CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 32,750
COMMITMENTS
9,524 5,606 1,633 21,533 25,500 32,690 32,739 60 11
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -884)
-146 419 -960 242 -343 -864 -884 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 17.1 5.0 65.8 77.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 8 12 13 29 24
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,960
COMMITMENTS
17,960 11,910 600 15,400 21,450 33,960 33,960 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -150)
-950 0 0 800 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 35.1 1.8 45.3 63.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 3 8 5 15 12
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,760
COMMITMENTS
5,734 19,545 71 24,935 11,144 30,740 30,760 20 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 650)
-1,090 800 0 1,740 -150 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 63.5 0.2 81.1 36.2 99.9 100.0 0.1 0.0
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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,511
COMMITMENTS
2,937 551 3,277 24,297 26,683 30,511 30,511 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,088)
130 -45 509 448 624 1,088 1,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.8 10.7 79.6 87.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 7 11 10 22 18
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 81,320
COMMITMENTS
7,402 3,462 3,847 70,071 74,005 81,320 81,314 0 6
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 2,614)
-97 161 -2 2,714 2,480 2,614 2,639 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.3 4.7 86.2 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 8 7 17 15 25 27
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,523
COMMITMENTS
3,263 9,243 575 14,625 8,705 18,463 18,523 60 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 88)
-162 88 25 225 -25 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 49.9 3.1 79.0 47.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 3 7 5 14 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,347
COMMITMENTS
4,497 3,837 0 6,850 7,510 11,347 11,347 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 4,150)
100 100 0 4,050 4,055 4,150 4,155 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 33.8 0.0 60.4 66.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 0 6 4 11 9
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,866
COMMITMENTS
7,514 7,365 200 8,133 8,301 15,846 15,866 20 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -608)
-257 -550 0 -351 -58 -608 -608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 46.4 1.3 51.3 52.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 1 8 8 14 11
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,654
COMMITMENTS
8,298 6,800 1,400 10,956 12,454 20,654 20,654 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 410)
-240 -150 0 650 560 410 410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 32.9 6.8 53.0 60.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 3 9 5 16 11
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 13,545
COMMITMENTS
8,370 7,050 100 5,075 6,395 13,545 13,545 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 100)
100 300 0 0 -200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 52.0 0.7 37.5 47.2 100.0 100.0 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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,889,458
COMMITMENTS
1004133 27,683 596,822 3253649 4251315 4854604 4875820 34,854 13,638
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 266,776)
77,871 -5,582 28,159 168,986 256,384 275,016 278,961 -8,240 -12,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.6 12.2 66.5 86.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
56 12 57 139 127 207 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,707,667
COMMITMENTS
86,984 54,512 772,713 844,869 878,871 1704567 1706096 3,100 1,571
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 218,062)
-2,067 10,683 138,308 81,477 68,494 217,718 217,484 344 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.2 45.2 49.5 51.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
18 19 34 57 55 94 89
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,481
COMMITMENTS
3,086 1,003 581 171,799 191,644 175,466 193,228 23,015 5,253
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -16,775)
-5,415 538 -304 -9,748 -17,565 -15,467 -17,331 -1,308 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.3 86.6 96.6 88.4 97.4 11.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 4 30 27 35 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,708
COMMITMENTS
134 0 248 106,479 105,979 106,861 106,227 2,847 3,481
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -13,948)
-1,262 -292 -124 -11,414 -13,417 -12,800 -13,833 -1,148 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 97.1 96.6 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 22 30 23 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,200
COMMITMENTS
858 1,645 1,717 128,945 135,460 131,520 138,822 14,680 7,378
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -17,823)
-1,204 -537 -402 -17,536 -18,240 -19,142 -19,179 1,319 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.1 1.2 88.2 92.7 90.0 95.0 10.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 2 26 29 29 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 867,002
COMMITMENTS
453 547 3,369 845,384 858,163 849,206 862,079 17,796 4,923
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -6,613)
236 -961 285 -7,536 -5,870 -7,015 -6,546 402 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.4 97.5 99.0 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 4 47 34 51 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,477
COMMITMENTS
6,220 1,645 1,158 344,232 348,202 351,610 351,005 7,867 8,472
