CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,309
COMMITMENTS
1,586 458 148 4,565 5,702 6,299 6,308 10 1
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -121)
-75 -125 0 -36 4 -111 -121 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.3 2.3 72.4 90.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 2 9 7 15 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 37,371
COMMITMENTS
10,625 4,729 4,768 21,883 27,859 37,276 37,356 95 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,215)
111 -13 359 800 854 1,271 1,200 -56 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 12.7 12.8 58.6 74.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 9 9 12 13 28 25
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,460
COMMITMENTS
18,420 11,670 840 15,200 21,950 34,460 34,460 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 110)
120 10 -10 0 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 33.9 2.4 44.1 63.7 100.0 100.0 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 27,915
COMMITMENTS
6,235 17,380 195 21,465 10,300 27,895 27,875 20 40
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 62.3 0.7 76.9 36.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 3 10 4 18 14
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 29,443
COMMITMENTS
3,475 1,015 2,797 23,171 25,631 29,443 29,443 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 501)
65 7 182 254 312 501 501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.4 9.5 78.7 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 3 5 11 9 20 16
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 70,201
COMMITMENTS
7,487 4,138 4,859 57,835 61,158 70,181 70,155 20 46
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,497)
31 61 -73 3,539 3,509 3,497 3,497 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.9 6.9 82.4 87.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 7 19 16 28 26
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,810
COMMITMENTS
3,300 8,660 400 14,100 8,750 17,800 17,810 10 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 48.6 2.2 79.2 49.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 1 7 5 14 12
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,188
COMMITMENTS
8,265 8,520 270 9,633 9,398 18,168 18,188 20 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 388)
-235 500 0 623 -112 388 388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 46.8 1.5 53.0 51.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 2 8 8 16 13
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 18,494
COMMITMENTS
7,968 6,700 1,400 9,126 10,394 18,494 18,494 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 166)
-134 -200 450 -150 -84 166 166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 36.2 7.6 49.3 56.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 3 9 4 19 9
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 10,545
COMMITMENTS
6,770 5,695 100 3,675 4,750 10,545 10,545 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -600)
-650 650 0 50 -1,250 -600 -600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 54.0 0.9 34.9 45.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 1 6 4 13 8
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,044,215
COMMITMENTS
1013908 61,868 664,683 3316558 4294382 4995149 5020933 49,066 23,282
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 47,199)
-69,539 -6,012 56,471 66,073 -671 53,005 49,788 -5,806 -2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.2 13.2 65.7 85.1 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
58 21 61 140 125 211 195
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,722,566
COMMITMENTS
113,067 51,808 729,618 876,642 940,149 1719326 1721575 3,240 991
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 67,133)
57,102 17,442 3,759 6,468 46,015 67,330 67,216 -197 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.0 42.4 50.9 54.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
18 19 33 59 59 94 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,136
COMMITMENTS
13,394 1,306 2,813 202,020 225,804 218,227 229,923 15,909 4,213
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,602)
-782 1,306 -397 2,778 1,387 1,599 2,296 3 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.6 1.2 86.3 96.4 93.2 98.2 6.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 2 5 38 32 46 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,598
COMMITMENTS
2,471 536 815 102,391 106,887 105,677 108,238 4,921 2,360
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,091)
400 266 216 -2,584 -1,641 -1,968 -1,159 877 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 0.7 92.6 96.6 95.6 97.9 4.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 4 24 31 28 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,718
COMMITMENTS
1,694 2,143 2,809 150,586 152,338 155,089 157,290 14,629 12,428
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,414)
-1,335 315 887 3,917 -881 3,469 321 -2,055 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.3 1.7 88.7 89.8 91.4 92.7 8.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 2 28 33 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 876,432
COMMITMENTS
606 1,084 2,123 859,215 866,554 861,944 869,761 14,488 6,671
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 15,675)
0 -191 972 13,640 13,675 14,612 14,456 1,063 1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.2 98.0 98.9 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 3 51 35 55 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,015
COMMITMENTS
846 5,082 1,024 369,398 363,025 371,268 369,131 5,747 7,884
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,131)
