CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 6,097
COMMITMENTS
1,701 435 0 4,386 5,645 6,087 6,080 10 17
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 7.1 0.0 71.9 92.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 9 7 14 9
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 28,372
COMMITMENTS
9,409 5,414 309 18,587 22,638 28,305 28,361 67 11
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -4,940)
-196 -150 -1,393 -3,358 -3,397 -4,947 -4,940 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 19.1 1.1 65.5 79.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 10 3 13 10 26 20
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| 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 12/13/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/20/16 |
--------------------------------------------------------------| 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 12/13/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 31,947
COMMITMENTS
3,236 563 3,352 25,360 28,032 31,947 31,947 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,021)
-93 15 49 1,064 956 1,021 1,021 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.8 10.5 79.4 87.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 4 6 11 10 22 18
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,518
COMMITMENTS
7,739 3,527 0 56,779 60,985 64,518 64,512 0 6
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -18,198)
-199 50 -3,801 -14,198 -14,447 -18,198 -18,198 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.5 0.0 88.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 6 0 14 14 17 20
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 18,878
COMMITMENTS
3,418 9,548 575 14,875 8,755 18,868 18,878 10 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 55)
55 55 0 0 0 55 55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 50.6 3.0 78.8 46.4 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 12,097
COMMITMENTS
5,247 4,012 0 6,850 8,085 12,097 12,097 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 100)
100 125 0 0 -25 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 33.2 0.0 56.6 66.8 100.0 100.0 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 15,545
COMMITMENTS
7,396 7,165 200 7,929 8,180 15,525 15,545 20 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -15)
-13 0 0 -3 -15 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 46.1 1.3 51.0 52.6 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 12/20/16 |
--------------------------------------------------------------| 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 12/13/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/20/16 |
--------------------------------------------------------------| 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 12/13/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,109,795
COMMITMENTS
1074571 12,251 625,480 3370437 4454354 5070488 5092085 39,307 17,710
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 84,464)
-26,792 -14,753 33,503 75,571 63,616 82,282 82,366 2,182 2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.2 12.2 66.0 87.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
60 9 55 140 130 210 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,639,129
COMMITMENTS
133,650 74,961 705,163 797,888 857,904 1636702 1638029 2,428 1,101
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -60,286)
20,750 7,769 -44,123 -36,503 -23,579 -59,877 -59,933 -409 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.6 43.0 48.7 52.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
21 17 34 60 58 97 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,482
COMMITMENTS
4,010 0 420 173,838 193,903 178,268 194,323 21,214 5,159
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,476)
286 0 -155 2,432 1,033 2,563 878 -1,087 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.2 87.1 97.2 89.4 97.4 10.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 0 2 33 26 39 28
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,401
COMMITMENTS
838 0 0 104,544 105,842 105,382 105,842 4,019 3,559
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -536)
838 0 0 -892 -890 -54 -890 -482 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.6 96.7 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 24 30 25 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,807
COMMITMENTS
577 87 1,827 126,701 140,494 129,105 142,408 17,702 4,399
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,332)
22 -556 -253 -3,330 759 -3,561 -50 2,229 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 1.2 86.3 95.7 87.9 97.0 12.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 25 29 28 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 894,856
COMMITMENTS
267 982 3,297 873,261 886,281 876,825 890,560 18,031 4,296
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 21,483)
263 290 -85 21,013 21,004 21,191 21,209 292 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 97.6 99.0 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 5 49 35 54 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,799
COMMITMENTS
5,647 2,778 848 358,191 362,058 364,686 365,684 9,113 8,115
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 7,299)
-998 478 91 8,145 7,055 7,238 7,624 61 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 0.2 95.8 96.9 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 1 35 41 37 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,994
COMMITMENTS
380 0 1,210 260,256 266,777 261,846 267,987 10,148 4,007
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,397)
380 -634 16 4,745 7,325 5,141 6,707 256 -1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 95.7 98.1 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 0 1 36 35 38 36
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,206
COMMITMENTS
141 219 1,826 105,021 98,120 106,988 100,165 3,218 10,041
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,188)
40 -279 215 3,480 4,186 3,735 4,122 453 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.7 95.3 89.0 97.1 90.9 2.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 21 23 23 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,159
COMMITMENTS
2,348 6,222 1,340 95,387 89,371 99,075 96,933 5,084 7,226
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -261)
-542 -651 165 4 197 -373 -289 112 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.0 1.3 91.6 85.8 95.1 93.1 4.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 22 21 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,766
COMMITMENTS
0 1,488 0 22,696 22,534 22,696 24,022 2,070 744
