CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 35,208
COMMITMENTS
10,893 6,033 2,811 21,434 26,353 35,138 35,197 70 11
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 325)
689 708 -774 409 391 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 17.1 8.0 60.9 74.8 99.8 100.0 0.2 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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,110
COMMITMENTS
18,910 11,910 600 14,600 21,600 34,110 34,110 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -350)
250 0 0 -600 -350 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 34.9 1.8 42.8 63.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 3 8 5 17 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,230
COMMITMENTS
6,724 18,865 171 23,315 11,194 30,210 30,230 20 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 100)
-400 100 0 500 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 62.4 0.6 77.1 37.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 3 9 5 18 15
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,949
COMMITMENTS
3,506 630 2,704 22,740 25,616 28,949 28,949 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -608)
1,179 145 -908 -879 155 -608 -608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.2 9.3 78.6 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 5 11 11 21 17
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 78,158
COMMITMENTS
7,508 3,328 3,865 66,784 70,934 78,158 78,127 0 31
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,593)
-179 27 1,501 2,272 2,065 3,593 3,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.3 4.9 85.4 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 7 8 19 16 28 28
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,435
COMMITMENTS
3,425 9,035 550 14,400 8,850 18,375 18,435 60 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 350)
-200 -100 150 400 300 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 49.0 3.0 78.1 48.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 2 7 5 15 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 7,047
COMMITMENTS
4,247 3,587 0 2,800 3,455 7,047 7,042 0 5
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 425)
325 -25 0 100 445 425 420 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 50.9 0.0 39.7 49.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 0 5 3 12 8
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 16,838
COMMITMENTS
8,040 7,965 200 8,578 8,673 16,818 16,838 20 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -231)
-14 45 0 -218 -276 -231 -231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 47.3 1.2 50.9 51.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 1 8 8 15 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,234
COMMITMENTS
8,528 6,950 1,400 10,306 11,884 20,234 20,234 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -114)
186 -100 0 -300 -14 -114 -114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 34.3 6.9 50.9 58.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 3 9 4 17 11
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 13,445
COMMITMENTS
8,270 6,750 100 5,075 6,595 13,445 13,445 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 950)
750 505 0 200 445 950 950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 50.2 0.7 37.7 49.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 1 8 3 14 7
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,714,607
COMMITMENTS
868,726 42,239 640,012 3169719 4021747 4678457 4703998 36,150 10,609
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -22,726)
57,495 -16,544 -7,011 -66,365 7,126 -15,881 -16,429 -6,845 -6,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.9 13.6 67.2 85.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
54 24 62 142 131 215 199
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,660,664
COMMITMENTS
105,795 49,417 700,618 851,419 909,602 1657832 1659638 2,832 1,027
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 44,761)
-7,881 2,710 27,965 24,922 13,971 45,006 44,646 -245 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.0 42.2 51.3 54.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 14 35 59 55 97 90
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,593
COMMITMENTS
8,477 465 938 180,857 208,144 190,272 209,547 24,321 5,046
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,035)
2,019 465 -169 -4,921 1,129 -3,071 1,425 4,106 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.4 84.3 97.0 88.7 97.6 11.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 1 4 33 29 40 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,297
COMMITMENTS
745 292 620 115,832 116,932 117,197 117,844 4,100 3,453
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 11,435)
182 0 310 10,977 10,910 11,469 11,220 -34 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.5 95.5 96.4 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 24 31 26 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,713
COMMITMENTS
2,640 3,994 1,488 145,256 147,765 149,384 153,247 13,329 9,466
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,007)
862 964 -257 99 844 704 1,551 1,303 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 0.9 89.3 90.8 91.8 94.2 8.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 27 34 30 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 858,985
COMMITMENTS
217 1,086 2,609 838,984 850,010 841,810 853,705 17,175 5,280
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 20,319)
0 -342 1,066 19,803 20,593 20,869 21,317 -550 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.3 97.7 99.0 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 4 4 48 35 53 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 375,938
COMMITMENTS
7,528 3,720 851 359,882 360,586 368,261 365,157 7,677 10,781
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 4,665)