119 195 78 3,400 3,894 3,597 4,167 534 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.3 0.3 98.0 96.3 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 2 37 41 40 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,500
COMMITMENTS
3,413 4 2,160 247,478 256,113 253,051 258,277 6,449 1,223
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 9,778)
2,636 -422 66 7,842 12,371 10,544 12,015 -766 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.8 95.4 98.7 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 2 43 46 49 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,413
COMMITMENTS
2,564 720 1,335 85,134 81,254 89,033 83,309 3,380 9,104
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 314)
-572 720 -308 2,342 1,273 1,462 1,685 -1,148 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.8 1.4 92.1 87.9 96.3 90.1 3.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 21 22 23 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,993
COMMITMENTS
0 11,867 2,264 97,376 91,379 99,640 105,510 9,353 3,483
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,430)
0 1,442 435 20 -368 455 1,509 1,975 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 2.1 89.3 83.8 91.4 96.8 8.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 2 25 23 27 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,655
COMMITMENTS
0 810 0 22,697 22,971 22,697 23,781 1,958 874
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 5,498)
0 150 0 5,653 4,629 5,653 4,779 -155 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 92.1 93.2 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 12 14 12 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,902
COMMITMENTS
0 5,022 882 98,539 99,915 99,421 105,819 10,481 4,083
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,483)
0 -467 -246 3,932 5,042 3,686 4,329 -203 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.8 89.7 90.9 90.5 96.3 9.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 18 20 19 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 140,488
COMMITMENTS
0 0 0 133,329 134,189 133,329 134,189 7,159 6,299
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,435)
0 0 0 1,314 1,521 1,314 1,521 121 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 95.5 94.9 95.5 5.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,350
COMMITMENTS
0 0 0 54,385 56,127 54,385 56,127 3,965 2,223
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,195)
0 0 0 2,285 2,678 2,285 2,678 -90 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 96.2 93.2 96.2 6.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 15 16 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,531
COMMITMENTS
1,270 0 0 11,545 12,951 12,815 12,951 1,716 1,580
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 79.5 89.1 88.2 89.1 11.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 12 12 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 423,744
COMMITMENTS
8,011 2,525 9,454 395,587 404,407 413,052 416,386 10,692 7,358
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 5,561)
5,776 511 -2,136 -679 8,263 2,961 6,638 2,600 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.6 2.2 93.4 95.4 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 3 4 48 43 54 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,084
COMMITMENTS
450 2,927 1,068 64,415 65,285 65,933 69,280 8,151 4,804
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,257)
210 -197 655 689 887 1,554 1,345 -297 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.0 1.4 86.9 88.1 89.0 93.5 11.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 17 17 21 21
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,174
COMMITMENTS
0 930 0 16,413 15,698 16,413 16,628 1,761 1,546
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,890)
0 930 0 1,770 1,020 1,770 1,950 120 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 90.3 86.4 90.3 91.5 9.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 13 15 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,472
COMMITMENTS
1,534 510 1,731 63,850 63,032 67,115 65,273 3,357 5,199
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,968)
0 300 0 2,698 2,064 2,698 2,364 270 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 2.5 90.6 89.4 95.2 92.6 4.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 16 23 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,140
COMMITMENTS
9,732 8,580 0 89,110 89,743 98,842 98,323 1,298 1,817
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 27,370)
3,150 5,460 0 23,500 21,220 26,650 26,680 720 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.6 0.0 89.0 89.6 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 0 18 30 23 32
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,098
COMMITMENTS
21,202 20,546 775 93,113 92,840 115,090 114,161 1,008 1,937
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 27,820)
2,871 5,181 279 24,374 22,159 27,524 27,619 296 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 17.7 0.7 80.2 80.0 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 6 1 34 40 43 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,515
COMMITMENTS
602 0 0 50,910 49,256 51,512 49,256 1,003 3,259
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 5,190)
362 0 0 4,410 4,981 4,772 4,981 418 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 96.9 93.8 98.1 93.8 1.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 18 22 20 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,472
COMMITMENTS
0 323 1,098 221,568 216,329 222,666 217,750 5,806 10,722
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -168)
0 -548 218 -620 1,100 -402 770 234 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 97.0 94.7 97.5 95.3 2.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 34 32 35 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,930
