CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,428
COMMITMENTS
1,688 583 148 4,572 5,696 6,408 6,427 20 1
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -126)
-14 -23 -77 -25 -16 -116 -116 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 9.1 2.3 71.1 88.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 2 9 6 16 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 35,841
COMMITMENTS
16,454 4,209 6,639 12,684 24,994 35,776 35,841 65 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,896)
498 0 -1,244 -1,140 -651 -1,886 -1,896 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 11.7 18.5 35.4 69.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 8 10 11 12 29 25
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,150
COMMITMENTS
17,700 28,364 850 15,600 4,936 34,150 34,150 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -785)
-210 -825 -100 -475 140 -785 -785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 83.1 2.5 45.7 14.5 100.0 100.0 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 25,495
COMMITMENTS
5,990 19,135 1,720 17,765 4,600 25,475 25,455 20 40
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,050)
600 400 0 450 650 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 75.1 6.7 69.7 18.0 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,956
COMMITMENTS
3,519 1,012 3,346 23,090 25,597 29,956 29,956 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -360)
0 -10 -158 -202 -193 -360 -360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.4 11.2 77.1 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 5 10 8 19 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,699
COMMITMENTS
8,931 3,715 5,988 49,760 54,956 64,679 64,659 20 40
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,006)
4 -681 -105 -904 -220 -1,006 -1,006 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.7 9.3 76.9 84.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 6 8 18 15 29 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 16,810
COMMITMENTS
6,975 8,260 400 9,425 8,150 16,800 16,810 10 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 700)
350 450 0 350 250 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 49.1 2.4 56.1 48.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 1 6 5 15 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,347
COMMITMENTS
9,023 6,320 170 7,134 9,857 16,327 16,347 20 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -367)
-97 0 0 -269 -367 -367 -367 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 38.7 1.0 43.6 60.3 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,159
COMMITMENTS
7,109 6,820 600 9,450 9,739 17,159 17,159 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -12)
-12 0 0 0 -12 -12 -12 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 39.7 3.5 55.1 56.8 100.0 100.0 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,738,699
COMMITMENTS
1060763 102,125 568,454 3023871 4013823 4653088 4684402 85,611 54,297
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -160,739)
-21,632 -5,105 -18,359 -118,895 -128,969 -158,886 -152,433 -1,853 -8,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 2.2 12.0 63.8 84.7 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
59 15 59 139 125 210 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,366,489
COMMITMENTS
48,036 14,317 562,500 749,979 786,008 1360514 1362824 5,975 3,665
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -27,477)
-22,034 -4,762 4,911 -8,233 -12,177 -25,356 -12,028 -2,122 -15,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 41.2 54.9 57.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
24 10 31 50 54 83 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,161
COMMITMENTS
19,625 0 1,528 202,235 234,736 223,388 236,264 18,773 5,897
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 11,849)
805 -710 -482 10,673 13,499 10,996 12,307 853 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.6 83.5 96.9 92.2 97.6 7.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 0 4 35 30 44 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,786
COMMITMENTS
2,447 1,980 1,310 115,121 115,243 118,878 118,533 5,908 6,253
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,392)
3 -1,017 -2,160 3,310 3,022 1,153 -155 239 1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.6 1.0 92.3 92.4 95.3 95.0 4.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 24 31 28 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,857
COMMITMENTS
4,312 3,238 1,906 158,385 165,082 164,603 170,226 16,254 10,631
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,090)
-1,303 740 586 3,373 -983 2,656 343 1,434 3,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 1.1 87.6 91.3 91.0 94.1 9.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 29 36 33 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,965
COMMITMENTS
602 190 2,430 775,159 784,749 778,191 787,369 16,774 7,596
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -42,664)
-2,026 -1,062 -2,467 -44,874 -42,899 -49,367 -46,428 6,703 3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 97.5 98.7 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 1 2 51 33 54 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,949
COMMITMENTS
2,971 3,079 513 359,239 358,126 362,723 361,718 5,226 6,231
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 16,194)
454 -3,082 -460 16,288 18,888 16,282 15,346 -88 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.1 97.6 97.3 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 2 1 41 48 45 50
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,101
COMMITMENTS
372 2,177 2,067 245,353 253,095 247,792 257,339 11,309 1,762
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -675)
155 -518 -518 -4,726 -43 -5,089 -1,079 4,414 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 0.8 94.7 97.7 95.6 99.3 4.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 4 43 45 48 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,311
COMMITMENTS
756 1,165 1,630 91,618 89,919 94,004 92,714 6,307 7,597
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -612)