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -15,023)
1 -2,047 13 -15,887 -12,424 -15,873 -14,458 850 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.3 95.8 96.9 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 2 36 42 39 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,583
COMMITMENTS
0 55 1,313 251,973 258,330 253,286 259,698 12,297 5,885
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -14,594)
-50 -593 -875 -17,049 -16,013 -17,974 -17,481 3,380 2,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.5 94.9 97.3 95.4 97.8 4.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 35 34 36 35
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,013
COMMITMENTS
340 1,710 1,406 99,862 87,140 101,608 90,256 2,405 13,757
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,975)
-123 754 -251 -2,453 -5,161 -2,827 -4,658 -148 1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 1.4 96.0 83.8 97.7 86.8 2.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 17 20 19 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,037
COMMITMENTS
3,130 10,734 367 93,171 85,902 96,668 97,003 6,369 6,034
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -8,869)
93 -7,145 29 -11,109 -2,405 -10,987 -9,521 2,118 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.4 0.4 90.4 83.4 93.8 94.1 6.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 22 22 26 24
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,490
COMMITMENTS
918 819 282 84,538 91,672 85,738 92,773 10,752 3,717
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -10,804)
-196 -2,577 -256 -10,690 -6,806 -11,142 -9,639 338 -1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 0.3 87.6 95.0 88.9 96.1 11.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 17 15 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,296
COMMITMENTS
0 0 0 145,940 147,022 145,940 147,022 6,356 5,274
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,619)
0 0 0 -4,162 -2,626 -4,162 -2,626 1,543 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 96.5 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 22 24 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 422,055
COMMITMENTS
13,542 3,852 923 396,049 404,499 410,514 409,274 11,541 12,781
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -17,085)
-4,708 2,264 -327 -15,111 -23,329 -20,146 -21,392 3,061 4,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 0.2 93.8 95.8 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 1 2 49 40 54 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,324
COMMITMENTS
264 1,033 1,490 58,034 61,264 59,788 63,787 10,536 6,537
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -6,844)
-830 43 111 -7,076 -6,284 -7,795 -6,130 951 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 2.1 82.5 87.1 85.0 90.7 15.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 17 15 20 18
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,701
COMMITMENTS
726 382 1,405 59,499 59,961 61,630 61,748 4,071 3,953
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,070)
155 382 1,026 -1,776 -1,963 -595 -555 -1,475 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.6 2.1 90.6 91.3 93.8 94.0 6.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 14 20 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,211
COMMITMENTS
15,940 6,200 0 70,361 78,019 86,301 84,219 1,910 3,992
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -38,321)
-20,677 -4,278 0 -18,608 -35,563 -39,285 -39,841 964 1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 7.0 0.0 79.8 88.4 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 17 11 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,327
COMMITMENTS
35,377 10,478 6,200 46,099 71,029 87,676 87,707 651 620
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -44,870)
-2,177 588 -2,223 -39,605 -43,040 -44,005 -44,675 -865 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 11.9 7.0 52.2 80.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 7 1 23 32 28 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,376
COMMITMENTS
279 0 0 34,353 32,936 34,632 32,936 744 2,440
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -16,176)
-816 0 0 -15,490 -16,912 -16,306 -16,912 130 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.1 93.1 97.9 93.1 2.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 19 19 20 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,983
COMMITMENTS
0 311 625 239,374 233,517 239,999 234,453 5,984 11,530
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,697)
0 -253 41 -5,419 -3,465 -5,378 -3,677 1,681 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.3 97.3 94.9 97.6 95.3 2.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 32 31 33 32
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,749
COMMITMENTS
2,065 0 483 63,820 70,388 66,368 70,871 9,381 4,878
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 3,735)
561 -670 -606 542 4,547 497 3,271 3,238 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.6 84.3 92.9 87.6 93.6 12.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 14 14 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,111
COMMITMENTS
219 2,493 732 74,051 68,579 75,002 71,804 4,109 7,307
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,903)
219 -1,507 -138 -4,250 -5,105 -4,169 -6,750 266 2,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.2 0.9 93.6 86.7 94.8 90.8 5.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 21 20 23 22
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,187
COMMITMENTS
4,746 262 909 111,362 119,002 117,017 120,173 9,170 6,014
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -4,772)
-682 -4 -244 -2,483 -3,762 -3,409 -4,010 -1,363 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.7 88.3 94.3 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 17 15 20 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,774
