 0 0 519 274 519 274 -260 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 0.1 94.5 98.2 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 18 22 20
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,489
COMMITMENTS
941 0 18 12,510 13,447 13,469 13,465 20 24
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.1 92.7 99.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 23 19 24 20
Updated September 23, 2016