COMMITMENTS
0 961 510 25,576 23,837 26,086 25,308 1,844 2,622
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,508)
0 900 -390 1,350 938 960 1,448 548 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.8 91.6 85.3 93.4 90.6 6.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 18 15 19 18
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,347
COMMITMENTS
2,614 306 912 50,874 54,590 54,400 55,808 6,947 5,539
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,351)
-1,410 179 31 2,350 2,051 971 2,261 1,380 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.5 1.5 82.9 89.0 88.7 91.0 11.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 12 16 14 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,049
COMMITMENTS
0 3,593 1,111 79,473 72,079 80,584 76,783 3,465 7,266
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,108)
-339 1,441 -329 4,076 1,950 3,408 3,062 -1,300 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 1.3 94.6 85.8 95.9 91.4 4.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 20 23 21 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,592
COMMITMENTS
8,227 0 603 110,919 122,582 119,749 123,185 8,843 5,407
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 6,695)
-141 0 94 6,675 6,140 6,628 6,234 67 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.5 86.3 95.3 93.1 95.8 6.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 15 24 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,966
COMMITMENTS
0 0 0 84,614 87,091 84,614 87,091 7,352 4,875
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 94.7 92.0 94.7 8.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 15 17 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,072
COMMITMENTS
1,017 0 37 104,809 108,615 105,863 108,652 4,209 1,420
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,188)
346 0 37 1,034 1,273 1,417 1,310 -229 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 95.2 98.7 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 20 18 22 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,549
COMMITMENTS
0 4,785 997 112,398 111,257 113,395 117,039 14,154 10,510
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,108)
0 2,852 -364 3,511 725 3,147 3,213 -39 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.8 88.1 87.2 88.9 91.8 11.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 2 25 25 27 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,678
COMMITMENTS
4,208 0 0 33,716 40,375 37,924 40,375 2,754 303
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,843)
270 0 0 4,547 3,753 4,817 3,753 -974 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 82.9 99.3 93.2 99.3 6.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 18 16 21 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,018
COMMITMENTS
0 0 0 32,552 33,342 32,552 33,342 1,466 676
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,590)
0 0 0 1,410 2,286 1,410 2,286 180 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 98.0 95.7 98.0 4.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 11 18 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 184,227
COMMITMENTS
8,973 4,760 1,061 162,977 170,776 173,011 176,597 11,216 7,630
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 5,258)
666 -656 -187 5,772 5,920 6,251 5,077 -993 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.6 0.6 88.5 92.7 93.9 95.9 6.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 3 42 32 47 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 96,731
COMMITMENTS
3,538 0 0 86,749 90,911 90,287 90,911 6,444 5,820
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,030)
-668 0 0 3,649 1,546 2,981 1,546 -951 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 89.7 94.0 93.3 94.0 6.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 22 23 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,292
COMMITMENTS
0 0 0 78,971 76,853 78,971 76,853 2,321 4,439
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,060)
0 0 0 1,457 3,006 1,457 3,006 603 -946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 94.5 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 16 23 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 123,719
COMMITMENTS
6,188 0 0 104,220 121,276 110,408 121,276 13,311 2,443
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,760)
0 0 0 2,234 4,106 2,234 4,106 -474 -2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 84.2 98.0 89.2 98.0 10.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 20 17 22 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,539
COMMITMENTS
28,868 12,364 14,248 113,792 130,128 156,907 156,740 632 799
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -429)
-1,124 1,229 81 488 -1,902 -555 -592 126 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 7.8 9.0 72.2 82.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 15 22 48 49 71 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,896
COMMITMENTS
3,460 0 2,400 45,036 48,496 50,896 50,896 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,553)
-374 0 -38 2,966 2,591 2,553 2,553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 4.7 88.5 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 0 3 23 24 28 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 369,864
COMMITMENTS
9,573 21,600 632 359,659 347,632 369,864 369,864 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,041)
321 0 0 2,720 3,041 3,041 3,041 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.8 0.2 97.2 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 18 24 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,512,518
COMMITMENTS