COMMITMENTS
1,664 0 155 100,753 107,473 102,572 107,628 6,202 1,146
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -9,462)
-747 0 155 -10,726 -7,979 -11,318 -7,824 1,856 -1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.1 92.6 98.8 94.3 98.9 5.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 19 23 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,356
COMMITMENTS
0 1,864 1,571 114,581 118,454 116,152 121,889 16,204 10,467
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -13,131)
-2,220 -2,255 59 -14,334 -10,394 -16,495 -12,590 3,364 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.2 86.6 89.5 87.8 92.1 12.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 24 20 25 22
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,073
COMMITMENTS
1,991 0 0 15,461 19,549 17,452 19,549 2,621 524
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -13,780)
-2,000 0 0 -12,027 -13,846 -14,027 -13,846 247 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 77.0 97.4 86.9 97.4 13.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 12 10 15 10
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,533
COMMITMENTS
403 2,108 0 22,088 20,712 22,491 22,820 1,042 713
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -6,990)
-633 0 0 -6,454 -6,812 -7,087 -6,812 97 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.0 0.0 93.9 88.0 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 12 17 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,138
COMMITMENTS
10,003 2,087 1,661 158,879 171,250 170,543 174,998 12,595 8,140
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -7,956)
-2,513 -2,898 139 -9,476 -5,472 -11,850 -8,231 3,894 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.1 0.9 86.8 93.5 93.1 95.6 6.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 4 34 31 39 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 88,924
COMMITMENTS
0 0 0 80,290 79,645 80,290 79,645 8,634 9,279
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,038)
0 0 0 -3,944 -3,335 -3,944 -3,335 906 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 89.6 90.3 89.6 9.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 20 17 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,264
COMMITMENTS
0 0 0 88,402 88,274 88,402 88,274 4,862 4,990
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,672)
0 0 0 -3,698 -3,886 -3,698 -3,886 2,026 2,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 94.6 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 24 16 24 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 124,086
COMMITMENTS
4,747 0 0 100,114 116,465 104,861 116,465 19,225 7,621
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,754)
-564 0 0 -5,110 -3,910 -5,674 -3,910 2,920 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 80.7 93.9 84.5 93.9 15.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 18 14 20 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,710
COMMITMENTS
28,086 9,904 14,365 113,703 131,675 156,154 155,944 556 766
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 540)
15 48 815 -141 -10 689 853 -148 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.3 9.2 72.6 84.0 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 13 19 44 43 66 66
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 46,228
COMMITMENTS
4,088 376 396 41,744 45,457 46,228 46,228 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,118)
-179 24 -160 -2,779 -2,982 -3,118 -3,118 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.8 0.9 90.3 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 3 25 24 31 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 406,879
COMMITMENTS
15,497 632 6,079 385,303 400,168 406,879 406,879 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 5,188)
-9,987 632 1,941 13,234 2,615 5,188 5,188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 1.5 94.7 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 22 20 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,462,519
COMMITMENTS
80,502 92,087 43,119 1338898 1327313 1462519 1462519 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -79,879)
2,330 -428 -2,685 -79,524 -76,766 -79,879 -79,879 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.3 2.9 91.5 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 6 4 36 39 44 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,312
COMMITMENTS
819 5,072 1,701 56,792 52,539 59,312 59,312 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -4,588)
156 -1,374 75 -4,819 -3,289 -4,588 -4,588 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.6 2.9 95.8 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 7 4 19 25 26 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 302,199
COMMITMENTS
0 3,864 0 302,199 298,335 302,199 302,199 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -31,736)
0 -1,284 0 -31,736 -30,452 -31,736 -31,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 15 15 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 399,759
COMMITMENTS
9,288 728 8,632 381,839 390,399 399,759 399,759 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -36,964)
375 0 0 -37,339 -36,964 -36,964 -36,964 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 2.2 95.5 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 28 27 32 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,400
COMMITMENTS
919 145 42 25,488 26,920 26,449 27,107 951 293
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,681)
165 0 -42 -2,614 -2,638 -2,491 -2,680 -190 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.2 93.0 98.2 96.5 98.9 3.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 1 23 22 28 25
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,722
COMMITMENTS
190 0 0 58,237 58,717 58,427 58,717 295 5
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,255)
0 0 0 -2,239 -2,250 -2,239 -2,250 -16 -5
