CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 33,312
COMMITMENTS
9,605 5,564 1,702 21,945 26,035 33,252 33,301 60 11
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 562)
81 -42 69 411 535 562 562 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 16.7 5.1 65.9 78.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 6 13 12 29 22
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 33,510
COMMITMENTS
18,010 11,410 600 14,900 21,500 33,510 33,510 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -450)
50 -500 0 -500 50 -450 -450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 34.0 1.8 44.5 64.2 100.0 100.0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,410
COMMITMENTS
5,934 19,645 71 25,385 11,694 31,390 31,410 20 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 650)
200 100 0 450 550 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 62.5 0.2 80.8 37.2 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 30,927
COMMITMENTS
3,329 548 3,302 24,296 27,076 30,927 30,927 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 415)
392 -3 25 -1 393 415 415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.8 10.7 78.6 87.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 3 7 11 10 23 18
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 82,716
COMMITMENTS
7,938 3,477 3,801 70,977 75,432 82,716 82,710 0 6
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,396)
536 15 -46 906 1,427 1,396 1,396 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.2 4.6 85.8 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 7 4 17 15 22 25
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,823
COMMITMENTS
3,363 9,493 575 14,875 8,755 18,813 18,823 10 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 300)
100 250 0 250 50 350 300 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 50.4 3.1 79.0 46.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 7 3 8 5 16 14
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 11,997
COMMITMENTS
5,147 3,887 0 6,850 8,110 11,997 11,997 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 650)
650 50 0 0 600 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 32.4 0.0 57.1 67.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 0 6 4 11 10
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,560
COMMITMENTS
7,409 7,165 200 7,932 8,195 15,540 15,560 20 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -306)
-105 -200 0 -201 -106 -306 -306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 46.0 1.3 51.0 52.7 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,867
COMMITMENTS
8,461 6,800 1,400 11,006 12,667 20,867 20,867 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 212)
162 0 0 50 212 212 212 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 32.6 6.7 52.7 60.7 100.0 100.0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 13,570
COMMITMENTS
8,370 7,050 100 5,100 6,420 13,570 13,570 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 52.0 0.7 37.6 47.3 100.0 100.0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,025,331
COMMITMENTS
1101363 27,004 591,977 3294866 4390738 4988206 5009719 37,125 15,612
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 135,873)
97,230 -679 -4,845 41,217 139,423 133,602 133,899 2,271 1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 0.5 11.8 65.6 87.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
57 13 56 138 131 209 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,699,415
COMMITMENTS
112,900 67,192 749,287 834,391 881,482 1696578 1697962 2,837 1,453
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -8,252)
25,916 12,681 -23,426 -10,478 2,612 -7,988 -8,134 -263 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.0 44.1 49.1 51.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
20 17 34 61 58 97 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,006
COMMITMENTS
3,724 0 575 171,406 192,870 175,705 193,445 22,301 4,561
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -475)
638 -1,003 -6 -393 1,226 239 217 -714 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.3 86.6 97.4 88.7 97.7 11.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 3 30 26 34 29
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,937
COMMITMENTS
0 0 0 105,436 106,732 105,436 106,732 4,501 3,205
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 229)
-134 0 -248 -1,043 753 -1,425 505 1,654 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 97.1 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 30 23 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,139
COMMITMENTS
555 643 2,080 130,031 139,735 132,666 142,458 15,473 5,681
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,939)
-303 -1,002 363 1,086 4,275 1,146 3,636 793 -1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 1.4 87.8 94.3 89.6 96.2 10.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 27 29 31 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 873,373
COMMITMENTS
4 692 3,382 852,248 865,277 855,634 869,351 17,739 4,022
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,371)
-449 145 13 6,864 7,114 6,428 7,272 -57 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 97.6 99.1 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 4 49 35 53 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,500
COMMITMENTS
6,645 2,300 757 350,046 355,003 357,448 358,060 9,052 8,440
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 7,023)
425 655 -401 5,814 6,801 5,838 7,055 1,185 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.2 95.5 96.9 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 1 35 42 37 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,597
COMMITMENTS
0 634 1,194 255,511 259,452 256,705 261,280 9,892 5,317
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,014)
0 579 -119 3,538 1,122 3,419 1,582 -2,405 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 95.8 97.3 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 1 1 35 34 36 35
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,018
COMMITMENTS
101 498 1,611 101,541 93,934 103,253 96,043 2,765 9,975
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,005)
-239 -1,212 205 1,679 6,794 1,645 5,787 360 -3,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 1.5 95.8 88.6 97.4 90.6 2.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 19 21 21 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,420