756 -2,327 349 -3,777 -184 -2,672 -2,162 2,060 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 1.6 91.3 89.6 93.7 92.4 6.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 25 23 28 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,965
COMMITMENTS
0 13,066 1,999 104,517 96,450 106,516 111,515 7,449 2,450
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,752)
0 -1,778 354 -292 2,578 62 1,154 1,690 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 1.8 91.7 84.6 93.5 97.9 6.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 4 30 28 34 33
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,055
COMMITMENTS
0 660 0 20,106 20,727 20,106 21,387 1,949 668
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 381)
0 660 0 660 -31 660 629 -279 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 91.2 94.0 91.2 97.0 8.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 13 13 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,218
COMMITMENTS
776 4,168 656 100,251 100,101 101,683 104,925 9,535 6,293
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,028)
776 -1,070 -193 2,600 4,206 3,183 2,943 845 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 0.6 90.1 90.0 91.4 94.3 8.6 5.7
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 144,432
COMMITMENTS
0 0 0 138,087 136,157 138,087 136,157 6,345 8,275
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,843)
0 0 0 1,326 -835 1,326 -835 517 2,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 94.3 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 28 29 28 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,463
COMMITMENTS
0 0 0 57,115 57,376 57,115 57,376 5,348 5,087
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,024)
0 0 0 3,936 1,447 3,936 1,447 -1,912 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 91.9 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 15 21 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,355
COMMITMENTS
1,990 0 0 11,298 15,346 13,288 15,346 3,067 1,009
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 279)
310 0 0 -750 279 -440 279 719 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 69.1 93.8 81.2 93.8 18.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 11 12 13 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 416,788
COMMITMENTS
4,295 5,165 2,795 400,178 393,533 407,268 401,493 9,520 15,295
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 5,850)
-624 -1,165 -1,803 6,222 3,183 3,795 215 2,055 5,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 0.7 96.0 94.4 97.7 96.3 2.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 2 3 51 46 55 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,948
COMMITMENTS
1,152 3,437 1,109 67,416 67,603 69,677 72,149 8,271 5,799
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,485)
310 -436 255 2,100 2,164 2,665 1,983 -180 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.4 1.4 86.5 86.7 89.4 92.6 10.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 20 20 24 23
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,142
COMMITMENTS
210 0 0 15,237 16,446 15,447 16,446 2,695 1,696
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 604)
0 0 0 302 604 302 604 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 84.0 90.7 85.1 90.7 14.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 12 12 12
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,230
COMMITMENTS
375 0 1,929 61,966 63,141 64,270 65,070 4,960 4,160
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,023)
-2,654 -55 376 6,165 3,857 3,887 4,178 136 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 2.8 89.5 91.2 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 18 21 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,138
COMMITMENTS
11,470 3,503 0 79,799 84,026 91,269 87,529 7,869 11,609
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 31,435)
4,247 -6,076 0 20,585 27,355 24,832 21,279 6,603 10,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.5 0.0 80.5 84.8 92.1 88.3 7.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 5 0 30 30 33 35
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,128
COMMITMENTS
27,011 19,049 0 87,075 96,907 114,086 115,956 6,042 4,172
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 16,070)
5,022 1,304 0 5,928 11,547 10,950 12,851 5,120 3,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 15.9 0.0 72.5 80.7 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 11 0 36 39 43 50
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,940
COMMITMENTS
0 718 62 47,787 44,785 47,849 45,565 91 2,375
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 971)
0 -62 62 909 1,276 971 1,276 0 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 99.7 93.4 99.8 95.0 0.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 21 25 22 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,418
COMMITMENTS
0 406 975 225,247 219,322 226,222 220,703 5,196 10,715
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,642)
0 -149 35 5,167 5,715 5,202 5,601 -560 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 97.3 94.8 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 34 31 35 32
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 28,814
COMMITMENTS
0 1,081 0 26,990 24,967 26,990 26,048 1,824 2,766
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 829)
0 558 0 1,104 2,136 1,104 2,694 -275 -1,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 93.7 86.6 93.7 90.4 6.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 16 19 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,179
COMMITMENTS
2,080 0 0 38,939 39,098 41,019 39,098 6,160 8,081
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 433)
-152 0 0 850 -1,380 698 -1,380 -265 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 82.5 82.9 86.9 82.9 13.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 18 16 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,905
COMMITMENTS
0 2,949 2,705 78,475 75,363 81,180 81,017 6,725 6,888
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,084)
-33 982 -315 1,032 -79 684 588 400 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 3.1 89.3 85.7 92.3 92.2 7.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 3 22 28 25 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,656