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: 39)
1 0 0 27 29 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,368
COMMITMENTS
115 0 0 75,990 76,252 76,105 76,252 263 116
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,691)
0 0 0 -3,665 -3,690 -3,665 -3,690 -26 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.5 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 29 29 30 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,434
COMMITMENTS
800 875 0 29,962 30,439 30,762 31,314 672 120
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 685)
0 0 0 685 685 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.8 0.0 95.3 96.8 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 19 14 21 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 314,224
COMMITMENTS
13,744 0 0 300,480 314,224 314,224 314,224 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 21,728)
0 0 0 21,728 21,728 21,728 21,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 22 21 24 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 7,074
COMMITMENTS
798 774 87 5,508 5,830 6,393 6,691 681 383
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 83)
41 0 0 42 62 83 62 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.9 1.2 77.9 82.4 90.4 94.6 9.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 17 16 20 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| 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 11/29/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 21)
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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,355
COMMITMENTS
1,255 125 375 11,230 12,775 12,860 13,275 495 80
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -875)
-100 25 -50 -710 -830 -860 -855 -15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.9 2.8 84.1 95.7 96.3 99.4 3.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 11 14 13 18
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,817
COMMITMENTS
100 1,100 50 38,985 38,667 39,135 39,817 682 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 365)
-50 0 50 365 315 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.8 0.1 97.9 97.1 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 21 23 23 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,021
COMMITMENTS
600 250 0 25,231 25,746 25,831 25,996 190 25
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -159)
0 0 0 -169 -174 -169 -174 10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.0 97.0 98.9 99.3 99.9 0.7 0.1
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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,409
COMMITMENTS
696 1,149 63 20,205 19,732 20,964 20,944 445 465
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,043)
-39 42 -42 1,166 767 1,085 767 -42 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.4 0.3 94.4 92.2 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,571
COMMITMENTS
695 2,439 1,704 55,157 53,235 57,556 57,378 15 193
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,024)
-20 922 -918 -1,079 -2,043 -2,017 -2,039 -7 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.2 3.0 95.8 92.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 30 25 34 30
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,918
COMMITMENTS
451 13,751 2,971 70,436 57,148 73,858 73,870 60 48
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -5,131)
-424 -2,678 -461 -4,256 -1,990 -5,141 -5,129 10 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 18.6 4.0 95.3 77.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 8 6 33 34 41 44
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,490
COMMITMENTS
755 0 0 41,730 42,490 42,485 42,490 5 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,110)
-25 0 0 -3,080 -3,110 -3,105 -3,110 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 12 28 12
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,725
COMMITMENTS
1,340 2,100 0 48,380 47,625 49,720 49,725 5 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,375)
-90 200 0 -3,280 -3,575 -3,370 -3,375 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.2 0.0 97.3 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 26 14 27 15
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 293,267
COMMITMENTS
34,219 4,880 2,351 256,697 286,036 293,267 293,267 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -24,152)
-26,887 -4,220 791 1,944 -20,723 -24,152 -24,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.7 0.8 87.5 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 19 28 22 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,168
COMMITMENTS
4,292 1,769 1,475 18,554 21,820 24,321 25,063 847 105
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,957)
-703 -281 199 -1,432 -1,832 -1,936 -1,914 -21 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.0 5.9 73.7 86.7 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 6 23 33 29 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,190
COMMITMENTS
413 815 0 38,777 38,375 39,190 39,190 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -201)
-76 525 -450 325 -276 -201 -201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 0.0 98.9 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 0 19 14 22 17
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 315,453
COMMITMENTS
7,008 19,208 0 308,445 296,245 315,453 315,453 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -12,962)
0 -385 0 -12,962 -12,577 -12,962 -12,962 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.1 0.0 97.8 93.9 100.0 100.0 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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,326
COMMITMENTS
742 732 1,039 18,101 18,218 19,882 19,989 444 337
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,157)