2,597 -2,012 692 -537 3,717 2,752 2,397 1,913 2,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 0.2 95.7 95.9 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 3 2 39 41 42 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,894
COMMITMENTS
578 881 2,143 267,082 273,289 269,803 276,313 9,091 2,581
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 4,841)
560 155 -337 1,958 4,950 2,181 4,768 2,660 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.8 95.8 98.0 96.7 99.1 3.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 2 2 41 41 43 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,755
COMMITMENTS
432 1,618 1,455 102,284 89,993 104,171 93,066 2,584 13,689
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 7,909)
-665 1,559 -208 8,818 7,230 7,945 8,581 -36 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 1.4 95.8 84.3 97.6 87.2 2.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 22 24 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,489
COMMITMENTS
3,037 18,986 338 103,480 88,086 106,855 107,410 5,634 5,079
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 643)
151 -2,523 -120 -243 3,943 -212 1,300 855 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 16.9 0.3 92.0 78.3 95.0 95.5 5.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 25 22 29 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,288
COMMITMENTS
0 1,864 0 26,671 25,301 26,671 27,165 1,617 1,123
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 94.3 89.4 94.3 96.0 5.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 11 12 11 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,347
COMMITMENTS
607 3,666 943 93,662 96,240 95,212 100,849 10,135 4,498
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,944)
-98 1,724 -226 4,809 2,870 4,485 4,368 -541 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.5 0.9 88.9 91.4 90.4 95.7 9.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 16 17 17 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,124
COMMITMENTS
0 0 0 147,369 146,824 147,369 146,824 4,755 5,300
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 14,506)
0 0 0 15,904 12,854 15,904 12,854 -1,398 1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 96.5 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 27 27 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,918
COMMITMENTS
0 0 0 56,503 56,877 56,503 56,877 4,415 4,041
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 93.4 92.8 93.4 7.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 15 15 15
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,218
COMMITMENTS
7,778 0 0 9,160 15,994 16,938 15,994 1,280 2,224
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 0.0 0.0 50.3 87.8 93.0 87.8 7.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 8 11 12 11
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 431,767
COMMITMENTS
17,323 658 2,193 403,257 422,980 422,773 425,831 8,994 5,936
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,530)
207 205 -3,049 9,248 7,791 6,406 4,947 -876 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.5 93.4 98.0 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 1 3 51 46 56 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,751
COMMITMENTS
0 1,111 1,652 61,452 64,596 63,104 67,359 9,647 5,392
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,538)
-3 918 -265 3,834 2,696 3,566 3,349 -28 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.3 84.5 88.8 86.7 92.6 13.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 19 17 21 19
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,166
COMMITMENTS
0 930 0 16,165 14,940 16,165 15,870 2,001 2,296
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,239)
0 0 0 2,053 2,084 2,053 2,084 186 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 89.0 82.2 89.0 87.4 11.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,623
COMMITMENTS
1,394 0 1,655 60,122 59,654 63,171 61,309 3,452 5,314
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,348)
-121 -235 319 728 1,381 926 1,465 422 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 2.5 90.2 89.5 94.8 92.0 5.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 19 18 22 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,095
COMMITMENTS
26,697 2,325 0 81,060 104,241 107,757 106,566 338 1,529
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 23,227)
8,029 2,325 0 15,012 22,608 23,041 24,933 186 -1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.2 0.0 75.0 96.4 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 0 19 34 22 37
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,116
COMMITMENTS
27,851 1,797 8,152 78,792 105,199 114,795 115,148 1,321 968
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 24,330)
2,619 -3,147 5,596 16,115 22,669 24,330 25,118 0 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 1.5 7.0 67.9 90.6 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 4 3 28 39 35 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,907
COMMITMENTS
630 0 0 47,543 47,085 48,173 47,085 734 1,822
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,746)
0 0 0 3,982 4,530 3,982 4,530 -236 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.2 96.3 98.5 96.3 1.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 20 23 22 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,843
COMMITMENTS
0 648 584 239,810 233,061 240,394 234,293 5,449 11,550
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 4,381)
0 394 -248 5,259 4,057 5,011 4,203 -630 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.2 97.5 94.8 97.8 95.3 2.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 1 1 38 32 39 33
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 26,540
COMMITMENTS
0 966 840 22,959 22,026 23,799 23,832 2,741 2,708
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,829)
0 -31 0 1,674 1,854 1,674 1,823 155 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 3.2 86.5 83.0 89.7 89.8 10.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 15 17 16 20
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,050
COMMITMENTS
