CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,479
COMMITMENTS
1,661 583 148 4,650 5,747 6,459 6,478 20 1
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 52)
-27 0 0 78 52 52 52 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.0 2.3 71.8 88.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 10 7 16 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 37,135
COMMITMENTS
10,256 4,514 4,326 22,406 28,295 36,988 37,135 147 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,294)
-6,198 306 -2,313 9,722 3,301 1,212 1,294 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 12.2 11.6 60.3 76.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 9 12 13 29 25
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,650
COMMITMENTS
17,900 11,710 850 15,900 22,090 34,650 34,650 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 500)
200 -16,654 0 300 17,154 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 33.8 2.5 45.9 63.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 3 9 5 17 13
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,145
COMMITMENTS
5,990 17,085 320 20,815 9,700 27,125 27,105 20 40
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,650)
0 -2,050 -1,400 3,050 5,100 1,650 1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 62.9 1.2 76.7 35.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 9 3 10 4 18 13
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,887
COMMITMENTS
3,409 1,010 2,622 23,857 26,256 29,887 29,887 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -68)
-110 -2 -725 767 659 -68 -68 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.4 8.8 79.8 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 4 11 9 19 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 65,732
COMMITMENTS
7,201 4,094 5,739 52,772 55,859 65,712 65,692 20 40
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 1,033)
-1,730 378 -249 3,012 904 1,033 1,033 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.2 8.7 80.3 85.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 6 7 19 16 29 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,610
COMMITMENTS
3,400 8,460 400 13,800 8,750 17,600 17,610 10 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 800)
-3,575 200 0 4,375 600 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 48.0 2.3 78.4 49.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 1 7 5 14 11
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,435
COMMITMENTS
8,754 6,770 370 7,291 9,295 16,415 16,435 20 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 88)
-269 450 200 156 -562 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 41.2 2.3 44.4 56.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 2 8 8 17 12
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 17,091
COMMITMENTS
7,041 6,820 600 9,450 9,671 17,091 17,091 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -68)
-68 0 0 0 -68 -68 -68 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 39.9 3.5 55.3 56.6 100.0 100.0 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 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,836,812
COMMITMENTS
1121444 79,225 611,259 3053246 4124338 4785949 4814822 50,863 21,990
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 98,113)
60,681 -22,900 42,805 29,375 110,515 132,861 130,420 -34,748 -32,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 1.6 12.6 63.1 85.3 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
61 16 63 137 124 211 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,571,784
COMMITMENTS
45,155 24,530 681,185 841,260 864,177 1567599 1569892 4,185 1,892
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 205,294)
-2,881 10,213 118,685 91,281 78,169 207,085 207,067 -1,790 -1,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.6 43.3 53.5 55.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
21 12 30 51 56 83 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,417
COMMITMENTS
16,980 325 1,909 192,102 219,851 210,991 222,085 16,426 5,332
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -14,744)
-2,645 325 381 -10,133 -14,885 -12,397 -14,179 -2,347 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.1 0.8 84.5 96.7 92.8 97.7 7.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 1 4 35 30 43 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,819
COMMITMENTS
2,886 270 509 103,443 106,144 106,838 106,923 4,981 4,896
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,967)
439 -1,710 -801 -11,678 -9,099 -12,040 -11,610 -927 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.2 0.5 92.5 94.9 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 1 23 29 28 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,201
COMMITMENTS
4,394 2,085 1,676 143,538 149,321 149,608 153,082 15,593 12,119
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -15,656)
82 -1,153 -230 -14,847 -15,761 -14,995 -17,144 -661 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 1.0 86.9 90.4 90.6 92.7 9.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 26 30 30 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,686
COMMITMENTS
427 796 2,762 798,054 806,382 801,243 809,940 16,443 7,746
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 22,721)
-175 606 332 22,895 21,633 23,052 22,571 -331 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.3 97.6 98.6 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 2 52 35 55 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,877
COMMITMENTS
65 5,112 475 354,934 348,560 355,474 354,147 6,403 7,730
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,072)
-2,906 2,033 -38 -4,305 -9,566 -7,249 -7,571 1,177 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 98.1 96.3 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 2 35 42 37 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,194
COMMITMENTS
118 69 2,646 228,561 233,527 231,325 236,242 7,869 2,952
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -19,907)