-63 0 21 -1,031 -1,095 -1,073 -1,074 -84 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.6 5.1 89.1 89.6 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 20 18 23 21
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,414
COMMITMENTS
250 0 21 8,507 9,016 8,778 9,037 636 377
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -399)
63 0 -63 -294 -356 -294 -419 -105 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.2 90.4 95.8 93.2 96.0 6.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 10 15 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,091
COMMITMENTS
594 364 311 8,256 8,846 9,161 9,521 930 570
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -506)
-42 84 -84 -317 -422 -443 -422 -63 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.6 3.1 81.8 87.7 90.8 94.4 9.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 16 17 19 21
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 94,060
COMMITMENTS
3,040 0 408 90,612 93,652 94,060 94,060 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -11,185)
-1,925 0 0 -9,260 -11,185 -11,185 -11,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.4 96.3 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 15 13 18 14
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,437
COMMITMENTS
498 1,654 277 13,413 12,213 14,188 14,144 249 293
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,283)
-106 -128 -41 -1,095 -1,072 -1,242 -1,241 -41 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.5 1.9 92.9 84.6 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 20 23 24 27
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 163,771
COMMITMENTS
0 9,663 2,448 161,323 151,660 163,771 163,771 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -17,395)
0 -1,540 0 -17,395 -15,855 -17,395 -17,395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 1.5 98.5 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 19 17 21 20
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,055
COMMITMENTS
0 485 50 7,945 7,515 7,995 8,050 60 5
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,000)
0 0 0 -1,000 -995 -1,000 -995 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.6 98.6 93.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 15 12 16 15
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,209
COMMITMENTS
1,661 546 1,836 20,712 21,827 24,209 24,209 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,474)
-652 106 0 -822 -1,580 -1,474 -1,474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.3 7.6 85.6 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 20 15 22 18
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 217,681
COMMITMENTS
0 3,864 0 217,681 213,817 217,681 217,681 0 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -11,820)
0 0 0 -11,820 -11,820 -11,820 -11,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 100.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 13 15 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,285
COMMITMENTS
300 1,680 0 13,610 12,600 13,910 14,280 375 5
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,100)
0 -100 0 1,130 1,205 1,130 1,105 -30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.8 0.0 95.3 88.2 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 14 15 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,330
COMMITMENTS
205 1,630 105 13,585 12,590 13,895 14,325 435 5
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,065)
25 -100 -25 1,045 1,195 1,045 1,070 20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.4 0.7 94.8 87.9 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 14 15 16
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 755,696
COMMITMENTS
31,460 48,119 158,357 563,387 549,146 753,204 755,622 2,493 75
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 43,171)
-26,649 23,676 19,108 49,365 523 41,824 43,307 1,347 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.4 21.0 74.6 72.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 6 19 18 26 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,835
COMMITMENTS
180 0 0 13,495 13,835 13,675 13,835 160 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,195)
0 0 0 -1,075 -1,195 -1,075 -1,195 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.5 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 11 15 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,010
COMMITMENTS
525 150 50 17,305 17,810 17,880 18,010 130 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -300)
175 100 0 -465 -400 -290 -300 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 0.3 96.1 98.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 17 17 21 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,436
COMMITMENTS
475 100 50 11,690 12,286 12,215 12,436 221 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -190)
100 0 50 -317 -240 -167 -190 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.8 0.4 94.0 98.8 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 15 14 18 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,230
COMMITMENTS
0 580 0 23,850 23,590 23,850 24,170 380 60
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -765)
0 5 0 -460 -770 -460 -765 -305 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.4 97.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 15 16 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,040
COMMITMENTS
0 595 85 15,725 15,335 15,810 16,015 230 25
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,065)
0 55 0 -1,035 -1,120 -1,035 -1,065 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.5 98.0 95.6 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 14 10 15 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,090
COMMITMENTS
465 435 20 16,360 16,610 16,845 17,065 245 25
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -957)
10 65 -10 -922 -1,012 -922 -957 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.5 0.1 95.7 97.2 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 14 9 15 12