2,031 1,677 751 61,947 63,324 64,729 65,752 5,321 4,298
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,909)
-942 1,677 138 5,252 1,047 4,448 2,862 -539 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.4 1.1 88.4 90.4 92.4 93.9 7.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 18 20 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,996
COMMITMENTS
0 3,938 793 78,239 72,650 79,032 77,381 2,964 4,615
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,505)
0 1,625 -209 3,294 855 3,085 2,271 -580 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.0 95.4 88.6 96.4 94.4 3.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 2 23 26 25 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,051
COMMITMENTS
6,483 0 721 110,283 120,554 117,487 121,275 10,564 6,776
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,867)
-2,120 0 601 4,078 2,503 2,559 3,104 308 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.6 86.1 94.1 91.8 94.7 8.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 17 15 21 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,522
COMMITMENTS
0 0 0 85,979 90,986 85,979 90,986 8,543 3,536
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 675)
0 0 0 877 3,484 877 3,484 -202 -2,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 96.3 91.0 96.3 9.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,853
COMMITMENTS
2,507 0 0 112,000 116,035 114,507 116,035 4,346 2,818
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 6,161)
1,275 0 -62 5,352 6,282 6,565 6,220 -404 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 94.2 97.6 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 22 18 26 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,854
COMMITMENTS
2,210 2,671 1,099 125,705 128,629 129,014 132,399 12,840 9,455
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 10,924)
2,210 1,266 -94 9,851 10,603 11,967 11,775 -1,043 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.9 0.8 88.6 90.7 90.9 93.3 9.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 29 27 32 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,822
COMMITMENTS
3,991 0 0 27,364 33,426 31,355 33,426 2,467 396
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,596)
713 0 0 2,654 3,441 3,367 3,441 229 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 0.0 80.9 98.8 92.7 98.8 7.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 0 18 16 23 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,120
COMMITMENTS
1,005 2,108 0 28,170 27,307 29,175 29,415 945 705
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 3,596)
403 1,674 0 2,914 1,517 3,317 3,191 279 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.0 0.0 93.5 90.7 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 11 20 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,441
COMMITMENTS
12,606 4,985 1,522 161,792 169,552 175,920 176,059 7,521 7,382
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,478)
-1,905 233 0 6,495 825 4,590 1,058 -2,112 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.7 0.8 88.2 92.4 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 3 40 33 45 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 90,972
COMMITMENTS
0 0 0 83,033 82,146 83,033 82,146 7,939 8,826
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 945)
0 0 0 718 835 718 835 227 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.3 90.3 91.3 90.3 8.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 20 18 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,042
COMMITMENTS
0 0 0 87,476 87,334 87,476 87,334 2,566 2,708
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 8,409)
0 0 0 10,159 11,502 10,159 11,502 -1,750 -3,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.0 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 20 27 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 125,925
COMMITMENTS
5,007 0 0 105,056 119,001 110,063 119,001 15,862 6,924
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,662)
0 0 0 1,504 2,603 1,504 2,603 1,158 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 83.4 94.5 87.4 94.5 12.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 18 15 20 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 155,229
COMMITMENTS
27,401 10,150 14,394 112,737 129,798 154,533 154,342 697 888
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,509)
-202 -705 -36 1,660 2,028 1,422 1,287 87 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 6.5 9.3 72.6 83.6 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 13 22 48 48 71 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,682
COMMITMENTS
4,188 497 683 44,811 48,501 49,682 49,682 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 485)
101 -84 0 384 569 485 485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.0 1.4 90.2 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 3 26 25 32 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 396,615
COMMITMENTS
16,652 1,904 3,450 376,513 391,261 396,615 396,615 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -181)
6,159 -505 -5,207 -1,133 5,531 -181 -181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 0.9 94.9 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 22 21 26 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,518,322
COMMITMENTS
77,060 92,923 45,396 1395866 1380003 1518322 1518322 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 13,727)
1,728 -760 -56 12,055 14,543 13,727 13,727 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.1 3.0 91.9 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 7 5 38 40 46 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,512
COMMITMENTS
687 6,495 1,627 62,198 56,390 64,512 64,512 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,948)
-304 119 -332 -1,312 -1,735 -1,948 -1,948 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.1 2.5 96.4 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 7 5 22 26 28 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 337,502