72,845 75,987 48,360 1391313 1388171 1512518 1512518 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,041)
1,557 1,576 -326 1,810 1,791 3,041 3,041 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.0 3.2 92.0 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 6 4 38 42 45 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,091
COMMITMENTS
2,261 7,575 3,207 62,523 57,309 67,991 68,091 100 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -182)
-45 -422 -233 -5 473 -282 -182 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.1 4.7 91.8 84.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 8 6 25 25 32 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 348,571
COMMITMENTS
0 5,797 0 348,571 342,774 348,571 348,571 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 10,886)
0 321 0 10,886 10,565 10,886 10,886 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 16 18 16 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 465,433
COMMITMENTS
4,241 728 8,632 452,560 456,073 465,433 465,433 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 12,097)
0 0 0 12,097 12,097 12,097 12,097 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 1.9 97.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 29 27 33 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,135
COMMITMENTS
899 390 168 30,394 31,178 31,461 31,736 674 399
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -339)
-21 0 0 -318 -339 -339 -339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.2 0.5 94.6 97.0 97.9 98.8 2.1 1.2
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,520
COMMITMENTS
140 0 0 54,073 54,505 54,213 54,505 307 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 815)
0 0 0 815 815 815 815 0 0
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 29 31 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,933
COMMITMENTS
0 0 0 74,603 74,815 74,603 74,815 330 118
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 1,500 1,500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,168
COMMITMENTS
150 975 0 26,402 26,073 26,552 27,048 616 120
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.6 0.0 97.2 96.0 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 17 16 18 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 295,736
COMMITMENTS
11,920 0 0 283,816 295,736 295,736 295,736 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 5,008)
-408 0 0 5,416 5,008 5,008 5,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 96.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 21 20 23 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,226
COMMITMENTS
925 1,141 150 5,896 5,830 6,971 7,121 255 105
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 421)
0 0 0 442 421 442 421 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 15.8 2.1 81.6 80.7 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 18 14 22 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| 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 10/18/16 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 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: 22)
3 0 0 11 15 14 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,295
COMMITMENTS
1,255 250 525 6,970 8,400 8,750 9,175 545 120
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 575)
0 -100 125 450 580 575 605 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.7 5.6 75.0 90.4 94.1 98.7 5.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 3 14 15 17 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,847
COMMITMENTS
250 1,350 0 37,021 36,377 37,271 37,727 576 120
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 585)
0 50 0 585 535 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.6 0.0 97.8 96.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 0 21 21 23 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,240
COMMITMENTS
1,560 150 0 25,500 27,075 27,060 27,225 180 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,858
COMMITMENTS
631 1,128 84 19,781 19,310 20,496 20,522 362 336
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -182)
82 0 -21 -223 -182 -162 -203 -20 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.4 0.4 94.8 92.6 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 22 24 25 28
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,991
COMMITMENTS
1,200 3,087 1,162 53,573 51,574 55,935 55,823 56 168
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,112)
-55 883 -386 4,542 3,625 4,101 4,122 11 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.5 2.1 95.7 92.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 32 29 36 33
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,254
COMMITMENTS
1,738 18,823 776 73,655 56,607 76,169 76,206 85 48
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 6,762)
65 3,606 -32 6,706 3,188 6,739 6,762 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 24.7 1.0 96.6 74.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 9 5 36 33 43 45
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,520
COMMITMENTS
585 0 0 43,920 44,490 44,505 44,490 15 30
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 27 11 28 11
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,585
COMMITMENTS
1,030 400 0 49,540 50,185 50,570 50,585 15 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.8 0.0 97.9 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 26 16 27 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 309,829
COMMITMENTS
41,903 14,340 3,608 264,318 291,881 309,829 309,829 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 5,450)
-14,973 722 1,248 19,175 3,480 5,450 5,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.6 1.2 85.3 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 2 24 31 27 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,372