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 91.6 91.0 91.6 97.0 8.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 10 11 10 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,745
COMMITMENTS
727 2,143 297 88,044 92,354 89,068 94,794 10,677 4,951
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,263)
-433 1,144 58 1,745 53 1,370 1,255 -107 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.1 0.3 88.3 92.6 89.3 95.0 10.7 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 154,813
COMMITMENTS
0 0 0 147,620 149,822 147,620 149,822 7,193 4,991
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,092)
0 0 0 1,328 2,390 1,328 2,390 764 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 96.8 95.4 96.8 4.6 3.2
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 433,475
COMMITMENTS
4,060 3,575 1,024 419,511 416,295 424,595 420,894 8,880 12,581
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,989)
-7,765 -277 187 17,584 5,982 10,006 5,892 -4,017 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 0.2 96.8 96.0 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 3 3 52 39 57 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,473
COMMITMENTS
0 2,389 1,135 77,797 76,099 78,932 79,623 8,541 7,850
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 8,893)
0 -162 -93 9,926 7,689 9,833 7,434 -940 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.3 88.9 87.0 90.2 91.0 9.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 2 19 16 21 19
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,549
COMMITMENTS
1,288 0 1,370 62,237 64,838 64,895 66,208 5,654 4,341
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 247)
-560 -22 -159 874 428 155 247 92 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.9 88.2 91.9 92.0 93.8 8.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 17 14 19 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,152
COMMITMENTS
16,343 6,200 0 82,135 91,002 98,478 97,202 1,674 2,950
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,664)
-217 0 0 5,757 5,357 5,540 5,357 124 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.2 0.0 82.0 90.9 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 16 21 19 22
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,654
COMMITMENTS
35,842 10,478 6,200 55,023 80,418 97,065 97,096 589 558
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,967)
-155 0 0 3,184 3,029 3,029 3,029 -62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 10.7 6.3 56.3 82.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 7 1 27 35 33 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,676
COMMITMENTS
682 0 0 43,591 42,484 44,273 42,484 403 2,192
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,292)
403 0 0 5,044 5,540 5,447 5,540 -155 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 97.6 95.1 99.1 95.1 0.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 19 20 21 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,375
COMMITMENTS
0 667 486 243,578 236,849 244,064 238,002 5,311 11,373
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 175)
0 112 -107 1,983 749 1,876 754 -1,701 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.2 97.7 95.0 97.9 95.4 2.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 1 35 33 36 34
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,405
COMMITMENTS
1,694 0 189 65,506 70,036 67,389 70,225 8,016 5,180
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -180)
160 0 -300 -58 -182 -198 -482 18 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.3 86.9 92.9 89.4 93.1 10.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 13 15 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,593
COMMITMENTS
0 2,648 732 84,379 81,794 85,111 85,174 5,482 5,419
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 5,253)
0 952 -90 3,976 6,221 3,886 7,083 1,367 -1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.8 93.1 90.3 93.9 94.0 6.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 22 22 24 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,253
COMMITMENTS
5,100 630 648 115,618 123,886 121,366 125,164 8,887 5,089
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,883)
357 52 -412 2,379 2,836 2,324 2,476 -441 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.5 88.8 95.1 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 19 17 22 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,811
COMMITMENTS
403 0 0 87,460 93,508 87,863 93,508 10,948 5,303
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 8,810)
155 0 0 8,384 8,841 8,539 8,841 271 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 88.5 94.6 88.9 94.6 11.1 5.4
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,229
COMMITMENTS
844 636 326 95,783 101,999 96,953 102,961 7,276 1,268
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,414)
0 388 326 -1,753 -1,990 -1,427 -1,276 13 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 0.3 91.9 97.9 93.0 98.8 7.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 20 19 22 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,176
COMMITMENTS
0 1,134 1,122 114,668 118,447 115,790 120,703 16,386 11,473
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 773)
0 171 -569 1,246 954 677 556 96 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.8 86.8 89.6 87.6 91.3 12.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 24 20 26 22
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,189
COMMITMENTS
2,015 0 0 16,435 20,631 18,450 20,631 2,739 558
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,085)
-112 0 0 1,110 989 998 989 87 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 77.6 97.4 87.1 97.4 12.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 15 12 18 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,432
COMMITMENTS
403 2,108 0 22,584 21,580 22,987 23,688 1,445 744
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 496)
0 0 0 93 465 93 465 403 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.6 0.0 92.4 88.3 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 13 19 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,632
COMMITMENTS
8,645 3,447 1,027 158,760 171,154 168,432 175,628 13,200 6,004
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -456)
-499 569 -233 -881 1,609 -1,613 1,945 1,157 -2,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.9 0.6 87.4 94.2 92.7 96.7 7.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 35 31 38 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 91,690
COMMITMENTS
0 0 0 83,554 81,647 83,554 81,647 8,136 10,043
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,109)