COMMITMENTS
0 5,148 0 337,502 332,354 337,502 337,502 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,142)
0 0 0 1,142 1,142 1,142 1,142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 17 16 17 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 435,963
COMMITMENTS
8,913 728 8,632 418,418 426,603 435,963 435,963 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 21,629)
0 0 0 21,629 21,629 21,629 21,629 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 2.0 96.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 30 28 34 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,209
COMMITMENTS
754 43 125 28,188 29,664 29,067 29,832 1,142 377
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,276)
0 0 0 1,298 1,297 1,298 1,297 -22 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.1 0.4 93.3 98.2 96.2 98.8 3.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 2 24 23 29 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,557
COMMITMENTS
190 0 0 60,056 60,547 60,246 60,547 311 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,370)
50 0 0 1,300 1,370 1,350 1,370 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.2 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 29 31 30 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,739
COMMITMENTS
115 0 0 79,335 79,622 79,450 79,622 289 117
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,980)
115 0 0 1,880 1,980 1,995 1,980 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.5 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 30 32 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,019
COMMITMENTS
800 875 0 27,547 28,024 28,347 28,899 672 120
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,270)
700 0 0 510 1,270 1,210 1,270 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 0.0 94.9 96.6 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 17 15 19 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,440
COMMITMENTS
9,064 0 0 281,376 290,440 290,440 290,440 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -3,232)
0 0 0 -3,232 -3,232 -3,232 -3,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 21 21 23 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,494
COMMITMENTS
757 774 87 4,481 5,250 5,325 6,111 1,169 383
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 42 0 42 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 11.9 1.3 69.0 80.8 82.0 94.1 18.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 16 13 19 15
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,745
COMMITMENTS
1,900 0 0 5,665 7,445 7,565 7,445 180 300
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.0 0.0 73.1 96.1 97.7 96.1 2.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 12 15 15 15
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,630
COMMITMENTS
1,305 100 475 11,340 12,955 13,120 13,530 510 100
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,050)
50 -125 -25 2,025 2,200 2,050 2,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.7 3.5 83.2 95.0 96.3 99.3 3.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 12 15 15 19
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,827
COMMITMENTS
200 1,100 0 38,005 37,727 38,205 38,827 622 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 135)
0 0 0 75 135 75 135 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.8 0.0 97.9 97.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 22 21 24 24
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,220
COMMITMENTS
660 250 0 25,380 25,960 26,040 26,210 180 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,500)
-900 0 0 -600 -1,500 -1,500 -1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.0 0.0 96.8 99.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 26 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,797
COMMITMENTS
754 1,107 63 18,556 18,417 19,373 19,587 424 210
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -311)
41 42 -42 -310 -311 -311 -311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.6 0.3 93.7 93.0 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 2 23 23 27 27
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,233
COMMITMENTS
665 1,728 2,642 52,903 51,695 56,210 56,065 23 168
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 810)
-25 -156 221 614 745 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.1 4.7 94.1 91.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 32 28 37 34
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,742
COMMITMENTS
855 17,039 3,201 72,633 56,432 76,689 76,672 53 70
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,253)
68 -1,139 548 657 1,827 1,273 1,236 -20 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 22.2 4.2 94.6 73.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 8 5 37 31 45 40
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,840
COMMITMENTS
780 0 0 44,035 44,830 44,815 44,830 25 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 295)
0 0 0 295 295 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.2 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,725
COMMITMENTS
1,430 1,600 0 49,285 49,125 50,715 50,725 10 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 570)
300 0 0 270 570 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.2 0.0 97.2 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 27 17 28 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 306,090
COMMITMENTS
53,346 9,500 1,560 251,184 295,030 306,090 306,090 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,624)
-1,184 0 -800 360 -824 -1,624 -1,624 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 3.1 0.5 82.1 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 20 29 23 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,226
COMMITMENTS
4,402 2,133 1,767 20,188 23,178 26,358 27,078 868 148
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 93)