COMMITMENTS
8,650 0 745 108,278 117,961 117,673 118,706 5,983 4,950
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,251)
-635 0 307 1,309 426 981 733 270 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.6 87.6 95.4 95.2 96.0 4.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 22 19 26 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,311
COMMITMENTS
1,054 0 0 91,790 94,024 92,844 94,024 5,467 4,287
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -52)
0 0 0 -486 -1,311 -486 -1,311 434 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 93.4 95.6 94.4 95.6 5.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 21 22 21
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,556
COMMITMENTS
1,012 1,341 0 106,582 110,412 107,594 111,753 5,962 1,803
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,401)
-372 1,031 0 3,106 2,700 2,734 3,731 667 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 0.0 93.9 97.2 94.7 98.4 5.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 21 18 22 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,545
COMMITMENTS
595 2,589 2,132 111,968 113,287 114,695 118,008 14,850 11,537
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 14,076)
-1,466 -180 864 11,944 12,071 11,342 12,755 2,734 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 1.6 86.4 87.4 88.5 91.1 11.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 29 27 31 30
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,502
COMMITMENTS
0 2,604 0 12,201 9,221 12,201 11,825 301 677
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0)
0 -217 0 0 217 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.8 0.0 97.6 73.8 97.6 94.6 2.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 10 12 11
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,905
COMMITMENTS
4,898 0 0 34,674 41,662 39,572 41,662 2,333 243
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 720)
120 -279 0 600 999 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 0.0 82.7 99.4 94.4 99.4 5.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 18 19 22 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,338
COMMITMENTS
423 0 0 37,526 39,846 37,949 39,846 2,389 492
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -770 155 -770 155 615 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 93.0 98.8 94.1 98.8 5.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,497
COMMITMENTS
7,499 4,189 1,721 169,470 179,931 178,690 185,841 12,807 5,656
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,086)
152 -3,313 -431 -1,895 5,229 -2,174 1,485 4,260 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.2 0.9 88.5 94.0 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 6 4 44 35 49 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 103,100
COMMITMENTS
3,388 188 240 91,296 95,889 94,924 96,317 8,176 6,783
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,023)
0 0 0 -1,697 -1,150 -1,697 -1,150 674 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.2 0.2 88.6 93.0 92.1 93.4 7.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 19 21 21 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,691
COMMITMENTS
0 0 0 82,214 84,748 82,214 84,748 6,477 3,943
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,646)
0 0 0 106 1,615 106 1,615 1,540 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 95.6 92.7 95.6 7.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 22 21 22 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,808
COMMITMENTS
0 269 31 60,408 61,482 60,439 61,782 8,369 7,026
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -124)
0 -244 0 -2,192 -124 -2,192 -368 2,068 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 87.8 89.4 87.8 89.8 12.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 17 22 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 124,932
COMMITMENTS
6,188 0 0 106,914 122,666 113,102 122,666 11,830 2,266
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,095)
101 0 0 -1,259 927 -1,158 927 2,253 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 85.6 98.2 90.5 98.2 9.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 26 19 28 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,246
COMMITMENTS
30,576 10,424 13,602 116,449 136,540 160,627 160,566 1,619 1,680
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -40)
-169 41 -149 -606 -771 -923 -880 883 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.4 8.4 71.8 84.2 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 11 20 46 48 69 71
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,273
COMMITMENTS
3,898 0 2,304 39,071 42,969 45,273 45,273 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,512)
781 -497 4 -2,297 -1,019 -1,512 -1,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 5.1 86.3 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 3 24 22 29 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 346,355
COMMITMENTS
6,992 18,424 0 339,363 327,931 346,355 346,355 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -18,239)
1,896 2,224 -320 -19,815 -20,143 -18,239 -18,239 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.3 0.0 98.0 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 0 20 18 22 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,594,303
COMMITMENTS
70,213 71,891 49,671 1449459 1452773 1569343 1574335 24,960 19,968
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 23,823)
17,198 -5,657 -3,909 -13,666 14,181 -377 4,615 24,200 19,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.5 3.1 90.9 91.1 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 7 4 38 42 45 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,947
COMMITMENTS
2,766 8,449 4,253 66,927 61,244 73,947 73,947 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 6,969)
-25 3,069 -50 7,069 3,975 6,995 6,995 -26 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.4 5.8 90.5 82.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 7 6 26 24 36 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 371,296
COMMITMENTS
1,280 8 320 369,696 370,968 371,296 371,296 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 67,093)