0 0 0 1,599 650 1,599 650 -490 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 89.0 91.1 89.0 8.9 11.0
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,469
COMMITMENTS
0 0 0 94,424 94,543 94,424 94,543 4,045 3,926
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,560)
0 0 0 2,560 2,560 2,560 2,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 96.0 95.9 96.0 4.1 4.0
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 126,925
COMMITMENTS
5,466 0 0 101,364 120,261 106,830 120,261 20,095 6,664
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 946)
21 0 0 638 811 659 811 287 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 79.9 94.7 84.2 94.7 15.8 5.3
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,633
COMMITMENTS
27,407 8,867 17,109 118,597 137,334 163,113 163,311 521 323
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,533)
-2,197 -1,263 2,244 3,421 2,902 3,467 3,883 65 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.4 10.5 72.5 83.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 11 19 46 46 67 68
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 45,590
COMMITMENTS
2,905 156 574 42,111 44,860 45,590 45,590 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,419)
-1,049 -117 87 -457 -1,389 -1,419 -1,419 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.3 1.3 92.4 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 2 25 24 30 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 425,065
COMMITMENTS
14,280 2,305 3,784 407,001 418,976 425,065 425,065 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 13,356)
-3,415 1,673 -1,673 18,444 13,356 13,356 13,356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.9 95.8 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 20 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,500,808
COMMITMENTS
38,638 95,127 58,967 1403203 1346714 1500808 1500808 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 22,453)
-43,096 2,280 15,848 49,701 4,325 22,453 22,453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.3 3.9 93.5 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 6 4 38 40 46 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,405
COMMITMENTS
668 5,770 1,023 59,714 54,612 61,405 61,405 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 927)
-78 146 -249 1,254 1,030 927 927 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.4 1.7 97.2 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 307,687
COMMITMENTS
0 3,864 0 307,687 303,823 307,687 307,687 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 688)
0 0 0 688 688 688 688 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: 22)
0 1 0 15 17 15 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 386,904
COMMITMENTS
7,768 728 8,632 370,504 377,544 386,904 386,904 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -13,399)
-760 0 0 -12,639 -13,399 -13,399 -13,399 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 2.2 95.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 1 27 27 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,905
COMMITMENTS
919 166 42 24,991 26,403 25,952 26,611 953 294
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,073)
0 0 0 -1,137 -1,094 -1,137 -1,094 64 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 0.2 92.9 98.1 96.5 98.9 3.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 1 23 23 28 26
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,335
COMMITMENTS
400 0 0 60,632 61,322 61,032 61,322 303 13
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,210)
210 0 0 1,000 1,210 1,210 1,210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.9 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 28 29 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,426
COMMITMENTS
350 0 0 78,813 79,302 79,163 79,302 263 124
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 850)
235 0 0 615 850 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.2 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 28 29 29 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,964
COMMITMENTS
750 700 0 29,776 30,084 30,526 30,784 438 180
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 325)
0 0 0 315 325 315 325 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 0.0 96.2 97.2 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 309,752
COMMITMENTS
11,824 0 0 297,928 309,752 309,752 309,752 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -4,712)
0 0 0 -4,712 -4,712 -4,712 -4,712 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: 33)
2 0 0 23 22 25 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 6,879
COMMITMENTS
630 774 87 5,502 5,636 6,219 6,497 660 382
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -21)
0 -123 0 -42 82 -42 -41 21 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.3 1.3 80.0 81.9 90.4 94.4 9.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 19 17 22 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,174
COMMITMENTS
1,550 0 0 4,940 6,370 6,490 6,370 684 804
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 504)
0 0 0 0 0 0 0 504 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.0 0.0 68.9 88.8 90.5 88.8 9.5 11.2
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,040
COMMITMENTS
755 0 400 13,390 14,560 14,545 14,960 495 80
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 25)
0 -25 25 0 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 2.7 89.0 96.8 96.7 99.5 3.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 3 10 14 13 17
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,641
COMMITMENTS
100 975 50 38,211 37,616 38,361 38,641 280 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 95)
100 0 0 -15 95 85 95 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 0.1 98.9 97.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 23 25 25 28
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,956
COMMITMENTS
600 250 0 25,176 25,686 25,776 25,936 180 20
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 445)
0 0 0 445 445 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.0 97.0 99.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 27 22 28 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,154
COMMITMENTS
777 1,086 84 19,850 19,561 20,711 20,731 443 423
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 606)
41 -63 0 524 649 565 586 41 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.1 0.4 93.8 92.5 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 2 20 22 24 26
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,000
COMMITMENTS
745 4,113 865 57,375 53,844 58,985 58,822 15 178