-33 -89 109 38 117 114 136 -21 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 7.8 6.5 74.2 85.1 96.8 99.5 3.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 6 27 33 33 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 37,705
COMMITMENTS
566 394 450 36,689 36,861 37,705 37,705 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 71)
-618 292 -136 825 -85 71 71 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 1.2 97.3 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 1 18 13 24 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 324,086
COMMITMENTS
7,008 19,593 0 317,078 304,493 324,086 324,086 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 21,182)
0 0 0 21,182 21,182 21,182 21,182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.0 0.0 97.8 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 20 18 21 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 21,375
COMMITMENTS
784 732 1,018 19,045 19,205 20,847 20,955 528 420
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,103)
0 0 0 1,144 1,062 1,144 1,062 -41 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.4 4.8 89.1 89.8 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 18 19 21 21
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,813
COMMITMENTS
187 0 84 8,801 9,330 9,072 9,414 741 399
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 23)
0 0 0 23 23 23 23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.9 89.7 95.1 92.4 95.9 7.6 4.1
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 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,494
COMMITMENTS
657 280 374 8,470 9,186 9,501 9,840 993 654
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 404)
0 101 -41 445 344 404 404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.7 3.6 80.7 87.5 90.5 93.8 9.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 18 17 21 20
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 102,909
COMMITMENTS
4,965 0 408 97,536 102,501 102,909 102,909 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -816)
-4,696 0 0 3,880 -816 -816 -816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.4 94.8 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 1 17 14 21 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,802
COMMITMENTS
686 1,782 318 14,508 13,367 15,512 15,467 290 335
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 299)
43 40 21 235 154 299 215 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.3 2.0 91.8 84.6 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 4 21 23 26 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 179,126
COMMITMENTS
0 11,611 2,040 177,086 165,475 179,126 179,126 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 56)
0 -1,576 816 -760 816 56 56 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 1.1 98.9 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 19 16 21 20
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,975
COMMITMENTS
0 475 50 8,865 8,440 8,915 8,965 60 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.6 98.8 94.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 16 13 17 16
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,459
COMMITMENTS
2,495 414 1,836 21,128 23,209 25,459 25,459 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 22)
-103 0 0 125 22 22 22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 1.6 7.2 83.0 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 16 20 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 229,501
COMMITMENTS
0 3,864 0 229,501 225,637 229,501 229,501 0 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 22)
0 1 0 16 14 16 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,760
COMMITMENTS
300 1,780 0 10,065 8,970 10,365 10,750 395 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 320)
0 100 0 440 220 440 320 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 16.5 0.0 93.5 83.4 96.3 99.9 3.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 13 16 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,900
COMMITMENTS
180 1,680 130 10,180 9,080 10,490 10,890 410 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 190)
0 0 0 310 190 310 190 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 15.4 1.2 93.4 83.3 96.2 99.9 3.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 13 16 15
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 713,903
COMMITMENTS
73,632 24,634 129,847 509,232 559,042 712,711 713,523 1,192 380
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -9,454)
-6,969 1,524 1,305 -1,328 -11,665 -6,992 -8,835 -2,462 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.5 18.2 71.3 78.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 5 19 18 25 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,005
COMMITMENTS
80 0 0 14,645 15,005 14,725 15,005 280 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 97.6 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 12 15 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,310
COMMITMENTS
350 50 50 17,770 18,210 18,170 18,310 140 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -470 -465 -470 -465 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.3 97.1 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 16 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,626
COMMITMENTS
375 100 0 12,007 12,526 12,382 12,626 244 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -5 0 -5 0 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 0.0 95.1 99.2 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 16 15 19 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,645
COMMITMENTS
0 550 0 22,200 22,035 22,200 22,585 445 60
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 100 -20 100 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.0 97.3 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 15 15 15 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,705
COMMITMENTS
0 540 85 16,360 16,055 16,445 16,680 260 25
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 310)