COMMITMENTS
4,031 2,127 2,101 21,157 23,020 27,289 27,248 83 123
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,226)
-369 390 686 1,910 1,148 2,226 2,224 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 7.8 7.7 77.3 84.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 25 31 32 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 34,448
COMMITMENTS
4,273 2 178 29,997 34,268 34,448 34,448 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.5 87.1 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 3 16 15 23 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 303,861
COMMITMENTS
3,152 20,001 0 300,709 283,860 303,861 303,861 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 7,018)
1,576 0 0 5,442 7,018 7,018 7,018 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.6 0.0 99.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 20 17 21 19
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,918
COMMITMENTS
806 86 1,018 18,586 19,393 20,410 20,497 508 421
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -124)
-84 86 0 -61 -210 -145 -124 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 4.9 88.9 92.7 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 16 20 20 22
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,751
COMMITMENTS
124 0 147 8,635 9,267 8,906 9,414 845 337
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.5 88.6 95.0 91.3 96.5 8.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 15 11 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,366
COMMITMENTS
811 0 512 7,711 8,779 9,034 9,291 1,332 1,075
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 66)
0 0 0 25 66 25 66 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 4.9 74.4 84.7 87.2 89.6 12.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 1 16 17 20 18
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 113,734
COMMITMENTS
11,668 0 816 100,842 112,510 113,326 113,326 408 408
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,270)
2,675 0 -770 365 3,040 2,270 2,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.7 88.7 98.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 2 18 16 23 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,036
COMMITMENTS
480 1,740 320 15,007 13,532 15,807 15,592 229 444
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 351)
85 101 41 204 230 330 372 21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.9 2.0 93.6 84.4 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 21 25 26 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 174,176
COMMITMENTS
1,158 10,860 793 172,225 162,523 174,176 174,176 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,155)
-385 1,925 385 1,155 -1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.2 0.5 98.9 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 19 18 21 22
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,270
COMMITMENTS
0 525 0 9,210 8,730 9,210 9,255 60 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 99.4 94.2 99.4 99.8 0.6 0.2
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,601
COMMITMENTS
3,485 465 1,530 23,586 26,606 28,601 28,601 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 487)
0 0 0 487 487 487 487 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.6 5.3 82.5 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 17 18 19
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 245,843
COMMITMENTS
0 3,864 0 245,843 241,979 245,843 245,843 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 963)
0 0 0 963 963 963 963 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: 23)
0 1 0 16 15 16 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,285
COMMITMENTS
400 1,780 0 10,350 9,490 10,750 11,270 535 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 15.8 0.0 91.7 84.1 95.3 99.9 4.7 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,695
COMMITMENTS
155 1,780 155 10,835 9,745 11,145 11,680 550 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 730)
0 0 0 730 730 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 15.2 1.3 92.6 83.3 95.3 99.9 4.7 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 684,220
COMMITMENTS
37,311 20,445 145,436 499,643 516,923 682,390 682,804 1,830 1,415
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -17,946)
-515 -13,915 2,734 -20,301 -6,540 -18,082 -17,721 137 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.0 21.3 73.0 75.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 6 20 19 27 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,240
COMMITMENTS
0 0 0 14,905 15,220 14,905 15,220 335 20
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 0 0
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,228
COMMITMENTS
375 0 50 19,668 20,178 20,093 20,228 135 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 520)
0 0 0 520 520 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.2 97.2 99.8 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,651
COMMITMENTS
400 50 0 13,002 13,601 13,402 13,651 249 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.0 95.2 99.6 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 16 16 19 17
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,340
COMMITMENTS
0 525 0 22,900 22,695 22,900 23,220 440 120
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 98.1 97.2 98.1 99.5 1.9 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,755
COMMITMENTS
0 75 0 15,440 15,500 15,440 15,575 315 180
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.0 98.4 98.0 98.9 2.0 1.1
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,420
COMMITMENTS
0 535 100 17,020 16,770 17,120 17,405 300 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 65)