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -152)
10 813 -391 229 -574 -152 -152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.0 1.5 97.2 91.3 100.0 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,925
COMMITMENTS
1,238 16,420 1,968 72,706 57,469 75,912 75,857 13 68
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 419)
316 1,051 6 97 -608 419 449 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 21.6 2.6 95.8 75.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 6 6 33 33 43 42
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,990
COMMITMENTS
865 0 0 46,120 46,990 46,985 46,990 5 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,440)
50 0 0 3,390 3,440 3,440 3,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,035
COMMITMENTS
1,450 2,100 0 50,580 49,935 52,030 52,035 5 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,615)
50 0 0 1,565 1,615 1,615 1,615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.0 0.0 97.2 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 26 13 27 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 300,772
COMMITMENTS
33,783 4,480 1,551 265,438 294,741 300,772 300,772 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -2,721)
9,750 0 -2,000 -10,471 -721 -2,721 -2,721 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.5 0.5 88.3 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 22 29 25 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,552
COMMITMENTS
4,245 1,921 1,792 19,669 22,735 25,705 26,447 847 105
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 819)
52 66 216 551 537 819 819 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.2 6.7 74.1 85.6 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 6 26 34 32 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 41,052
COMMITMENTS
615 362 0 40,437 40,690 41,052 41,052 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,986)
175 -127 0 1,811 2,113 1,986 1,986 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 0.0 98.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 18 15 22 16
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 308,701
COMMITMENTS
7,008 19,208 0 301,693 289,493 308,701 308,701 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -6,752)
-760 0 0 -5,992 -6,752 -6,752 -6,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.2 0.0 97.7 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 18 19 19 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 20,369
COMMITMENTS
783 732 1,039 18,124 18,261 19,946 20,032 423 337
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 63)
0 0 0 84 63 84 63 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.6 5.1 89.0 89.7 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 21 18 24 21
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 9,040
COMMITMENTS
399 0 21 7,984 8,642 8,404 8,663 636 377
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -337)
63 0 0 -400 -337 -337 -337 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.2 88.3 95.6 93.0 95.8 7.0 4.2
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 10,606
COMMITMENTS
529 365 330 8,796 9,086 9,655 9,781 951 825
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 296)
-19 1 19 234 21 234 41 62 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.4 3.1 82.9 85.7 91.0 92.2 9.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 2 15 18 18 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 97,860
COMMITMENTS
3,040 0 408 94,412 97,452 97,860 97,860 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,040)
0 0 0 3,040 3,040 3,040 3,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.4 96.5 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 16 14 19 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,604
COMMITMENTS
625 1,803 191 13,476 12,317 14,292 14,311 312 293
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 280)
127 63 0 113 176 240 239 40 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.3 1.3 92.3 84.3 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 21 22 25 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 154,266
COMMITMENTS
0 10,423 2,448 151,818 141,395 154,266 154,266 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -10,640)
0 760 0 -10,640 -11,400 -10,640 -10,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 1.6 98.4 91.7 100.0 100.0 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,100
COMMITMENTS
0 530 50 7,990 7,515 8,040 8,095 60 5
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -30)
0 -30 0 -30 0 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.6 98.6 92.8 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,450
COMMITMENTS
1,636 697 1,992 20,822 21,761 24,450 24,450 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 23)
-77 0 0 100 23 23 23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.9 8.1 85.2 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 12/20/16 |
--------------------------------------------------------------| 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 12/13/16 (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 12 15 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| 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 13,665 12,675 13,965 14,355 395 5
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -20 0 -20 0 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.7 0.0 95.2 88.3 97.2 100.0 2.8 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,355
COMMITMENTS
155 1,630 105 13,640 12,615 13,900 14,350 455 5
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -50)
-50 0 0 -20 -50 -70 -50 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 11.4 0.7 95.0 87.9 96.8 100.0 3.2 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 692,412
COMMITMENTS
76,017 28,772 130,442 485,953 533,198 692,412 692,412 0 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -23,631)
21,354 -2,438 -20,307 -24,347 -761 -23,300 -23,507 -330 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.2 18.8 70.2 77.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 5 20 19 27 24
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,170
COMMITMENTS
180 0 0 13,820 14,170 14,000 14,170 170 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 335)
0 0 0 325 335 325 335 10 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 12 15 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,520
COMMITMENTS
425 150 50 17,880 18,320 18,355 18,520 165 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 300)
-100 0 0 360 300 260 300 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.8 0.3 96.5 98.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 20 17 24 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,446