COMMITMENTS
2,890 6,873 1,175 95,383 89,174 99,448 97,222 4,972 7,198
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,383)
-240 -3,861 808 2,212 3,272 2,780 219 -1,397 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.6 1.1 91.3 85.4 95.2 93.1 4.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 22 21 27 24
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,482
COMMITMENTS
1,160 999 239 86,299 92,301 87,698 93,539 10,784 4,943
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,992)
242 180 -43 1,761 629 1,960 766 32 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.2 87.6 93.7 89.0 95.0 11.0 5.0
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,721
COMMITMENTS
0 0 0 146,292 147,432 146,292 147,432 6,429 5,289
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 425)
0 0 0 352 410 352 410 73 15
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: 34)
0 0 0 24 24 24 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 427,486
COMMITMENTS
11,825 3,852 837 401,927 410,313 414,589 415,002 12,897 12,484
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 5,431)
-1,717 0 -86 5,878 5,814 4,075 5,728 1,356 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 0.2 94.0 96.0 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 1 2 50 40 55 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,580
COMMITMENTS
0 2,551 1,228 67,871 68,410 69,099 72,189 9,481 6,391
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 8,256)
-264 1,518 -262 9,837 7,146 9,311 8,402 -1,055 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.6 86.4 87.1 87.9 91.9 12.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 3 18 16 21 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,302
COMMITMENTS
1,848 22 1,529 61,363 64,410 64,740 65,961 5,562 4,341
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 4,601)
1,122 -360 124 1,864 4,449 3,110 4,213 1,491 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 2.2 87.3 91.6 92.1 93.8 7.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 17 14 19 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,488
COMMITMENTS
16,560 6,200 0 76,378 85,645 92,938 91,845 1,550 2,643
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,277)
620 0 0 6,017 7,626 6,637 7,626 -360 -1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 6.6 0.0 80.8 90.6 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 13 18 14 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,687
COMMITMENTS
35,997 10,478 6,200 51,839 77,389 94,036 94,067 651 620
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,360)
620 0 0 5,740 6,360 6,360 6,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 11.1 6.5 54.7 81.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 7 1 23 33 28 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,384
COMMITMENTS
279 0 0 38,547 36,944 38,826 36,944 558 2,440
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 4,008)
0 0 0 4,194 4,008 4,194 4,008 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.9 93.8 98.6 93.8 1.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 19 19 20 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,200
COMMITMENTS
0 555 593 241,595 236,100 242,188 237,248 7,012 11,952
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 3,217)
0 244 -32 2,221 2,583 2,189 2,795 1,028 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 96.9 94.7 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 33 31 34 32
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,585
COMMITMENTS
1,534 0 489 65,564 70,218 67,587 70,707 7,998 4,878
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -164)
-531 0 6 1,744 -170 1,219 -164 -1,383 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.6 86.7 92.9 89.4 93.5 10.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 13 14 15 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,340
COMMITMENTS
0 1,696 822 80,403 75,573 81,225 78,091 4,115 7,249
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,229)
-219 -797 90 6,352 6,994 6,223 6,287 6 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.0 94.2 88.6 95.2 91.5 4.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 21 22 23 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,370
COMMITMENTS
4,743 578 1,060 113,239 121,050 119,042 122,688 9,328 5,682
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,183)
-3 316 151 1,877 2,048 2,025 2,515 158 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.5 0.8 88.2 94.3 92.7 95.6 7.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 17 17 20 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,001
COMMITMENTS
248 0 0 79,076 84,667 79,324 84,667 10,677 5,334
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 87.9 94.1 88.1 94.1 11.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 16 16 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,643
COMMITMENTS
844 248 0 97,536 103,989 98,380 104,237 7,263 1,406
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -3,131)
-820 248 -155 -3,217 -3,484 -4,192 -3,391 1,061 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.0 92.3 98.4 93.1 98.7 6.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 20 20 21 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,403
COMMITMENTS
0 963 1,691 113,422 117,493 115,113 120,147 16,290 11,256
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -953)
0 -901 120 -1,159 -961 -1,039 -1,742 86 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.3 86.3 89.4 87.6 91.4 12.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 24 21 26 23
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,104
COMMITMENTS
2,127 0 0 15,325 19,642 17,452 19,642 2,652 462
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 31)
136 0 0 -136 93 0 93 31 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 0.0 76.2 97.7 86.8 97.7 13.2 2.3
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,936
COMMITMENTS
403 2,108 0 22,491 21,115 22,894 23,223 1,042 713
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 403)
0 0 0 403 403 403 403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 8.8 0.0 94.0 88.2 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,088
COMMITMENTS
9,144 2,878 1,260 159,641 169,545 170,045 173,683 12,043 8,405
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,050)