-254 -2,108 579 -16,792 -19,568 -16,467 -21,097 -3,440 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.1 95.6 97.6 96.7 98.8 3.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 3 37 39 40 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,176
COMMITMENTS
2,230 501 1,203 81,551 77,845 84,984 79,549 5,192 10,627
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -10,135)
1,474 -664 -427 -10,067 -12,074 -9,020 -13,165 -1,115 3,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 1.3 90.4 86.3 94.2 88.2 5.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 18 19 20 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,255
COMMITMENTS
0 11,684 1,381 95,592 87,645 96,973 100,710 8,282 4,545
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,710)
0 -1,382 -618 -8,925 -8,805 -9,543 -10,805 833 2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 1.3 90.8 83.3 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 25 24 26 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,728
COMMITMENTS
1,330 2,711 436 88,852 93,679 90,618 96,826 11,110 4,902
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,490)
554 -1,457 -220 -11,399 -6,422 -11,065 -8,099 1,575 -1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.7 0.4 87.3 92.1 89.1 95.2 10.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 17 16 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 132,085
COMMITMENTS
0 0 0 125,211 124,760 125,211 124,760 6,874 7,325
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,347)
0 0 0 -12,876 -11,397 -12,876 -11,397 529 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 94.5 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 25 24 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,325
COMMITMENTS
0 0 0 47,370 51,169 47,370 51,169 6,955 3,156
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,138)
0 0 0 -9,745 -6,207 -9,745 -6,207 1,607 -1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 94.2 87.2 94.2 12.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 400,950
COMMITMENTS
3,468 5,137 5,706 383,708 380,166 392,882 391,009 8,068 9,941
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -15,838)
-827 -28 2,911 -16,470 -13,367 -14,386 -10,484 -1,452 -5,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.3 1.4 95.7 94.8 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 3 45 42 48 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,629
COMMITMENTS
647 2,509 925 61,712 63,394 63,284 66,828 8,345 4,801
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,319)
-505 -928 -184 -5,704 -4,209 -6,393 -5,321 74 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.5 1.3 86.2 88.5 88.3 93.3 11.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 19 18 22 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,857
COMMITMENTS
695 0 155 58,129 59,232 58,979 59,387 5,878 5,470
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,373)
320 0 -1,774 -3,837 -3,909 -5,291 -5,683 918 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 89.6 91.3 90.9 91.6 9.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 17 17 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,460
COMMITMENTS
6,582 0 0 58,300 63,597 64,882 63,597 578 1,863
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -33,678)
-4,888 -3,503 0 -21,499 -20,429 -26,387 -23,932 -7,291 -9,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 89.1 97.2 99.1 97.2 0.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 18 14 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,760
COMMITMENTS
18,827 12,741 0 60,221 65,283 79,048 78,024 712 1,736
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -40,368)
-8,184 -6,308 0 -26,854 -31,624 -35,038 -37,932 -5,330 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 16.0 0.0 75.5 81.8 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 7 0 29 30 34 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,307
COMMITMENTS
0 0 0 37,662 36,072 37,662 36,072 645 2,235
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,633)
0 -718 -62 -10,125 -8,713 -10,187 -9,493 554 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 94.2 98.3 94.2 1.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 15 19 15 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 225,877
COMMITMENTS
0 168 1,204 219,488 212,717 220,692 214,089 5,185 11,788
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -5,541)
0 -238 229 -5,759 -6,605 -5,530 -6,614 -11 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 97.2 94.2 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 32 28 33 29
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 24,254
COMMITMENTS
0 1,321 0 23,386 20,371 23,386 21,692 868 2,562
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,560)
0 240 0 -3,604 -4,596 -3,604 -4,356 -956 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 96.4 84.0 96.4 89.4 3.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 14 16 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,723
COMMITMENTS
1,130 1,134 730 46,632 47,108 48,492 48,972 6,231 5,751
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 7,544)
-950 1,134 730 7,693 8,010 7,473 9,874 71 -2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 1.3 85.2 86.1 88.6 89.5 11.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 12 16 14 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,131
COMMITMENTS
459 2,092 2,246 72,930 67,450 75,635 71,788 4,496 8,343
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -7,774)
459 -857 -459 -5,545 -7,913 -5,545 -9,229 -2,229 1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.6 2.8 91.0 84.2 94.4 89.6 5.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 15 19 18 21
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,420
COMMITMENTS
8,069 0 634 99,067 109,870 107,770 110,504 7,650 4,916
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,236)