0 0 0 65 65 65 65 0 0
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,382
COMMITMENTS
470 330 105 17,482 17,932 18,057 18,367 325 15
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 15)
0 0 0 -5 15 -5 15 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 0.6 95.1 97.6 98.2 99.9 1.8 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,166
COMMITMENTS
3,455 1,880 275 97,421 98,861 101,151 101,016 15 150
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,415)
0 200 -10 1,425 1,225 1,415 1,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.9 0.3 96.3 97.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 3 37 31 44 35
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,039
COMMITMENTS
3,465 5,582 853 120,721 118,484 125,039 124,919 0 120
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,170)
135 275 15 2,020 1,895 2,170 2,185 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.5 0.7 96.5 94.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 8 6 45 39 54 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 185,998
COMMITMENTS
10,131 19,779 10,353 165,450 155,811 185,934 185,943 64 55
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 447)
-516 2,526 -233 1,188 -1,853 439 440 8 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.6 5.6 89.0 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
8 15 11 45 50 61 68
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 128,188
COMMITMENTS
7,257 5,481 2,116 118,769 120,591 128,142 128,188 46 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -772)
0 192 -10 -762 -954 -772 -772 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.3 1.7 92.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 7 5 42 34 48 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,915
COMMITMENTS
1,660 1,025 110 35,135 35,780 36,905 36,915 10 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 55)
25 0 0 30 55 55 55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.8 0.3 95.2 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 23 14 25 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,900
COMMITMENTS
1,135 220 55 32,710 33,625 33,900 33,900 0 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 325)
200 0 0 125 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.6 0.2 96.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 34,485
COMMITMENTS
1,300 0 250 32,776 34,225 34,326 34,475 159 10
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.7 95.0 99.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 30 27 33 28
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 19,041
COMMITMENTS
1,125 0 0 17,916 18,921 19,041 18,921 0 120
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 94.1 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 19 22 19
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,382
COMMITMENTS
3,036 1,963 638 21,388 22,771 25,062 25,372 320 10
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 381)
414 0 -104 72 475 382 371 -1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 7.7 2.5 84.3 89.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 2 24 26 30 29
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,667
COMMITMENTS
2,316 0 59 18,131 20,278 20,506 20,337 161 330
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 507)
20 0 0 467 477 487 477 20 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.3 87.7 98.1 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 20 22 23 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,195
COMMITMENTS
2,060 5,182 945 35,920 33,056 38,925 39,183 270 12
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 778)
114 588 60 603 130 777 778 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.2 2.4 91.6 84.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 4 30 27 36 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,916
COMMITMENTS
75 472 120 22,159 22,304 22,354 22,896 562 20
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 404)
0 192 0 384 192 384 384 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 0.5 96.7 97.3 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 26 22 28 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,461
COMMITMENTS
0 1,817 264 23,912 22,380 24,176 24,461 285 0
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 55)
0 1 -71 121 125 50 55 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 1.1 97.8 91.5 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 23 17 24 20
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,673
COMMITMENTS
114 150 0 14,249 14,305 14,363 14,455 310 218
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 14)
0 0 0 70 0 70 0 -56 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.0 97.1 97.5 97.9 98.5 2.1 1.5
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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,108
COMMITMENTS
100 500 0 36,684 36,568 36,784 37,068 324 40
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 850)
0 0 0 850 850 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.0 98.9 98.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 0 31 26 32 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,289
COMMITMENTS
613 150 2 16,644 17,123 17,259 17,275 30 14
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -9)
40 0 -4 -45 -5 -9 -9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.9 0.0 96.3 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 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,443
COMMITMENTS
1,117 0 6 13,305 14,417 14,428 14,423 15 20
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 8)
60 0 -12 -40 18 8 6 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 92.1 99.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 19 23 20
Updated October 28, 2016