-859 791 -401 762 -1,705 -498 -1,315 -552 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.6 0.7 87.7 93.1 93.4 95.4 6.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 35 32 39 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 90,581
COMMITMENTS
0 0 0 81,955 80,997 81,955 80,997 8,626 9,584
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,657)
0 0 0 1,665 1,352 1,665 1,352 -8 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 89.4 90.5 89.4 9.5 10.6
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,909
COMMITMENTS
0 0 0 91,864 91,983 91,864 91,983 4,045 3,926
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,645)
0 0 0 3,462 3,709 3,462 3,709 -817 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 95.9 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 28 18 28 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 125,979
COMMITMENTS
5,445 0 0 100,726 119,450 106,171 119,450 19,808 6,529
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,893)
698 0 0 612 2,985 1,310 2,985 583 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 80.0 94.8 84.3 94.8 15.7 5.2
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,101
COMMITMENTS
29,604 10,130 14,865 115,176 134,432 159,645 159,428 456 673
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 3,391)
1,518 226 500 1,473 2,758 3,491 3,484 -100 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 6.3 9.3 71.9 84.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 11 19 44 44 68 66
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 47,009
COMMITMENTS
3,954 273 487 42,568 46,249 47,009 47,009 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 781)
-134 -102 91 824 792 781 781 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.6 1.0 90.6 98.4 100.0 100.0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 411,709
COMMITMENTS
17,695 632 5,457 388,557 405,620 411,709 411,709 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 4,830)
2,198 0 -622 3,254 5,452 4,830 4,830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 1.3 94.4 98.5 100.0 100.0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,478,355
COMMITMENTS
81,734 92,847 43,119 1353502 1342389 1478355 1478355 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 15,836)
1,232 760 0 14,604 15,076 15,836 15,836 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.3 2.9 91.6 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,477
COMMITMENTS
746 5,624 1,272 58,459 53,581 60,477 60,477 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,165)
-73 552 -429 1,667 1,042 1,165 1,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.3 2.1 96.7 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 4 21 26 28 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 306,999
COMMITMENTS
0 3,864 0 306,999 303,135 306,999 306,999 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 4,800)
0 0 0 4,800 4,800 4,800 4,800 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: 21)
0 1 0 15 16 15 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 400,303
COMMITMENTS
8,528 728 8,632 383,143 390,943 400,303 400,303 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 544)
-760 0 0 1,304 544 544 544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 2.2 95.7 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 27 26 31 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,978
COMMITMENTS
919 166 42 26,128 27,497 27,089 27,705 889 273
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 578)
0 21 0 640 577 640 598 -62 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.6 0.2 93.4 98.3 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 1 25 23 30 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,125
COMMITMENTS
190 0 0 59,632 60,112 59,822 60,112 303 13
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,403)
0 0 0 1,395 1,395 1,395 1,395 8 8
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 28 30 29 30
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 5,400
COMMITMENTS
950 0 50 4,400 5,350 5,400 5,400 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.9 81.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 11 11 13 12
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,576
COMMITMENTS
115 0 0 78,198 78,452 78,313 78,452 263 124
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,208)
0 0 0 2,208 2,200 2,208 2,200 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 28 30 29 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,639
COMMITMENTS
750 700 0 29,461 29,759 30,211 30,459 428 180
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -795)
-50 -175 0 -501 -680 -551 -855 -244 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 0.0 96.2 97.1 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 20 15 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 314,464
COMMITMENTS
11,824 0 0 302,640 314,464 314,464 314,464 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 240)
-1,920 0 0 2,160 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 96.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 23 21 25 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,900
COMMITMENTS
630 897 87 5,544 5,554 6,261 6,538 639 362
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -174)
-168 123 0 36 -276 -132 -153 -42 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 13.0 1.3 80.3 80.5 90.7 94.8 9.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 18 17 21 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,670
COMMITMENTS
1,550 0 0 4,940 6,370 6,490 6,370 180 300
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,075)
-350 0 0 -725 -1,075 -1,075 -1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.0 0.0 74.1 95.5 97.3 95.5 2.7 4.5
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,015
COMMITMENTS
755 25 375 13,390 14,535 14,520 14,935 495 80
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,660)
-500 -100 0 2,160 1,760 1,660 1,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.2 2.5 89.2 96.8 96.7 99.5 3.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 10 14 12 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,546
COMMITMENTS
0 975 50 38,226 37,521 38,276 38,546 270 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,271)
-100 -125 0 -759 -1,146 -859 -1,271 -412 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.1 99.2 97.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 1 23 24 24 27
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,511
COMMITMENTS
600 250 0 24,731 25,241 25,331 25,491 180 20