-581 0 -111 -9,211 -8,091 -9,903 -8,202 1,667 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.5 85.8 95.2 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 18 16 21 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,817
COMMITMENTS
671 193 202 98,166 102,145 99,039 102,540 5,778 2,277
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,739)
-341 -1,148 202 -8,416 -8,267 -8,555 -9,213 -184 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.2 93.7 97.5 94.5 97.8 5.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 17 21 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,289
COMMITMENTS
517 452 1,765 103,508 106,649 105,790 108,866 15,499 12,423
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,256)
-78 -2,137 -367 -8,460 -6,638 -8,905 -9,142 649 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 1.5 85.3 87.9 87.2 89.8 12.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 20 23 22
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,475
COMMITMENTS
3,818 0 0 25,989 33,262 29,807 33,262 3,668 213
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -8,430)
-1,080 0 0 -8,685 -8,400 -9,765 -8,400 1,335 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 0.0 77.6 99.4 89.0 99.4 11.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 15 13 18 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,278
COMMITMENTS
0 0 0 30,596 29,967 30,596 29,967 682 1,311
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,060)
-423 0 0 -6,930 -9,879 -7,353 -9,879 -1,707 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 95.8 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 10 18 10
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,689
COMMITMENTS
7,644 4,046 997 150,247 158,793 158,888 163,836 10,801 5,853
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -21,808)
145 -143 -724 -19,223 -21,138 -19,802 -22,005 -2,006 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.4 0.6 88.5 93.6 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 2 39 31 42 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 96,336
COMMITMENTS
3,538 616 240 85,284 89,683 89,062 90,539 7,274 5,797
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,764)
150 428 0 -6,012 -6,206 -5,862 -5,778 -902 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.6 0.2 88.5 93.1 92.4 94.0 7.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 19 22 21 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,172
COMMITMENTS
0 0 0 77,454 73,907 77,454 73,907 1,718 5,265
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -9,519)
0 0 0 -4,760 -10,841 -4,760 -10,841 -4,759 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 93.3 97.8 93.3 2.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 14 22 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 117,349
COMMITMENTS
6,188 0 0 93,494 112,938 99,682 112,938 17,667 4,411
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -7,583)
0 0 0 -13,420 -9,728 -13,420 -9,728 5,837 2,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 79.7 96.2 84.9 96.2 15.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 17 12 19 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,949
COMMITMENTS
31,278 10,462 13,313 113,851 134,585 158,442 158,360 507 589
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,297)
703 38 -289 -2,598 -1,955 -2,185 -2,206 -1,112 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 6.6 8.4 71.6 84.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 11 18 46 48 68 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,773
COMMITMENTS
3,838 0 2,304 39,631 43,469 45,773 45,773 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 500)
-60 0 0 560 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 5.0 86.6 95.0 100.0 100.0 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 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 354,358
COMMITMENTS
9,242 19,376 0 345,116 334,982 354,358 354,358 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,003)
2,250 952 0 5,753 7,051 8,003 8,003 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.5 0.0 97.4 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 0 20 17 22 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,544,707
COMMITMENTS
68,501 69,731 48,735 1427471 1426241 1544707 1544707 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -49,596)
-1,712 -2,160 -936 -21,988 -26,532 -24,636 -29,628 -24,960 -19,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.5 3.2 92.4 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 6 4 36 41 43 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,686
COMMITMENTS
2,307 7,227 3,689 61,690 56,771 67,686 67,686 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,261)
-459 -1,222 -565 -5,237 -4,474 -6,261 -6,261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.7 5.4 91.1 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 7 6 25 25 32 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 342,211
COMMITMENTS
0 970 0 342,211 341,241 342,211 342,211 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -29,085)
-1,280 962 -320 -27,485 -29,727 -29,085 -29,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 18 16 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 454,503
COMMITMENTS
5,001 728 8,632 440,870 445,143 454,503 454,503 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -13,616)
-760 0 0 -12,856 -13,232 -13,616 -13,232 0 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 1.9 97.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 30 25 34 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,034
COMMITMENTS
773 370 147 30,440 31,076 31,360 31,593 674 441
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,085)
-21 124 -63 -854 -1,083 -938 -1,022 -147 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 0.5 95.0 97.0 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 2 24 24 29 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,770
COMMITMENTS
140 0 0 52,323 52,755 52,463 52,755 307 15
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,360)