0 0 0 67,093 67,093 67,093 67,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 99.6 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 19 18 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 468,119
COMMITMENTS
5,761 728 8,632 453,726 458,375 468,119 467,735 0 384
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 15,179)
2,280 0 0 12,899 14,795 15,179 14,795 0 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 1.8 96.9 97.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 31 26 35 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,119
COMMITMENTS
794 246 210 31,294 32,159 32,298 32,615 821 504
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 275)
-1 41 1 275 233 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.7 0.6 94.5 97.1 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 2 24 25 30 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,130
COMMITMENTS
140 0 0 54,187 54,880 54,327 54,880 803 250
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -420)
0 0 0 -900 -650 -900 -650 480 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.3 99.5 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 31 29 32 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,319
COMMITMENTS
40 25 0 75,882 76,845 75,922 76,870 1,397 449
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 105)
0 0 0 -951 -225 -951 -225 1,056 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.1 99.4 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 0 33 30 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,393
COMMITMENTS
200 1,075 0 26,563 26,198 26,763 27,273 630 120
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -55 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.9 0.0 97.0 95.6 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 17 20 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 303,544
COMMITMENTS
11,944 0 384 288,816 300,760 301,144 301,144 2,400 2,400
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,648)
0 0 0 2,648 2,648 2,648 2,648 0 0
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 10/04/16 |
--------------------------------------------------------------| 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 09/27/16 (CHANGE IN OPEN INTEREST: -21)
0 0 0 -21 -21 -21 -21 0 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 10/04/16 |
--------------------------------------------------------------| 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 09/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,615
COMMITMENTS
1,200 350 555 9,155 10,355 10,910 11,260 705 355
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 75)
25 -125 -25 -50 50 -50 -100 125 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.0 4.8 78.8 89.2 93.9 96.9 6.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,536
COMMITMENTS
300 1,475 0 36,646 35,941 36,946 37,416 590 120
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,583)
50 0 -50 1,583 1,633 1,583 1,583 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.9 0.0 97.6 95.8 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 0 22 24 24 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,131
COMMITMENTS
1,585 150 0 26,306 27,901 27,891 28,051 240 80
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 730)
0 0 0 730 730 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.5 0.0 93.5 99.2 99.1 99.7 0.9 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,696
COMMITMENTS
0 1,170 147 21,142 19,851 21,289 21,168 407 528
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 948)
0 0 0 927 1,032 927 1,032 21 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.7 97.4 91.5 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 25 23 26 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,619
COMMITMENTS
1,581 3,656 1,243 51,755 49,547 54,579 54,446 40 173
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 395)
40 113 -170 509 467 379 410 16 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.7 2.3 94.8 90.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 34 29 38 33
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,752
COMMITMENTS
2,375 14,433 509 68,797 56,762 71,681 71,704 71 48
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,428)
186 412 33 1,203 993 1,422 1,438 6 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 20.1 0.7 95.9 79.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 7 6 38 33 47 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,085
COMMITMENTS
665 0 0 46,445 48,055 47,110 48,055 975 30
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 470)
0 0 0 -485 440 -485 440 955 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.6 99.9 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 12 28 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,000
COMMITMENTS
1,165 0 0 51,745 54,000 52,910 54,000 1,090 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 415)
0 0 0 -655 415 -655 415 1,070 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 95.8 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 17 27 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 324,039
COMMITMENTS
54,354 15,921 3,895 265,790 304,223 324,039 324,039 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,968)
408 0 0 3,560 3,968 3,968 3,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 4.9 1.2 82.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 27 31 30 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,579
COMMITMENTS
4,232 2,180 1,424 20,861 22,887 26,517 26,491 62 88
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 388)
152 52 50 185 282 388 384 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 8.2 5.4 78.5 86.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 24 32 31 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 36,988
COMMITMENTS
4,115 127 128 32,745 36,733 36,988 36,988 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 155)
103 -52 26 26 181 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.3 0.3 88.5 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 3 15 15 21 20
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 298,166
COMMITMENTS