0 60 0 300 250 300 310 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.5 97.9 96.1 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 15 10 16 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,647
COMMITMENTS
455 370 30 16,882 17,222 17,367 17,622 280 25
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 260)
-10 0 10 250 250 250 260 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.1 0.2 95.7 97.6 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 10 16 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,754
COMMITMENTS
2,895 2,065 140 98,704 99,444 101,739 101,649 15 105
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 2,301)
100 -10 -50 2,251 2,361 2,301 2,301 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.0 0.1 97.0 97.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 5 3 38 33 44 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,509
COMMITMENTS
3,587 6,625 608 120,314 117,171 124,509 124,404 0 105
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,668)
-28 665 -47 1,743 1,050 1,668 1,668 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.3 0.5 96.6 94.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 7 5 44 37 52 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 188,903
COMMITMENTS
9,500 19,032 9,739 169,616 160,075 188,855 188,846 48 57
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 307)
862 -1,752 -634 58 2,691 286 305 21 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.1 5.2 89.8 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 11 10 44 51 60 67
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,746
COMMITMENTS
6,842 4,261 2,175 117,664 120,310 126,681 126,746 65 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -113)
300 -565 74 -487 378 -113 -113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.4 1.7 92.8 94.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 7 5 41 35 47 44
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,220
COMMITMENTS
1,820 1,075 80 35,310 36,065 37,210 37,220 10 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 590)
25 -25 -30 640 645 635 590 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.9 0.2 94.9 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 24 16 26 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,005
COMMITMENTS
935 220 30 31,995 32,755 32,960 33,005 45 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 240)
-250 0 0 490 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 0.1 96.9 99.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 24 15 26 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 32,920
COMMITMENTS
1,250 200 250 31,271 32,460 32,771 32,910 149 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -135)
0 0 0 -135 -135 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.6 0.8 95.0 98.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 31 28 34 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,626
COMMITMENTS
1,050 0 0 19,576 20,506 20,626 20,506 0 120
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 94.9 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 21 18 23 18
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,534
COMMITMENTS
2,473 1,432 509 24,162 25,560 27,144 27,501 390 33
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,343)
-295 -600 0 1,642 1,943 1,347 1,343 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.2 1.8 87.8 92.8 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 2 22 25 28 28
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,197
COMMITMENTS
1,961 0 14 18,070 19,878 20,045 19,892 152 305
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -40)
-115 0 -95 170 40 -40 -55 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.1 89.5 98.4 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 19 22 22 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,930
COMMITMENTS
2,280 5,649 860 36,550 33,421 39,690 39,930 240 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 545)
65 560 240 224 -255 529 545 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 14.1 2.2 91.5 83.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 29 25 34 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,563
COMMITMENTS
30 590 163 22,130 21,800 22,323 22,553 240 10
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -334)
-153 132 -37 -99 -439 -289 -344 -45 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.6 0.7 98.1 96.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 3 25 20 28 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,936
COMMITMENTS
160 1,669 219 24,300 23,018 24,679 24,906 257 30
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 296)
60 247 -130 366 169 296 286 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.7 0.9 97.4 92.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 21 16 24 19
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,920
COMMITMENTS
0 100 0 14,459 14,593 14,459 14,693 461 227
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 995)
-174 0 0 1,000 995 826 995 169 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.9 97.8 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 19 14 19 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,457
COMMITMENTS
235 650 0 35,903 35,777 36,138 36,427 319 30
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 433)
0 0 0 433 433 433 433 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 0.0 98.5 98.1 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 31 26 33 28
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 16,738
COMMITMENTS
465 100 44 16,209 16,594 16,718 16,738 20 0
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.6 0.3 96.8 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 21 24 23
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 14,249
COMMITMENTS
753 0 21 13,465 14,208 14,239 14,229 10 20
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -295)
-300 0 15 -10 -310 -295 -295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.1 94.5 99.7 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 November 25, 2016