0 0 0 -1,864 -2,125 -1,864 -2,125 -496 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.2 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 30 28 31 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,068
COMMITMENTS
0 0 0 71,738 71,950 71,738 71,950 330 118
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -5,251)
-40 -25 0 -4,144 -4,895 -4,184 -4,920 -1,067 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 33 30 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,343
COMMITMENTS
150 975 0 25,577 25,248 25,727 26,223 616 120
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,050)
-50 -100 0 -986 -950 -1,036 -1,050 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.7 0.0 97.1 95.8 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 18 16 19 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 289,992
COMMITMENTS
12,328 0 0 277,664 289,992 289,992 289,992 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -13,552)
384 0 -384 -11,152 -10,768 -11,152 -11,152 -2,400 -2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 95.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 22 21 24 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,870
COMMITMENTS
925 1,141 150 5,519 5,495 6,594 6,786 276 84
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,407)
-546 84 -84 -1,011 -1,449 -1,641 -1,449 234 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 16.6 2.2 80.3 80.0 96.0 98.8 4.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 16 13 20 15
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,260
COMMITMENTS
2,250 0 0 4,890 6,960 7,140 6,960 120 300
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,525)
-900 0 0 -625 -1,525 -1,525 -1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 0.0 0.0 67.4 95.9 98.3 95.9 1.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 10 15 13 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,940
COMMITMENTS
1,230 350 425 8,740 10,015 10,395 10,790 545 150
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -675)
30 0 -130 -415 -340 -515 -470 -160 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.2 3.9 79.9 91.5 95.0 98.6 5.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 14 13 16 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,112
COMMITMENTS
250 1,300 0 36,286 35,692 36,536 36,992 576 120
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -424)
-50 -175 0 -360 -249 -410 -424 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 0.0 97.8 96.2 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 21 21 23 23
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,050
COMMITMENTS
1,560 150 0 25,310 26,885 26,870 27,035 180 15
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,081)
-25 0 0 -996 -1,016 -1,021 -1,016 -60 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.6 0.0 93.6 99.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 25 20 26 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,976
COMMITMENTS
295 1,128 105 20,152 19,428 20,552 20,661 424 315
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -720)
295 -42 -42 -990 -423 -737 -507 17 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.4 0.5 96.1 92.6 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 1 21 24 23 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,934
COMMITMENTS
1,160 2,666 1,478 48,256 46,602 50,894 50,746 40 188
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,685)
-421 -990 235 -3,499 -2,945 -3,685 -3,700 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.2 2.9 94.7 91.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 33 29 37 33
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,935
COMMITMENTS
1,983 14,529 712 65,198 52,646 67,893 67,887 42 48
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,817)
-392 96 203 -3,599 -4,116 -3,788 -3,817 -29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 21.4 1.0 96.0 77.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 7 5 36 32 44 43
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,685
COMMITMENTS
585 0 0 43,085 43,655 43,670 43,655 15 30
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,400)
-80 0 0 -3,360 -4,400 -3,440 -4,400 -960 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.6 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 26 11 27 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,090
COMMITMENTS
1,030 0 0 48,045 49,090 49,075 49,090 15 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,910)
-135 0 0 -3,700 -4,910 -3,835 -4,910 -1,075 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 25 16 26 16
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 296,087
COMMITMENTS
52,924 13,233 2,760 240,403 280,094 296,087 296,087 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -27,952)
-1,430 -2,688 -1,135 -25,387 -24,129 -27,952 -27,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.5 0.9 81.2 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 26 29 29 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,649
COMMITMENTS
4,248 1,689 1,299 18,998 21,531 24,545 24,519 104 130
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,930)
16 -491 -126 -1,863 -1,356 -1,972 -1,972 42 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 6.9 5.3 77.1 87.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 6 24 31 30 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,373
COMMITMENTS
4,373 27 103 29,897 34,243 34,373 34,373 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,615)
258 -100 -25 -2,848 -2,490 -2,615 -2,615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.1 0.3 87.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 3 15 14 22 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 285,182
COMMITMENTS
1,576 20,001 0 283,606 265,181 285,182 285,182 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,984)
0 -384 0 -12,216 -12,600 -12,216 -12,984 -768 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.0 0.0 99.4 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 20 16 21 18
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 18,927