1,576 20,385 0 295,822 277,781 297,398 298,166 768 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 8,040)
0 0 0 7,272 8,040 7,272 8,040 768 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.8 0.0 99.2 93.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 0 22 16 23 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,309
COMMITMENTS
438 1,018 0 19,808 18,786 20,246 19,804 63 505
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 592)
104 0 0 488 550 592 550 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.0 0.0 97.5 92.5 99.7 97.5 0.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 18 18 21 19
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,862
COMMITMENTS
44 0 84 8,763 9,273 8,891 9,357 971 505
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0)
-21 0 21 -63 -126 -63 -105 63 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.9 88.9 94.0 90.2 94.9 9.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 11 16 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,657
COMMITMENTS
1,447 0 617 9,195 9,923 11,259 10,540 398 1,117
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 83)
0 0 0 -43 42 -43 42 126 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 5.3 78.9 85.1 96.6 90.4 3.4 9.6
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 130,087
COMMITMENTS
11,320 0 1,970 114,469 119,261 127,759 121,231 2,328 8,856
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 783)
1,224 0 -1,224 -1,161 -6,465 -1,161 -7,689 1,944 8,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 1.5 88.0 91.7 98.2 93.2 1.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 17 15 22 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,788
COMMITMENTS
540 1,935 319 16,468 14,838 17,327 17,092 461 696
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 506)
268 61 0 49 276 317 337 189 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.9 1.8 92.6 83.4 97.4 96.1 2.6 3.9
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 200,680
COMMITMENTS
768 9,318 408 198,736 190,186 199,912 199,912 768 768
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 10,225)
0 0 0 9,457 9,457 9,457 9,457 768 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.6 0.2 99.0 94.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 20 19 22 21
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,420
COMMITMENTS
0 325 200 11,145 10,480 11,345 11,005 75 415
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 955)
0 0 0 940 560 940 560 15 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 1.8 97.6 91.8 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 16 13 17 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 27,726
COMMITMENTS
3,283 465 1,530 22,913 25,731 27,726 27,726 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -652)
1,044 -149 306 -2,002 -809 -652 -652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.7 5.5 82.6 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 17 17 19 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 239,737
COMMITMENTS
0 3,864 0 239,737 235,873 239,737 239,737 0 0
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -7,630)
0 -320 0 -7,630 -7,310 -7,630 -7,630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 14 16 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,700
COMMITMENTS
400 1,880 0 9,540 8,800 9,940 10,680 760 20
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -200 0 -200 0 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 17.6 0.0 89.2 82.2 92.9 99.8 7.1 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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,185
COMMITMENTS
205 1,880 155 10,165 9,120 10,525 11,155 660 30
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -200 0 -200 0 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 16.8 1.4 90.9 81.5 94.1 99.7 5.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 14 17 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 709,991
COMMITMENTS
52,625 23,147 131,007 519,828 551,244 703,461 705,397 6,530 4,594
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -6,604)
5,969 -627 -5,091 -12,041 -5,480 -11,164 -11,198 4,559 4,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.3 18.5 73.2 77.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 7 20 19 29 26
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,380
COMMITMENTS
0 0 0 15,920 16,300 15,920 16,300 460 80
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 70)
0 0 0 -115 10 -115 10 185 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 99.5 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 13 16 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,111
COMMITMENTS
500 0 50 19,036 19,711 19,586 19,761 525 350
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 70)
0 0 0 -335 -280 -335 -280 405 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.2 94.7 98.0 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 18 18 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,302
COMMITMENTS
400 0 50 13,150 13,852 13,600 13,902 702 400
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 70)
0 0 0 -365 -330 -365 -330 435 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.3 91.9 96.9 95.1 97.2 4.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 16 18 19 19
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,855
COMMITMENTS
0 475 0 20,290 20,210 20,290 20,685 565 170
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,050)
0 0 0 885 1,050 885 1,050 165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 97.3 96.9 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 15 15 15 17
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,595
COMMITMENTS
0 75 0 14,035 14,335 14,035 14,410 560 185
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.2 98.2 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 12 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,125
COMMITMENTS
0 555 100 17,565 17,255 17,665 17,910 460 215
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 10)
0 0 0 -185 -190 -185 -190 195 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.6 96.9 95.2 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 2 15 11 17 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,347