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -510)
0 0 0 -500 -505 -500 -505 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 0.0 96.9 98.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 26 21 27 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,548
COMMITMENTS
736 1,149 84 19,326 18,912 20,146 20,145 402 403
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -861)
40 0 21 -879 -820 -818 -799 -43 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.6 0.4 94.1 92.0 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 2 20 21 24 25
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,152
COMMITMENTS
735 3,300 1,256 57,146 54,418 59,137 58,974 15 178
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,581)
40 861 -448 1,989 1,183 1,581 1,596 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.6 2.1 96.6 92.0 100.0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,506
COMMITMENTS
922 15,369 1,962 72,609 58,077 75,493 75,408 13 98
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,588)
471 1,618 -1,009 2,173 929 1,635 1,538 -47 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 20.4 2.6 96.2 76.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 6 7 33 32 43 41
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,550
COMMITMENTS
815 0 0 42,730 43,550 43,545 43,550 5 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,060)
60 0 0 1,000 1,060 1,060 1,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 27 13 28 13
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,420
COMMITMENTS
1,400 2,100 0 49,015 48,320 50,415 50,420 5 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 695)
60 0 0 635 695 695 695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.2 0.0 97.2 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 303,493
COMMITMENTS
24,033 4,480 3,551 275,909 295,462 303,493 303,493 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 10,226)
-10,186 -400 1,200 19,212 9,426 10,226 10,226 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.5 1.2 90.9 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 20 27 23 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,733
COMMITMENTS
4,193 1,855 1,576 19,118 22,198 24,886 25,628 847 105
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 565)
-99 86 101 564 378 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 7.2 6.1 74.3 86.3 96.7 99.6 3.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 6 24 33 30 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,066
COMMITMENTS
440 489 0 38,626 38,577 39,066 39,066 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -124)
27 -326 0 -151 202 -124 -124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 0.0 98.9 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 19 14 22 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 315,453
COMMITMENTS
7,768 19,208 0 307,685 296,245 315,453 315,453 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 0)
760 0 0 -760 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.1 0.0 97.5 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,306
COMMITMENTS
783 732 1,039 18,040 18,198 19,862 19,969 444 337
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -20)
41 0 0 -61 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.6 5.1 88.8 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,377
COMMITMENTS
336 0 21 8,384 8,979 8,741 9,000 636 377
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -37)
86 0 0 -123 -37 -37 -37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.2 89.4 95.8 93.2 96.0 6.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 10 16 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,310
COMMITMENTS
548 364 311 8,562 9,065 9,421 9,740 889 570
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 219)
-46 0 0 306 219 260 219 -41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.5 3.0 83.0 87.9 91.4 94.5 8.6 5.5
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 94,820
COMMITMENTS
3,040 0 408 91,372 94,412 94,820 94,820 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 760)
0 0 0 760 760 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.4 96.4 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,324
COMMITMENTS
498 1,740 191 13,363 12,141 14,052 14,072 272 252
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -113)
0 86 -86 -50 -72 -136 -72 23 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.1 1.3 93.3 84.8 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 20 24 24 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 164,906
COMMITMENTS
0 9,663 2,448 162,458 152,795 164,906 164,906 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,135)
0 0 0 1,135 1,135 1,135 1,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 1.5 98.5 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 20 17 22 20
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,130
COMMITMENTS
0 560 50 8,020 7,515 8,070 8,125 60 5
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 75)
0 75 0 75 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.6 98.6 92.4 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,427
COMMITMENTS
1,713 697 1,992 20,722 21,738 24,427 24,427 0 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 218)
52 151 156 10 -89 218 218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.9 8.2 84.8 89.0 100.0 100.0 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 12/13/16 |
--------------------------------------------------------------| 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 12/06/16 (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 1.8 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,360
COMMITMENTS
300 1,680 0 13,685 12,675 13,985 14,355 375 5
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.7 0.0 95.3 88.3 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,405
COMMITMENTS
205 1,630 105 13,660 12,665 13,970 14,400 435 5
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.3 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 716,042
COMMITMENTS
54,663 31,209 150,749 510,300 533,960 715,712 715,918 330 124
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -39,654)
23,203 -16,910 -7,607 -53,087 -15,186 -37,492 -39,703 -2,162 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.4 21.1 71.3 74.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 6 20 19 27 25