COMMITMENTS
375 1,018 0 18,065 17,488 18,440 18,506 487 421
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,382)
-63 0 0 -1,743 -1,298 -1,806 -1,298 424 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.4 0.0 95.4 92.4 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 16 19 19 20
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,925
COMMITMENTS
832 0 512 8,290 9,338 9,634 9,850 1,291 1,075
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -732)
-615 0 -105 -905 -585 -1,625 -690 893 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 4.7 75.9 85.5 88.2 90.2 11.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 1 15 17 19 18
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 118,184
COMMITMENTS
9,401 0 1,586 106,789 116,190 117,776 117,776 408 408
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -11,903)
-1,919 0 -384 -7,680 -3,071 -9,983 -3,455 -1,920 -8,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 1.3 90.4 98.3 99.7 99.7 0.3 0.3
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 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,460
COMMITMENTS
416 1,724 256 15,601 14,036 16,273 16,016 187 444
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,328)
-124 -211 -63 -867 -802 -1,054 -1,076 -274 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.5 1.6 94.8 85.3 98.9 97.3 1.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 2 21 26 24 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 188,409
COMMITMENTS
0 8,935 408 188,001 179,066 188,409 188,409 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -12,271)
-768 -383 0 -10,735 -11,120 -11,503 -11,503 -768 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.2 99.8 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 17 20 19
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,220
COMMITMENTS
0 525 0 10,160 9,680 10,160 10,205 60 15
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,200)
0 200 -200 -985 -800 -1,185 -800 -15 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 99.4 94.7 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 16 12 16 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,012
COMMITMENTS
3,460 465 1,530 23,022 26,017 28,012 28,012 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 286)
177 0 0 109 286 286 286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.7 5.5 82.2 92.9 100.0 100.0 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 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 243,616
COMMITMENTS
0 3,864 0 243,616 239,752 243,616 243,616 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 3,879)
0 0 0 3,879 3,879 3,879 3,879 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 15 14 15 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,225
COMMITMENTS
400 1,780 0 9,290 8,430 9,690 10,210 535 15
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -475)
0 -100 0 -250 -370 -250 -470 -225 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 17.4 0.0 90.9 82.4 94.8 99.9 5.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 13 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,630
COMMITMENTS
155 1,780 155 9,770 8,680 10,080 10,615 550 15
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -555)
-50 -100 0 -395 -440 -445 -540 -110 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 16.7 1.5 91.9 81.7 94.8 99.9 5.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 13 15 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 737,311
COMMITMENTS
36,831 27,720 143,413 555,428 564,603 735,672 735,736 1,639 1,575
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 27,320)
-15,794 4,574 12,406 35,600 13,359 32,212 30,339 -4,892 -3,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.8 19.5 75.3 76.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 6 20 19 28 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,350
COMMITMENTS
0 0 0 15,015 15,330 15,015 15,330 335 20
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,030)
0 0 0 -905 -970 -905 -970 -125 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.9 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 13 15 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,518
COMMITMENTS
375 0 50 18,958 19,468 19,383 19,518 135 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -593)
-125 0 0 -78 -243 -203 -243 -390 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.3 97.1 99.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 18 17 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,454
COMMITMENTS
400 0 0 12,805 13,454 13,205 13,454 249 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -848)
0 0 -50 -345 -398 -395 -448 -453 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 95.2 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 16 16 19 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,840
COMMITMENTS
0 525 0 21,470 21,195 21,470 21,720 370 120
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 985)
0 50 0 1,180 985 1,180 1,035 -195 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.3 97.0 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 15 15 15 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,990
COMMITMENTS
0 75 0 13,675 13,735 13,675 13,810 315 180
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -605)
0 0 0 -360 -600 -360 -600 -245 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 97.7 98.2 97.7 98.7 2.3 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 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,355
COMMITMENTS
0 535 100 16,955 16,705 17,055 17,340 300 15
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -770)
0 -20 0 -610 -550 -610 -570 -160 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.6 97.7 96.3 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 2 14 10 16 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,367
COMMITMENTS
470 330 105 17,487 17,917 18,062 18,352 305 15
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -980)