COMMITMENTS
460 340 115 18,307 18,677 18,882 19,132 465 215
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 65)
0 0 0 -125 -135 -125 -135 190 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 0.6 94.6 96.5 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 10 17 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,439
COMMITMENTS
3,815 1,515 345 101,869 103,554 106,029 105,414 410 1,025
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 720)
0 20 0 325 -190 325 -170 395 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.4 0.3 95.7 97.3 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 3 3 36 36 43 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,789
COMMITMENTS
3,430 4,007 1,833 120,961 119,654 126,224 125,494 565 1,295
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,720)
0 -395 340 3,830 3,630 4,170 3,575 550 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.2 1.4 95.4 94.4 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 8 7 46 40 54 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 185,793
COMMITMENTS
10,326 19,209 11,310 163,004 152,830 184,640 183,349 1,153 2,444
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,565)
456 457 -18 200 -1,128 638 -689 927 2,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 10.3 6.1 87.7 82.3 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 14 13 44 47 61 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,171
COMMITMENTS
7,457 4,263 2,833 116,928 119,060 127,218 126,156 953 2,015
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -881)
0 -25 50 -1,496 -2,586 -1,446 -2,561 565 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.3 2.2 91.2 92.9 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 6 4 40 33 45 41
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,375
COMMITMENTS
1,580 1,025 110 35,190 35,855 36,880 36,990 495 385
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 275)
145 0 0 -355 -110 -210 -110 485 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.7 0.3 94.2 95.9 98.7 99.0 1.3 1.0
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 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,195
COMMITMENTS
755 220 105 31,835 32,510 32,695 32,835 500 360
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -130)
20 0 0 -650 -490 -630 -490 500 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 0.3 95.9 97.9 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 23 14 25 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 35,700
COMMITMENTS
1,200 0 250 33,836 35,360 35,286 35,610 414 90
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 225)
0 0 0 195 210 195 210 30 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.7 94.8 99.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 30 28 32 29
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 18,866
COMMITMENTS
825 0 0 18,041 18,746 18,866 18,746 0 120
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 870)
0 0 0 870 870 870 870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.6 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 21 19 23 19
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,046
COMMITMENTS
2,651 1,969 721 23,456 24,072 26,828 26,762 218 284
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 42)
65 0 -5 -69 -237 -9 -242 51 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.3 2.7 86.7 89.0 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 2 27 26 33 29
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,828
COMMITMENTS
2,191 0 89 19,389 21,144 21,669 21,233 159 595
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -6)
10 0 0 44 -281 54 -281 -60 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.4 88.8 96.9 99.3 97.3 0.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 22 24 25 26
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,960
COMMITMENTS
1,925 4,459 1,110 35,236 32,754 38,271 38,323 689 637
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,717)
80 346 -20 1,266 766 1,326 1,092 391 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 11.4 2.8 90.4 84.1 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 29 28 34 33
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,014
COMMITMENTS
160 235 30 23,917 24,692 24,107 24,957 907 57
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,492)
0 200 0 1,027 1,235 1,027 1,435 465 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 0.1 95.6 98.7 96.4 99.8 3.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 26 21 27 24
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,951
COMMITMENTS
0 2,285 231 25,497 23,247 25,728 25,763 223 188
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 560)
0 0 -25 505 397 480 372 80 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.9 98.3 89.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 24 16 25 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,309
COMMITMENTS
129 200 0 14,624 14,732 14,753 14,932 556 377
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -290)
0 0 0 -470 -455 -470 -455 180 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 0.0 95.5 96.2 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 20 16 21 18
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,993
COMMITMENTS
100 500 0 37,324 37,058 37,424 37,558 569 435
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 895)
0 0 0 660 515 660 515 235 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.0 98.2 97.5 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 0 32 28 33 30
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,506
COMMITMENTS
516 150 6 16,544 17,035 17,066 17,191 440 315
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 530)
20 0 0 510 352 530 352 0 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 0.0 94.5 97.3 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 22 19 23 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,799
COMMITMENTS
1,021 0 18 13,660 14,454 14,699 14,472 100 327
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 525)
20 0 0 425 227 445 227 80 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.1 92.3 97.7 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 19 23 20
Updated October 7, 2016