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,595
COMMITMENTS
2,535 2,525 95 109,935 109,875 112,565 112,495 30 100
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,161)
-360 270 -45 -771 -1,381 -1,176 -1,156 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.2 0.1 97.6 97.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 6 3 35 30 41 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 131,640
COMMITMENTS
3,460 7,385 440 127,740 123,710 131,640 131,535 0 105
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -4,589)
-202 60 -168 -4,219 -4,481 -4,589 -4,589 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.6 0.3 97.0 94.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 8 5 43 35 50 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 183,564
COMMITMENTS
10,384 19,863 8,382 164,747 155,289 183,513 183,534 51 30
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -6,574)
-82 406 -1,209 -5,281 -5,746 -6,572 -6,549 -2 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.8 4.6 89.7 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 11 10 44 47 58 64
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,300
COMMITMENTS
6,303 4,406 2,090 115,849 117,799 124,242 124,295 58 5
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,404)
-529 145 -85 -2,783 -3,469 -3,397 -3,409 -7 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.5 1.7 93.2 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 5 40 34 46 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,435
COMMITMENTS
1,810 1,125 80 34,515 35,230 36,405 36,435 30 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,075)
90 50 0 -1,185 -1,125 -1,095 -1,075 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.1 0.2 94.7 96.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 22 16 25 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,720
COMMITMENTS
875 220 30 31,760 32,470 32,665 32,720 55 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -510)
50 0 0 -560 -510 -510 -510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.1 97.1 99.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 22 15 25 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 31,691
COMMITMENTS
1,200 200 250 30,102 31,236 31,552 31,686 139 5
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,255)
-50 0 0 -1,195 -1,250 -1,245 -1,250 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.6 0.8 95.0 98.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 30 28 33 30
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 21,176
COMMITMENTS
1,050 0 0 20,126 21,056 21,176 21,056 0 120
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 95.0 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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,481
COMMITMENTS
2,435 1,606 324 24,371 25,469 27,130 27,399 351 82
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -692)
-89 124 -185 -379 -710 -653 -771 -39 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.8 1.2 88.7 92.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 1 22 21 28 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,630
COMMITMENTS
1,740 0 7 17,743 19,289 19,490 19,296 140 334
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -544)
-188 0 -7 -337 -581 -532 -588 -12 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 90.4 98.3 99.3 98.3 0.7 1.7
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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,082
COMMITMENTS
2,110 5,556 755 35,006 31,751 37,871 38,062 211 20
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,251)
-220 -428 -125 -1,884 -1,718 -2,229 -2,271 -22 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 14.6 2.0 91.9 83.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 5 27 24 32 30
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,988
COMMITMENTS
25 352 133 20,630 20,503 20,788 20,988 200 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,552)
-5 -92 -50 -1,477 -1,410 -1,532 -1,552 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.7 0.6 98.3 97.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
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 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,949
COMMITMENTS
165 1,793 145 23,413 22,011 23,723 23,949 226 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -982)
0 119 -74 -877 -1,027 -951 -982 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.5 0.6 97.8 91.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 21 17 24 20
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,935
COMMITMENTS
0 50 0 13,484 13,666 13,484 13,716 451 219
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -985)
0 -50 0 -975 -927 -975 -977 -10 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.8 98.1 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 21 14 21 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,805
COMMITMENTS
235 650 0 35,256 35,138 35,491 35,788 314 17
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -617)
0 0 0 -612 -604 -612 -604 -5 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.8 0.0 98.5 98.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 28 27 30 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,051
COMMITMENTS
427 50 70 16,544 16,931 17,041 17,051 10 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 108)
-38 -50 26 130 132 118 108 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.3 0.4 97.0 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 24 18 25 20
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,260
COMMITMENTS
749 0 21 12,485 13,239 13,255 13,260 5 0
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -629)
-4 0 0 -620 -609 -624 -609 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.2 94.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 20 23 21
Updated December 9, 2016