10 -10 -10 -820 -760 -820 -780 -160 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 0.6 95.2 97.5 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 10 16 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,491
COMMITMENTS
3,455 1,700 285 96,736 98,356 100,476 100,341 15 150
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -5,948)
-360 185 -60 -5,133 -5,198 -5,553 -5,073 -395 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.7 0.3 96.3 97.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 3 35 32 42 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 119,884
COMMITMENTS
3,380 5,177 838 115,666 113,734 119,884 119,749 0 135
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,905)
-50 1,170 -995 -5,295 -5,920 -6,340 -5,745 -565 -1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.3 0.7 96.5 94.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 8 5 44 37 52 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 183,533
COMMITMENTS
11,543 17,718 10,659 161,233 155,062 183,435 183,439 98 94
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,260)
1,217 -1,490 -652 -1,771 2,232 -1,205 90 -1,055 -2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 9.7 5.8 87.8 84.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 13 11 45 49 61 67
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,877
COMMITMENTS
7,257 4,552 2,723 115,851 118,602 125,831 125,877 46 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -2,294)
-200 289 -110 -1,077 -458 -1,387 -279 -907 -2,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.6 2.2 92.0 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 6 5 41 34 47 42
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,000
COMMITMENTS
1,605 1,025 110 34,275 34,865 35,990 36,000 10 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,375)
25 0 0 -915 -990 -890 -990 -485 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.8 0.3 95.2 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 22 14 24 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,035
COMMITMENTS
905 220 105 32,025 32,710 33,035 33,035 0 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -160)
150 0 0 190 200 340 200 -500 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.3 96.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 14 24 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 34,725
COMMITMENTS
1,200 0 250 33,116 34,465 34,566 34,715 159 10
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -975)
0 0 0 -720 -895 -720 -895 -255 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.7 95.4 99.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 30 27 32 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 18,796
COMMITMENTS
1,125 0 0 17,671 18,676 18,796 18,676 0 120
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -70)
300 0 0 -370 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 94.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 19 18 21 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,799
COMMITMENTS
2,617 1,963 732 22,131 23,104 25,480 25,799 319 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,247)
-34 -6 11 -1,325 -968 -1,348 -963 101 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.6 2.8 85.8 89.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 2 25 26 31 29
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,646
COMMITMENTS
2,251 0 59 18,195 20,287 20,505 20,346 141 300
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,182)
60 0 -30 -1,194 -857 -1,164 -887 -18 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.3 88.1 98.3 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 23 24 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,325
COMMITMENTS
1,886 4,529 830 34,322 31,954 37,038 37,313 287 12
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,635)
-39 70 -280 -914 -800 -1,233 -1,010 -402 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 12.1 2.2 92.0 85.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 29 27 34 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,782
COMMITMENTS
100 270 45 23,155 23,467 23,300 23,782 482 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,232)
-60 35 15 -762 -1,225 -807 -1,175 -425 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.1 0.2 97.4 98.7 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 26 21 27 23
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,495
COMMITMENTS
0 1,836 255 23,960 22,404 24,215 24,495 280 0
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,456)
0 -449 24 -1,537 -843 -1,513 -1,268 57 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 1.0 97.8 91.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,539
COMMITMENTS
114 150 0 14,059 14,185 14,173 14,335 366 204
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -770)
-15 -50 0 -565 -547 -580 -597 -190 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.0 96.7 97.6 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 15 19 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,163
COMMITMENTS
100 500 0 35,739 35,623 35,839 36,123 324 40
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,830)
0 0 0 -1,585 -1,435 -1,585 -1,435 -245 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 0.0 98.8 98.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 0 31 27 32 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,923
COMMITMENTS
573 150 6 16,314 16,753 16,893 16,909 30 14
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -583)
57 0 0 -230 -282 -173 -282 -410 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.9 0.0 96.4 99.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 19 24 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,035
COMMITMENTS
1,037 0 18 12,965 13,999 14,020 14,017 15 18
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -764)
16 0 0 -695 -455 -679 -455 -85 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.1 92.4 99.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 18 23 19
Updated October 14, 2016