COMMITMENTS
375 100 50 11,765 12,296 12,190 12,446 256 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 160)
-100 0 0 220 160 120 160 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 0.4 94.5 98.8 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 18 14 21 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,040
COMMITMENTS
50 580 0 23,600 23,400 23,650 23,980 390 60
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -370)
50 0 0 -430 -370 -380 -370 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 0.0 98.2 97.3 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 17 14 18 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,100
COMMITMENTS
0 745 10 15,930 15,320 15,940 16,075 160 25
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 130)
0 75 0 200 55 200 130 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.1 98.9 95.2 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 15 11 16 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,085
COMMITMENTS
315 435 20 16,575 16,605 16,910 17,060 175 25
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 65)
-75 0 0 210 65 135 65 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.5 0.1 97.0 97.2 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 11 16 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,100
COMMITMENTS
2,545 2,175 95 114,415 114,284 117,055 116,554 45 546
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 3,275)
0 -290 15 3,260 3,094 3,275 2,819 0 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.9 0.1 97.7 97.6 100.0 99.5 0.0 0.5
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 135,462
COMMITMENTS
3,465 7,455 425 131,572 127,031 135,462 134,911 0 551
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,582)
0 85 -15 2,597 2,056 2,582 2,126 0 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.5 0.3 97.1 93.8 100.0 99.6 0.0 0.4
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 190,479
COMMITMENTS
10,850 23,146 9,286 170,314 157,988 190,450 190,420 29 59
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,052)
1,540 4,053 -870 3,579 830 4,249 4,013 -197 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 12.2 4.9 89.4 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 11 12 45 48 61 65
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 120,849
COMMITMENTS
6,042 4,835 2,052 112,697 113,957 120,791 120,844 58 5
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -931)
-1 259 -8 -922 -1,182 -931 -931 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.0 1.7 93.3 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 5 42 34 48 43
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,420
COMMITMENTS
1,845 1,125 80 35,465 36,215 37,390 37,420 30 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 140)
-25 0 0 155 140 130 140 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.0 0.2 94.8 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,455
COMMITMENTS
775 220 30 31,585 32,205 32,390 32,455 65 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,265)
-100 0 0 -1,175 -1,265 -1,275 -1,265 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.7 0.1 97.3 99.2 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 30,916
COMMITMENTS
1,200 200 250 29,327 30,461 30,777 30,911 139 5
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -720)
0 0 0 -720 -720 -720 -720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.6 0.8 94.9 98.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 29 29 32 31
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh OPEN INTEREST: 20,991
COMMITMENTS
975 0 0 20,016 20,871 20,991 20,871 0 120
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 615)
0 0 0 615 615 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 95.4 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,216
COMMITMENTS
2,454 1,556 324 25,087 26,278 27,865 28,158 351 58
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -19)
-123 -50 0 104 35 -19 -15 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.5 1.1 88.9 93.1 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 1 21 23 27 26
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,999
COMMITMENTS
1,381 0 269 18,149 19,374 19,799 19,643 200 356
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 297)
-110 0 110 237 185 237 295 60 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 1.3 90.7 96.9 99.0 98.2 1.0 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,135
COMMITMENTS
2,623 5,552 715 35,581 32,868 38,919 39,135 216 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 442)
341 -126 -48 144 626 437 452 5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 14.2 1.8 90.9 84.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 5 27 25 32 31
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,208
COMMITMENTS
116 250 167 20,715 20,791 20,998 21,208 210 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 20)
80 0 0 -70 20 10 20 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 0.8 97.7 98.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,745
COMMITMENTS
160 1,872 85 23,273 21,788 23,518 23,745 227 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -304)
0 50 -75 -230 -279 -305 -304 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.9 0.4 98.0 91.8 99.0 100.0 1.0 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,793
COMMITMENTS
0 50 0 13,356 13,478 13,356 13,528 437 265
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -160 -190 -160 -190 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.8 97.7 96.8 98.1 3.2 1.9
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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,500
COMMITMENTS
135 650 0 34,046 33,833 34,181 34,483 319 17
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,090)
0 0 0 -1,090 -1,090 -1,090 -1,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.9 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 29 27 31 29
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 17,355
COMMITMENTS
407 50 54 16,884 17,251 17,345 17,355 10 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 254)
-20 0 -16 290 270 254 254 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.3 0.3 97.3 99.4 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 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 13,104
COMMITMENTS
759 0 21 12,319 13,083 13,099 13,104 5 0
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -50)
10 0 0 -60 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.2 94.0 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 23, 2016