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| 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 12/06/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,220
COMMITMENTS
525 150 50 17,520 18,020 18,095 18,220 125 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 210)
0 0 0 215 210 215 210 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 0.3 96.2 98.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 18 17 22 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,286
COMMITMENTS
475 100 50 11,545 12,136 12,070 12,286 216 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -145 -150 -145 -150 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.8 0.4 94.0 98.8 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 16 14 19 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,410
COMMITMENTS
0 580 0 24,030 23,770 24,030 24,350 380 60
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,970
COMMITMENTS
0 670 10 15,730 15,265 15,740 15,945 230 25
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -70)
0 75 -75 5 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.1 98.5 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,020
COMMITMENTS
390 435 20 16,365 16,540 16,775 16,995 245 25
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -70)
-75 0 0 5 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.6 0.1 96.2 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 113,825
COMMITMENTS
2,545 2,465 80 111,155 111,190 113,780 113,735 45 90
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,230)
10 -60 -15 1,220 1,315 1,215 1,240 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.2 0.1 97.7 97.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 2 36 30 41 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 132,880
COMMITMENTS
3,465 7,370 440 128,975 124,975 132,880 132,785 0 95
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,240)
5 -15 0 1,235 1,265 1,240 1,250 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.5 0.3 97.1 94.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 8 5 43 36 50 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 186,426
COMMITMENTS
9,310 19,093 10,156 166,734 157,157 186,200 186,406 226 20
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,862)
-1,074 -770 1,774 1,987 1,868 2,687 2,872 175 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.2 5.4 89.4 84.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 9 12 45 46 61 61
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,780
COMMITMENTS
6,043 4,576 2,060 113,619 115,139 121,722 121,775 58 5
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -2,520)
-260 170 -30 -2,230 -2,660 -2,520 -2,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.8 1.7 93.3 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 5 41 34 47 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,280
COMMITMENTS
1,870 1,125 80 35,310 36,075 37,260 37,280 20 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 845)
60 0 0 795 845 855 845 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.0 0.2 94.7 96.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 23 16 26 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,720
COMMITMENTS
875 220 30 32,760 33,470 33,665 33,720 55 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 0.1 97.2 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 15 25 17
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 31,636
COMMITMENTS
1,200 200 250 30,047 31,181 31,497 31,631 139 5
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -55 -55 -55 0 0
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,376
COMMITMENTS
975 0 0 19,401 20,256 20,376 20,256 0 120
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -800)
-75 0 0 -725 -800 -800 -800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 21 17 23 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,235
COMMITMENTS
2,577 1,606 324 24,983 26,243 27,884 28,173 351 62
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 754)
142 0 0 612 774 754 774 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.7 1.1 88.5 92.9 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 1 21 22 27 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,702
COMMITMENTS
1,491 0 159 17,912 19,189 19,562 19,348 140 354
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 72)
-249 0 152 169 -100 72 52 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.8 90.9 97.4 99.3 98.2 0.7 1.8
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,693
COMMITMENTS
2,282 5,678 763 35,437 32,242 38,482 38,683 211 10
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 611)
172 122 8 431 491 611 621 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.7 2.0 91.6 83.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,188
COMMITMENTS
36 250 167 20,785 20,771 20,988 21,188 200 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 200)
11 -102 34 155 268 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 0.8 98.1 98.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 25 22 27 25
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,049
COMMITMENTS
160 1,822 160 23,503 22,067 23,823 24,049 226 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 100)
-5 29 15 90 56 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.6 0.7 97.7 91.8 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,953
COMMITMENTS
0 50 0 13,516 13,668 13,516 13,718 437 235
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 18)
0 0 0 32 2 32 2 -14 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.9 98.0 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 21 15 21 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,590
COMMITMENTS
135 650 0 35,136 34,923 35,271 35,573 319 17
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -215)
-100 0 0 -120 -215 -220 -215 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 0.0 98.7 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 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,101
COMMITMENTS
427 50 70 16,594 16,981 17,091 17,101 10 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 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 19 25 21
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,154
COMMITMENTS
749 0 21 12,379 13,133 13,149 13,154 5 0
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -106)
0 0 0 -106 -106 -106 -106 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.2 94.1 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 16, 2016